CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2438 |
1.2511 |
0.0073 |
0.6% |
1.2560 |
| High |
1.2518 |
1.2569 |
0.0051 |
0.4% |
1.2579 |
| Low |
1.2425 |
1.2500 |
0.0075 |
0.6% |
1.2386 |
| Close |
1.2511 |
1.2512 |
0.0001 |
0.0% |
1.2401 |
| Range |
0.0093 |
0.0069 |
-0.0024 |
-25.8% |
0.0193 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
89,744 |
80,411 |
-9,333 |
-10.4% |
485,235 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2734 |
1.2692 |
1.2550 |
|
| R3 |
1.2665 |
1.2623 |
1.2531 |
|
| R2 |
1.2596 |
1.2596 |
1.2525 |
|
| R1 |
1.2554 |
1.2554 |
1.2518 |
1.2575 |
| PP |
1.2527 |
1.2527 |
1.2527 |
1.2538 |
| S1 |
1.2485 |
1.2485 |
1.2506 |
1.2506 |
| S2 |
1.2458 |
1.2458 |
1.2499 |
|
| S3 |
1.2389 |
1.2416 |
1.2493 |
|
| S4 |
1.2320 |
1.2347 |
1.2474 |
|
|
| 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 |
1.2569 |
1.2386 |
0.0183 |
1.5% |
0.0079 |
0.6% |
69% |
True |
False |
87,751 |
| 10 |
1.2588 |
1.2386 |
0.0202 |
1.6% |
0.0089 |
0.7% |
62% |
False |
False |
95,232 |
| 20 |
1.2643 |
1.2271 |
0.0372 |
3.0% |
0.0097 |
0.8% |
65% |
False |
False |
100,780 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0096 |
0.8% |
74% |
False |
False |
70,740 |
| 60 |
1.2744 |
1.2138 |
0.0606 |
4.8% |
0.0103 |
0.8% |
62% |
False |
False |
47,268 |
| 80 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0110 |
0.9% |
67% |
False |
False |
35,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2862 |
|
2.618 |
1.2750 |
|
1.618 |
1.2681 |
|
1.000 |
1.2638 |
|
0.618 |
1.2612 |
|
HIGH |
1.2569 |
|
0.618 |
1.2543 |
|
0.500 |
1.2535 |
|
0.382 |
1.2526 |
|
LOW |
1.2500 |
|
0.618 |
1.2457 |
|
1.000 |
1.2431 |
|
1.618 |
1.2388 |
|
2.618 |
1.2319 |
|
4.250 |
1.2207 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2535 |
1.2501 |
| PP |
1.2527 |
1.2490 |
| S1 |
1.2520 |
1.2479 |
|