CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3136 |
1.3084 |
-0.0052 |
-0.4% |
1.2917 |
| High |
1.3140 |
1.3153 |
0.0013 |
0.1% |
1.3141 |
| Low |
1.3072 |
1.3031 |
-0.0041 |
-0.3% |
1.2839 |
| Close |
1.3083 |
1.3075 |
-0.0008 |
-0.1% |
1.3114 |
| Range |
0.0068 |
0.0122 |
0.0054 |
79.4% |
0.0302 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
1.8% |
0.0000 |
| Volume |
82,123 |
125,609 |
43,486 |
53.0% |
508,602 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3386 |
1.3142 |
|
| R3 |
1.3330 |
1.3264 |
1.3109 |
|
| R2 |
1.3208 |
1.3208 |
1.3097 |
|
| R1 |
1.3142 |
1.3142 |
1.3086 |
1.3114 |
| PP |
1.3086 |
1.3086 |
1.3086 |
1.3073 |
| S1 |
1.3020 |
1.3020 |
1.3064 |
1.2992 |
| S2 |
1.2964 |
1.2964 |
1.3053 |
|
| S3 |
1.2842 |
1.2898 |
1.3041 |
|
| S4 |
1.2720 |
1.2776 |
1.3008 |
|
|
| 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 |
1.3153 |
1.2839 |
0.0314 |
2.4% |
0.0107 |
0.8% |
75% |
True |
False |
108,613 |
| 10 |
1.3153 |
1.2839 |
0.0314 |
2.4% |
0.0093 |
0.7% |
75% |
True |
False |
101,591 |
| 20 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0098 |
0.7% |
85% |
True |
False |
106,077 |
| 40 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0098 |
0.7% |
85% |
True |
False |
66,302 |
| 60 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0091 |
0.7% |
85% |
True |
False |
44,286 |
| 80 |
1.3153 |
1.2420 |
0.0733 |
5.6% |
0.0093 |
0.7% |
89% |
True |
False |
33,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3672 |
|
2.618 |
1.3472 |
|
1.618 |
1.3350 |
|
1.000 |
1.3275 |
|
0.618 |
1.3228 |
|
HIGH |
1.3153 |
|
0.618 |
1.3106 |
|
0.500 |
1.3092 |
|
0.382 |
1.3078 |
|
LOW |
1.3031 |
|
0.618 |
1.2956 |
|
1.000 |
1.2909 |
|
1.618 |
1.2834 |
|
2.618 |
1.2712 |
|
4.250 |
1.2513 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3092 |
1.3069 |
| PP |
1.3086 |
1.3063 |
| S1 |
1.3081 |
1.3058 |
|