CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3085 |
1.3160 |
0.0075 |
0.6% |
1.3021 |
| High |
1.3174 |
1.3247 |
0.0073 |
0.6% |
1.3181 |
| Low |
1.3083 |
1.3118 |
0.0035 |
0.3% |
1.3010 |
| Close |
1.3170 |
1.3217 |
0.0047 |
0.4% |
1.3170 |
| Range |
0.0091 |
0.0129 |
0.0038 |
41.8% |
0.0171 |
| ATR |
0.0094 |
0.0097 |
0.0002 |
2.6% |
0.0000 |
| Volume |
87,174 |
105,755 |
18,581 |
21.3% |
478,709 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3581 |
1.3528 |
1.3288 |
|
| R3 |
1.3452 |
1.3399 |
1.3252 |
|
| R2 |
1.3323 |
1.3323 |
1.3241 |
|
| R1 |
1.3270 |
1.3270 |
1.3229 |
1.3297 |
| PP |
1.3194 |
1.3194 |
1.3194 |
1.3207 |
| S1 |
1.3141 |
1.3141 |
1.3205 |
1.3168 |
| S2 |
1.3065 |
1.3065 |
1.3193 |
|
| S3 |
1.2936 |
1.3012 |
1.3182 |
|
| S4 |
1.2807 |
1.2883 |
1.3146 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3633 |
1.3573 |
1.3264 |
|
| R3 |
1.3462 |
1.3402 |
1.3217 |
|
| R2 |
1.3291 |
1.3291 |
1.3201 |
|
| R1 |
1.3231 |
1.3231 |
1.3186 |
1.3261 |
| PP |
1.3120 |
1.3120 |
1.3120 |
1.3136 |
| S1 |
1.3060 |
1.3060 |
1.3154 |
1.3090 |
| S2 |
1.2949 |
1.2949 |
1.3139 |
|
| S3 |
1.2778 |
1.2889 |
1.3123 |
|
| S4 |
1.2607 |
1.2718 |
1.3076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3247 |
1.3021 |
0.0226 |
1.7% |
0.0106 |
0.8% |
87% |
True |
False |
100,222 |
| 10 |
1.3247 |
1.2956 |
0.0291 |
2.2% |
0.0094 |
0.7% |
90% |
True |
False |
101,052 |
| 20 |
1.3247 |
1.2839 |
0.0408 |
3.1% |
0.0092 |
0.7% |
93% |
True |
False |
99,166 |
| 40 |
1.3247 |
1.2625 |
0.0622 |
4.7% |
0.0097 |
0.7% |
95% |
True |
False |
88,207 |
| 60 |
1.3247 |
1.2625 |
0.0622 |
4.7% |
0.0094 |
0.7% |
95% |
True |
False |
59,009 |
| 80 |
1.3247 |
1.2420 |
0.0827 |
6.3% |
0.0092 |
0.7% |
96% |
True |
False |
44,292 |
| 100 |
1.3247 |
1.2177 |
0.1070 |
8.1% |
0.0093 |
0.7% |
97% |
True |
False |
35,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3795 |
|
2.618 |
1.3585 |
|
1.618 |
1.3456 |
|
1.000 |
1.3376 |
|
0.618 |
1.3327 |
|
HIGH |
1.3247 |
|
0.618 |
1.3198 |
|
0.500 |
1.3183 |
|
0.382 |
1.3167 |
|
LOW |
1.3118 |
|
0.618 |
1.3038 |
|
1.000 |
1.2989 |
|
1.618 |
1.2909 |
|
2.618 |
1.2780 |
|
4.250 |
1.2570 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3206 |
1.3198 |
| PP |
1.3194 |
1.3179 |
| S1 |
1.3183 |
1.3160 |
|