CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3160 |
1.3229 |
0.0069 |
0.5% |
1.3021 |
| High |
1.3247 |
1.3266 |
0.0019 |
0.1% |
1.3181 |
| Low |
1.3118 |
1.3212 |
0.0094 |
0.7% |
1.3010 |
| Close |
1.3217 |
1.3231 |
0.0014 |
0.1% |
1.3170 |
| Range |
0.0129 |
0.0054 |
-0.0075 |
-58.1% |
0.0171 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
105,755 |
98,928 |
-6,827 |
-6.5% |
478,709 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3398 |
1.3369 |
1.3261 |
|
| R3 |
1.3344 |
1.3315 |
1.3246 |
|
| R2 |
1.3290 |
1.3290 |
1.3241 |
|
| R1 |
1.3261 |
1.3261 |
1.3236 |
1.3276 |
| PP |
1.3236 |
1.3236 |
1.3236 |
1.3244 |
| S1 |
1.3207 |
1.3207 |
1.3226 |
1.3222 |
| S2 |
1.3182 |
1.3182 |
1.3221 |
|
| S3 |
1.3128 |
1.3153 |
1.3216 |
|
| S4 |
1.3074 |
1.3099 |
1.3201 |
|
|
| 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 |
1.3266 |
1.3021 |
0.0245 |
1.9% |
0.0102 |
0.8% |
86% |
True |
False |
103,557 |
| 10 |
1.3266 |
1.2956 |
0.0310 |
2.3% |
0.0087 |
0.7% |
89% |
True |
False |
98,384 |
| 20 |
1.3266 |
1.2839 |
0.0427 |
3.2% |
0.0090 |
0.7% |
92% |
True |
False |
99,988 |
| 40 |
1.3266 |
1.2625 |
0.0641 |
4.8% |
0.0096 |
0.7% |
95% |
True |
False |
90,660 |
| 60 |
1.3266 |
1.2625 |
0.0641 |
4.8% |
0.0093 |
0.7% |
95% |
True |
False |
60,645 |
| 80 |
1.3266 |
1.2420 |
0.0846 |
6.4% |
0.0092 |
0.7% |
96% |
True |
False |
45,529 |
| 100 |
1.3266 |
1.2177 |
0.1089 |
8.2% |
0.0093 |
0.7% |
97% |
True |
False |
36,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3496 |
|
2.618 |
1.3407 |
|
1.618 |
1.3353 |
|
1.000 |
1.3320 |
|
0.618 |
1.3299 |
|
HIGH |
1.3266 |
|
0.618 |
1.3245 |
|
0.500 |
1.3239 |
|
0.382 |
1.3233 |
|
LOW |
1.3212 |
|
0.618 |
1.3179 |
|
1.000 |
1.3158 |
|
1.618 |
1.3125 |
|
2.618 |
1.3071 |
|
4.250 |
1.2983 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3239 |
1.3212 |
| PP |
1.3236 |
1.3193 |
| S1 |
1.3234 |
1.3175 |
|