CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2510 |
1.2490 |
-0.0020 |
-0.2% |
1.2560 |
| High |
1.2527 |
1.2499 |
-0.0028 |
-0.2% |
1.2579 |
| Low |
1.2472 |
1.2386 |
-0.0086 |
-0.7% |
1.2386 |
| Close |
1.2498 |
1.2401 |
-0.0097 |
-0.8% |
1.2401 |
| Range |
0.0055 |
0.0113 |
0.0058 |
105.5% |
0.0193 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.0% |
0.0000 |
| Volume |
81,326 |
125,394 |
44,068 |
54.2% |
485,235 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2768 |
1.2697 |
1.2463 |
|
| R3 |
1.2655 |
1.2584 |
1.2432 |
|
| R2 |
1.2542 |
1.2542 |
1.2422 |
|
| R1 |
1.2471 |
1.2471 |
1.2411 |
1.2450 |
| PP |
1.2429 |
1.2429 |
1.2429 |
1.2418 |
| S1 |
1.2358 |
1.2358 |
1.2391 |
1.2337 |
| S2 |
1.2316 |
1.2316 |
1.2380 |
|
| S3 |
1.2203 |
1.2245 |
1.2370 |
|
| S4 |
1.2090 |
1.2132 |
1.2339 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3034 |
1.2911 |
1.2507 |
|
| R3 |
1.2841 |
1.2718 |
1.2454 |
|
| R2 |
1.2648 |
1.2648 |
1.2436 |
|
| R1 |
1.2525 |
1.2525 |
1.2419 |
1.2490 |
| PP |
1.2455 |
1.2455 |
1.2455 |
1.2438 |
| S1 |
1.2332 |
1.2332 |
1.2383 |
1.2297 |
| S2 |
1.2262 |
1.2262 |
1.2366 |
|
| S3 |
1.2069 |
1.2139 |
1.2348 |
|
| S4 |
1.1876 |
1.1946 |
1.2295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2579 |
1.2386 |
0.0193 |
1.6% |
0.0082 |
0.7% |
8% |
False |
True |
97,047 |
| 10 |
1.2643 |
1.2386 |
0.0257 |
2.1% |
0.0105 |
0.8% |
6% |
False |
True |
106,461 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.1% |
0.0105 |
0.8% |
52% |
False |
False |
106,415 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.1% |
0.0096 |
0.8% |
52% |
False |
False |
64,962 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0111 |
0.9% |
52% |
False |
False |
43,435 |
| 80 |
1.2780 |
1.2035 |
0.0745 |
6.0% |
0.0113 |
0.9% |
49% |
False |
False |
32,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2979 |
|
2.618 |
1.2795 |
|
1.618 |
1.2682 |
|
1.000 |
1.2612 |
|
0.618 |
1.2569 |
|
HIGH |
1.2499 |
|
0.618 |
1.2456 |
|
0.500 |
1.2443 |
|
0.382 |
1.2429 |
|
LOW |
1.2386 |
|
0.618 |
1.2316 |
|
1.000 |
1.2273 |
|
1.618 |
1.2203 |
|
2.618 |
1.2090 |
|
4.250 |
1.1906 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2443 |
1.2457 |
| PP |
1.2429 |
1.2438 |
| S1 |
1.2415 |
1.2420 |
|