CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3047 |
1.3051 |
0.0004 |
0.0% |
1.3136 |
| High |
1.3107 |
1.3147 |
0.0040 |
0.3% |
1.3153 |
| Low |
1.3030 |
1.3021 |
-0.0009 |
-0.1% |
1.2956 |
| Close |
1.3060 |
1.3117 |
0.0057 |
0.4% |
1.3031 |
| Range |
0.0077 |
0.0126 |
0.0049 |
63.6% |
0.0197 |
| ATR |
0.0091 |
0.0093 |
0.0003 |
2.8% |
0.0000 |
| Volume |
82,252 |
104,775 |
22,523 |
27.4% |
508,188 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3421 |
1.3186 |
|
| R3 |
1.3347 |
1.3295 |
1.3152 |
|
| R2 |
1.3221 |
1.3221 |
1.3140 |
|
| R1 |
1.3169 |
1.3169 |
1.3129 |
1.3195 |
| PP |
1.3095 |
1.3095 |
1.3095 |
1.3108 |
| S1 |
1.3043 |
1.3043 |
1.3105 |
1.3069 |
| S2 |
1.2969 |
1.2969 |
1.3094 |
|
| S3 |
1.2843 |
1.2917 |
1.3082 |
|
| S4 |
1.2717 |
1.2791 |
1.3048 |
|
|
| 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 |
1.3147 |
1.2956 |
0.0191 |
1.5% |
0.0089 |
0.7% |
84% |
True |
False |
98,655 |
| 10 |
1.3153 |
1.2914 |
0.0239 |
1.8% |
0.0092 |
0.7% |
85% |
False |
False |
99,710 |
| 20 |
1.3153 |
1.2827 |
0.0326 |
2.5% |
0.0093 |
0.7% |
89% |
False |
False |
104,878 |
| 40 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0096 |
0.7% |
93% |
False |
False |
80,483 |
| 60 |
1.3153 |
1.2625 |
0.0528 |
4.0% |
0.0092 |
0.7% |
93% |
False |
False |
53,785 |
| 80 |
1.3153 |
1.2420 |
0.0733 |
5.6% |
0.0091 |
0.7% |
95% |
False |
False |
40,370 |
| 100 |
1.3153 |
1.2177 |
0.0976 |
7.4% |
0.0092 |
0.7% |
96% |
False |
False |
32,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3683 |
|
2.618 |
1.3477 |
|
1.618 |
1.3351 |
|
1.000 |
1.3273 |
|
0.618 |
1.3225 |
|
HIGH |
1.3147 |
|
0.618 |
1.3099 |
|
0.500 |
1.3084 |
|
0.382 |
1.3069 |
|
LOW |
1.3021 |
|
0.618 |
1.2943 |
|
1.000 |
1.2895 |
|
1.618 |
1.2817 |
|
2.618 |
1.2691 |
|
4.250 |
1.2486 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3104 |
| PP |
1.3095 |
1.3091 |
| S1 |
1.3084 |
1.3079 |
|