CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3021 |
1.3047 |
0.0026 |
0.2% |
1.3136 |
| High |
1.3082 |
1.3107 |
0.0025 |
0.2% |
1.3153 |
| Low |
1.3010 |
1.3030 |
0.0020 |
0.2% |
1.2956 |
| Close |
1.3060 |
1.3060 |
0.0000 |
0.0% |
1.3031 |
| Range |
0.0072 |
0.0077 |
0.0005 |
6.9% |
0.0197 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
83,353 |
82,252 |
-1,101 |
-1.3% |
508,188 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3297 |
1.3255 |
1.3102 |
|
| R3 |
1.3220 |
1.3178 |
1.3081 |
|
| R2 |
1.3143 |
1.3143 |
1.3074 |
|
| R1 |
1.3101 |
1.3101 |
1.3067 |
1.3122 |
| PP |
1.3066 |
1.3066 |
1.3066 |
1.3076 |
| S1 |
1.3024 |
1.3024 |
1.3053 |
1.3045 |
| S2 |
1.2989 |
1.2989 |
1.3046 |
|
| S3 |
1.2912 |
1.2947 |
1.3039 |
|
| S4 |
1.2835 |
1.2870 |
1.3018 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3638 |
1.3531 |
1.3139 |
|
| R3 |
1.3441 |
1.3334 |
1.3085 |
|
| R2 |
1.3244 |
1.3244 |
1.3067 |
|
| R1 |
1.3137 |
1.3137 |
1.3049 |
1.3092 |
| PP |
1.3047 |
1.3047 |
1.3047 |
1.3024 |
| S1 |
1.2940 |
1.2940 |
1.3013 |
1.2895 |
| S2 |
1.2850 |
1.2850 |
1.2995 |
|
| S3 |
1.2653 |
1.2743 |
1.2977 |
|
| S4 |
1.2456 |
1.2546 |
1.2923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3107 |
1.2956 |
0.0151 |
1.2% |
0.0072 |
0.6% |
69% |
True |
False |
93,212 |
| 10 |
1.3153 |
1.2839 |
0.0314 |
2.4% |
0.0090 |
0.7% |
70% |
False |
False |
100,912 |
| 20 |
1.3153 |
1.2749 |
0.0404 |
3.1% |
0.0094 |
0.7% |
77% |
False |
False |
104,839 |
| 40 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0095 |
0.7% |
82% |
False |
False |
77,879 |
| 60 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0091 |
0.7% |
82% |
False |
False |
52,039 |
| 80 |
1.3153 |
1.2420 |
0.0733 |
5.6% |
0.0091 |
0.7% |
87% |
False |
False |
39,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3434 |
|
2.618 |
1.3309 |
|
1.618 |
1.3232 |
|
1.000 |
1.3184 |
|
0.618 |
1.3155 |
|
HIGH |
1.3107 |
|
0.618 |
1.3078 |
|
0.500 |
1.3069 |
|
0.382 |
1.3059 |
|
LOW |
1.3030 |
|
0.618 |
1.2982 |
|
1.000 |
1.2953 |
|
1.618 |
1.2905 |
|
2.618 |
1.2828 |
|
4.250 |
1.2703 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3069 |
1.3054 |
| PP |
1.3066 |
1.3048 |
| S1 |
1.3063 |
1.3042 |
|