CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3230 |
1.3243 |
0.0013 |
0.1% |
1.3021 |
| High |
1.3273 |
1.3287 |
0.0014 |
0.1% |
1.3181 |
| Low |
1.3210 |
1.3130 |
-0.0080 |
-0.6% |
1.3010 |
| Close |
1.3249 |
1.3153 |
-0.0096 |
-0.7% |
1.3170 |
| Range |
0.0063 |
0.0157 |
0.0094 |
149.2% |
0.0171 |
| ATR |
0.0091 |
0.0096 |
0.0005 |
5.1% |
0.0000 |
| Volume |
78,386 |
136,562 |
58,176 |
74.2% |
478,709 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3661 |
1.3564 |
1.3239 |
|
| R3 |
1.3504 |
1.3407 |
1.3196 |
|
| R2 |
1.3347 |
1.3347 |
1.3182 |
|
| R1 |
1.3250 |
1.3250 |
1.3167 |
1.3220 |
| PP |
1.3190 |
1.3190 |
1.3190 |
1.3175 |
| S1 |
1.3093 |
1.3093 |
1.3139 |
1.3063 |
| S2 |
1.3033 |
1.3033 |
1.3124 |
|
| S3 |
1.2876 |
1.2936 |
1.3110 |
|
| S4 |
1.2719 |
1.2779 |
1.3067 |
|
|
| 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 |
1.3287 |
1.3083 |
0.0204 |
1.6% |
0.0099 |
0.8% |
34% |
True |
False |
101,361 |
| 10 |
1.3287 |
1.2976 |
0.0311 |
2.4% |
0.0095 |
0.7% |
57% |
True |
False |
99,038 |
| 20 |
1.3287 |
1.2839 |
0.0448 |
3.4% |
0.0094 |
0.7% |
70% |
True |
False |
100,692 |
| 40 |
1.3287 |
1.2625 |
0.0662 |
5.0% |
0.0098 |
0.7% |
80% |
True |
False |
95,405 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.0% |
0.0095 |
0.7% |
80% |
True |
False |
64,224 |
| 80 |
1.3287 |
1.2459 |
0.0828 |
6.3% |
0.0093 |
0.7% |
84% |
True |
False |
48,213 |
| 100 |
1.3287 |
1.2177 |
0.1110 |
8.4% |
0.0094 |
0.7% |
88% |
True |
False |
38,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3954 |
|
2.618 |
1.3698 |
|
1.618 |
1.3541 |
|
1.000 |
1.3444 |
|
0.618 |
1.3384 |
|
HIGH |
1.3287 |
|
0.618 |
1.3227 |
|
0.500 |
1.3209 |
|
0.382 |
1.3190 |
|
LOW |
1.3130 |
|
0.618 |
1.3033 |
|
1.000 |
1.2973 |
|
1.618 |
1.2876 |
|
2.618 |
1.2719 |
|
4.250 |
1.2463 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3209 |
1.3209 |
| PP |
1.3190 |
1.3190 |
| S1 |
1.3172 |
1.3172 |
|