CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2394 |
1.2438 |
0.0044 |
0.4% |
1.2560 |
| High |
1.2451 |
1.2518 |
0.0067 |
0.5% |
1.2579 |
| Low |
1.2388 |
1.2425 |
0.0037 |
0.3% |
1.2386 |
| Close |
1.2439 |
1.2511 |
0.0072 |
0.6% |
1.2401 |
| Range |
0.0063 |
0.0093 |
0.0030 |
47.6% |
0.0193 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
61,880 |
89,744 |
27,864 |
45.0% |
485,235 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2764 |
1.2730 |
1.2562 |
|
| R3 |
1.2671 |
1.2637 |
1.2537 |
|
| R2 |
1.2578 |
1.2578 |
1.2528 |
|
| R1 |
1.2544 |
1.2544 |
1.2520 |
1.2561 |
| PP |
1.2485 |
1.2485 |
1.2485 |
1.2493 |
| S1 |
1.2451 |
1.2451 |
1.2502 |
1.2468 |
| S2 |
1.2392 |
1.2392 |
1.2494 |
|
| S3 |
1.2299 |
1.2358 |
1.2485 |
|
| S4 |
1.2206 |
1.2265 |
1.2460 |
|
|
| 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 |
1.2527 |
1.2386 |
0.0141 |
1.1% |
0.0080 |
0.6% |
89% |
False |
False |
90,944 |
| 10 |
1.2588 |
1.2386 |
0.0202 |
1.6% |
0.0092 |
0.7% |
62% |
False |
False |
101,753 |
| 20 |
1.2643 |
1.2177 |
0.0466 |
3.7% |
0.0102 |
0.8% |
72% |
False |
False |
102,956 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0097 |
0.8% |
74% |
False |
False |
68,741 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0109 |
0.9% |
67% |
False |
False |
45,954 |
| 80 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0112 |
0.9% |
67% |
False |
False |
34,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2913 |
|
2.618 |
1.2761 |
|
1.618 |
1.2668 |
|
1.000 |
1.2611 |
|
0.618 |
1.2575 |
|
HIGH |
1.2518 |
|
0.618 |
1.2482 |
|
0.500 |
1.2472 |
|
0.382 |
1.2461 |
|
LOW |
1.2425 |
|
0.618 |
1.2368 |
|
1.000 |
1.2332 |
|
1.618 |
1.2275 |
|
2.618 |
1.2182 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2498 |
1.2491 |
| PP |
1.2485 |
1.2472 |
| S1 |
1.2472 |
1.2452 |
|