CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3229 |
1.3230 |
0.0001 |
0.0% |
1.3021 |
| High |
1.3266 |
1.3273 |
0.0007 |
0.1% |
1.3181 |
| Low |
1.3212 |
1.3210 |
-0.0002 |
0.0% |
1.3010 |
| Close |
1.3231 |
1.3249 |
0.0018 |
0.1% |
1.3170 |
| Range |
0.0054 |
0.0063 |
0.0009 |
16.7% |
0.0171 |
| ATR |
0.0094 |
0.0091 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
98,928 |
78,386 |
-20,542 |
-20.8% |
478,709 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3433 |
1.3404 |
1.3284 |
|
| R3 |
1.3370 |
1.3341 |
1.3266 |
|
| R2 |
1.3307 |
1.3307 |
1.3261 |
|
| R1 |
1.3278 |
1.3278 |
1.3255 |
1.3293 |
| PP |
1.3244 |
1.3244 |
1.3244 |
1.3251 |
| S1 |
1.3215 |
1.3215 |
1.3243 |
1.3230 |
| S2 |
1.3181 |
1.3181 |
1.3237 |
|
| S3 |
1.3118 |
1.3152 |
1.3232 |
|
| S4 |
1.3055 |
1.3089 |
1.3214 |
|
|
| 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 |
1.3273 |
1.3073 |
0.0200 |
1.5% |
0.0089 |
0.7% |
88% |
True |
False |
98,279 |
| 10 |
1.3273 |
1.2956 |
0.0317 |
2.4% |
0.0089 |
0.7% |
92% |
True |
False |
98,467 |
| 20 |
1.3273 |
1.2839 |
0.0434 |
3.3% |
0.0090 |
0.7% |
94% |
True |
False |
98,360 |
| 40 |
1.3273 |
1.2625 |
0.0648 |
4.9% |
0.0096 |
0.7% |
96% |
True |
False |
92,479 |
| 60 |
1.3273 |
1.2625 |
0.0648 |
4.9% |
0.0093 |
0.7% |
96% |
True |
False |
61,949 |
| 80 |
1.3273 |
1.2422 |
0.0851 |
6.4% |
0.0092 |
0.7% |
97% |
True |
False |
46,506 |
| 100 |
1.3273 |
1.2177 |
0.1096 |
8.3% |
0.0093 |
0.7% |
98% |
True |
False |
37,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3541 |
|
2.618 |
1.3438 |
|
1.618 |
1.3375 |
|
1.000 |
1.3336 |
|
0.618 |
1.3312 |
|
HIGH |
1.3273 |
|
0.618 |
1.3249 |
|
0.500 |
1.3242 |
|
0.382 |
1.3234 |
|
LOW |
1.3210 |
|
0.618 |
1.3171 |
|
1.000 |
1.3147 |
|
1.618 |
1.3108 |
|
2.618 |
1.3045 |
|
4.250 |
1.2942 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3247 |
1.3231 |
| PP |
1.3244 |
1.3213 |
| S1 |
1.3242 |
1.3196 |
|