CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3084 |
1.3068 |
-0.0016 |
-0.1% |
1.2917 |
| High |
1.3153 |
1.3079 |
-0.0074 |
-0.6% |
1.3141 |
| Low |
1.3031 |
1.3037 |
0.0006 |
0.0% |
1.2839 |
| Close |
1.3075 |
1.3052 |
-0.0023 |
-0.2% |
1.3114 |
| Range |
0.0122 |
0.0042 |
-0.0080 |
-65.6% |
0.0302 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
125,609 |
77,559 |
-48,050 |
-38.3% |
508,602 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3182 |
1.3159 |
1.3075 |
|
| R3 |
1.3140 |
1.3117 |
1.3064 |
|
| R2 |
1.3098 |
1.3098 |
1.3060 |
|
| R1 |
1.3075 |
1.3075 |
1.3056 |
1.3066 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3051 |
| S1 |
1.3033 |
1.3033 |
1.3048 |
1.3024 |
| S2 |
1.3014 |
1.3014 |
1.3044 |
|
| S3 |
1.2972 |
1.2991 |
1.3040 |
|
| S4 |
1.2930 |
1.2949 |
1.3029 |
|
|
| 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 |
1.2914 |
0.0239 |
1.8% |
0.0096 |
0.7% |
58% |
False |
False |
100,765 |
| 10 |
1.3153 |
1.2839 |
0.0314 |
2.4% |
0.0090 |
0.7% |
68% |
False |
False |
98,253 |
| 20 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0092 |
0.7% |
81% |
False |
False |
102,691 |
| 40 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0097 |
0.7% |
81% |
False |
False |
68,232 |
| 60 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0090 |
0.7% |
81% |
False |
False |
45,576 |
| 80 |
1.3153 |
1.2420 |
0.0733 |
5.6% |
0.0093 |
0.7% |
86% |
False |
False |
34,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3258 |
|
2.618 |
1.3189 |
|
1.618 |
1.3147 |
|
1.000 |
1.3121 |
|
0.618 |
1.3105 |
|
HIGH |
1.3079 |
|
0.618 |
1.3063 |
|
0.500 |
1.3058 |
|
0.382 |
1.3053 |
|
LOW |
1.3037 |
|
0.618 |
1.3011 |
|
1.000 |
1.2995 |
|
1.618 |
1.2969 |
|
2.618 |
1.2927 |
|
4.250 |
1.2859 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3058 |
1.3092 |
| PP |
1.3056 |
1.3079 |
| S1 |
1.3054 |
1.3065 |
|