CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2916 |
1.2965 |
0.0049 |
0.4% |
1.2917 |
| High |
1.2982 |
1.3141 |
0.0159 |
1.2% |
1.3141 |
| Low |
1.2914 |
1.2962 |
0.0048 |
0.4% |
1.2839 |
| Close |
1.2971 |
1.3114 |
0.0143 |
1.1% |
1.3114 |
| Range |
0.0068 |
0.0179 |
0.0111 |
163.2% |
0.0302 |
| ATR |
0.0093 |
0.0099 |
0.0006 |
6.6% |
0.0000 |
| Volume |
88,271 |
130,267 |
41,996 |
47.6% |
508,602 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3609 |
1.3541 |
1.3212 |
|
| R3 |
1.3430 |
1.3362 |
1.3163 |
|
| R2 |
1.3251 |
1.3251 |
1.3147 |
|
| R1 |
1.3183 |
1.3183 |
1.3130 |
1.3217 |
| PP |
1.3072 |
1.3072 |
1.3072 |
1.3090 |
| S1 |
1.3004 |
1.3004 |
1.3098 |
1.3038 |
| S2 |
1.2893 |
1.2893 |
1.3081 |
|
| S3 |
1.2714 |
1.2825 |
1.3065 |
|
| S4 |
1.2535 |
1.2646 |
1.3016 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3937 |
1.3828 |
1.3280 |
|
| R3 |
1.3635 |
1.3526 |
1.3197 |
|
| R2 |
1.3333 |
1.3333 |
1.3169 |
|
| R1 |
1.3224 |
1.3224 |
1.3142 |
1.3279 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3059 |
| S1 |
1.2922 |
1.2922 |
1.3086 |
1.2977 |
| S2 |
1.2729 |
1.2729 |
1.3059 |
|
| S3 |
1.2427 |
1.2620 |
1.3031 |
|
| S4 |
1.2125 |
1.2318 |
1.2948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3141 |
1.2839 |
0.0302 |
2.3% |
0.0100 |
0.8% |
91% |
True |
False |
101,720 |
| 10 |
1.3141 |
1.2839 |
0.0302 |
2.3% |
0.0092 |
0.7% |
91% |
True |
False |
100,046 |
| 20 |
1.3141 |
1.2625 |
0.0516 |
3.9% |
0.0096 |
0.7% |
95% |
True |
False |
105,322 |
| 40 |
1.3141 |
1.2625 |
0.0516 |
3.9% |
0.0100 |
0.8% |
95% |
True |
False |
61,130 |
| 60 |
1.3141 |
1.2625 |
0.0516 |
3.9% |
0.0090 |
0.7% |
95% |
True |
False |
40,827 |
| 80 |
1.3141 |
1.2420 |
0.0721 |
5.5% |
0.0093 |
0.7% |
96% |
True |
False |
30,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3902 |
|
2.618 |
1.3610 |
|
1.618 |
1.3431 |
|
1.000 |
1.3320 |
|
0.618 |
1.3252 |
|
HIGH |
1.3141 |
|
0.618 |
1.3073 |
|
0.500 |
1.3052 |
|
0.382 |
1.3030 |
|
LOW |
1.2962 |
|
0.618 |
1.2851 |
|
1.000 |
1.2783 |
|
1.618 |
1.2672 |
|
2.618 |
1.2493 |
|
4.250 |
1.2201 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3093 |
1.3073 |
| PP |
1.3072 |
1.3031 |
| S1 |
1.3052 |
1.2990 |
|