CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3243 |
1.3157 |
-0.0086 |
-0.6% |
1.3160 |
| High |
1.3287 |
1.3183 |
-0.0104 |
-0.8% |
1.3287 |
| Low |
1.3130 |
1.3041 |
-0.0089 |
-0.7% |
1.3041 |
| Close |
1.3153 |
1.3053 |
-0.0100 |
-0.8% |
1.3053 |
| Range |
0.0157 |
0.0142 |
-0.0015 |
-9.6% |
0.0246 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.4% |
0.0000 |
| Volume |
136,562 |
107,974 |
-28,588 |
-20.9% |
527,605 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3518 |
1.3428 |
1.3131 |
|
| R3 |
1.3376 |
1.3286 |
1.3092 |
|
| R2 |
1.3234 |
1.3234 |
1.3079 |
|
| R1 |
1.3144 |
1.3144 |
1.3066 |
1.3118 |
| PP |
1.3092 |
1.3092 |
1.3092 |
1.3080 |
| S1 |
1.3002 |
1.3002 |
1.3040 |
1.2976 |
| S2 |
1.2950 |
1.2950 |
1.3027 |
|
| S3 |
1.2808 |
1.2860 |
1.3014 |
|
| S4 |
1.2666 |
1.2718 |
1.2975 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3865 |
1.3705 |
1.3188 |
|
| R3 |
1.3619 |
1.3459 |
1.3121 |
|
| R2 |
1.3373 |
1.3373 |
1.3098 |
|
| R1 |
1.3213 |
1.3213 |
1.3076 |
1.3170 |
| PP |
1.3127 |
1.3127 |
1.3127 |
1.3106 |
| S1 |
1.2967 |
1.2967 |
1.3030 |
1.2924 |
| S2 |
1.2881 |
1.2881 |
1.3008 |
|
| S3 |
1.2635 |
1.2721 |
1.2985 |
|
| S4 |
1.2389 |
1.2475 |
1.2918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3287 |
1.3041 |
0.0246 |
1.9% |
0.0109 |
0.8% |
5% |
False |
True |
105,521 |
| 10 |
1.3287 |
1.3010 |
0.0277 |
2.1% |
0.0102 |
0.8% |
16% |
False |
False |
100,631 |
| 20 |
1.3287 |
1.2839 |
0.0448 |
3.4% |
0.0096 |
0.7% |
48% |
False |
False |
101,155 |
| 40 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0099 |
0.8% |
65% |
False |
False |
97,959 |
| 60 |
1.3287 |
1.2625 |
0.0662 |
5.1% |
0.0096 |
0.7% |
65% |
False |
False |
66,020 |
| 80 |
1.3287 |
1.2534 |
0.0753 |
5.8% |
0.0094 |
0.7% |
69% |
False |
False |
49,562 |
| 100 |
1.3287 |
1.2213 |
0.1074 |
8.2% |
0.0094 |
0.7% |
78% |
False |
False |
39,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3787 |
|
2.618 |
1.3555 |
|
1.618 |
1.3413 |
|
1.000 |
1.3325 |
|
0.618 |
1.3271 |
|
HIGH |
1.3183 |
|
0.618 |
1.3129 |
|
0.500 |
1.3112 |
|
0.382 |
1.3095 |
|
LOW |
1.3041 |
|
0.618 |
1.2953 |
|
1.000 |
1.2899 |
|
1.618 |
1.2811 |
|
2.618 |
1.2669 |
|
4.250 |
1.2438 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3112 |
1.3164 |
| PP |
1.3092 |
1.3127 |
| S1 |
1.3073 |
1.3090 |
|