CME British Pound Future June 2017
Trading Metrics calculated at close of trading on 28-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1.2859 |
1.2922 |
0.0063 |
0.5% |
1.2842 |
High |
1.2935 |
1.2983 |
0.0048 |
0.4% |
1.2983 |
Low |
1.2857 |
1.2906 |
0.0049 |
0.4% |
1.2790 |
Close |
1.2924 |
1.2964 |
0.0040 |
0.3% |
1.2964 |
Range |
0.0078 |
0.0077 |
-0.0001 |
-1.3% |
0.0193 |
ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
112,294 |
135,726 |
23,432 |
20.9% |
529,579 |
|
Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3182 |
1.3150 |
1.3006 |
|
R3 |
1.3105 |
1.3073 |
1.2985 |
|
R2 |
1.3028 |
1.3028 |
1.2978 |
|
R1 |
1.2996 |
1.2996 |
1.2971 |
1.3012 |
PP |
1.2951 |
1.2951 |
1.2951 |
1.2959 |
S1 |
1.2919 |
1.2919 |
1.2957 |
1.2935 |
S2 |
1.2874 |
1.2874 |
1.2950 |
|
S3 |
1.2797 |
1.2842 |
1.2943 |
|
S4 |
1.2720 |
1.2765 |
1.2922 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3491 |
1.3421 |
1.3070 |
|
R3 |
1.3298 |
1.3228 |
1.3017 |
|
R2 |
1.3105 |
1.3105 |
1.2999 |
|
R1 |
1.3035 |
1.3035 |
1.2982 |
1.3070 |
PP |
1.2912 |
1.2912 |
1.2912 |
1.2930 |
S1 |
1.2842 |
1.2842 |
1.2946 |
1.2877 |
S2 |
1.2719 |
1.2719 |
1.2929 |
|
S3 |
1.2526 |
1.2649 |
1.2911 |
|
S4 |
1.2333 |
1.2456 |
1.2858 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2983 |
1.2790 |
0.0193 |
1.5% |
0.0069 |
0.5% |
90% |
True |
False |
105,915 |
10 |
1.2983 |
1.2533 |
0.0450 |
3.5% |
0.0106 |
0.8% |
96% |
True |
False |
120,983 |
20 |
1.2983 |
1.2386 |
0.0597 |
4.6% |
0.0095 |
0.7% |
97% |
True |
False |
106,395 |
40 |
1.2983 |
1.2138 |
0.0845 |
6.5% |
0.0097 |
0.8% |
98% |
True |
False |
101,988 |
60 |
1.2983 |
1.2138 |
0.0845 |
6.5% |
0.0098 |
0.8% |
98% |
True |
False |
68,604 |
80 |
1.2983 |
1.2035 |
0.0948 |
7.3% |
0.0112 |
0.9% |
98% |
True |
False |
51,532 |
100 |
1.2983 |
1.2035 |
0.0948 |
7.3% |
0.0109 |
0.8% |
98% |
True |
False |
41,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3310 |
2.618 |
1.3185 |
1.618 |
1.3108 |
1.000 |
1.3060 |
0.618 |
1.3031 |
HIGH |
1.2983 |
0.618 |
1.2954 |
0.500 |
1.2945 |
0.382 |
1.2935 |
LOW |
1.2906 |
0.618 |
1.2858 |
1.000 |
1.2829 |
1.618 |
1.2781 |
2.618 |
1.2704 |
4.250 |
1.2579 |
|
|
Fisher Pivots for day following 28-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1.2958 |
1.2944 |
PP |
1.2951 |
1.2924 |
S1 |
1.2945 |
1.2904 |
|