CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2511 |
1.2567 |
0.0056 |
0.4% |
1.2560 |
| High |
1.2569 |
1.2594 |
0.0025 |
0.2% |
1.2579 |
| Low |
1.2500 |
1.2520 |
0.0020 |
0.2% |
1.2386 |
| Close |
1.2512 |
1.2537 |
0.0025 |
0.2% |
1.2401 |
| Range |
0.0069 |
0.0074 |
0.0005 |
7.2% |
0.0193 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
80,411 |
73,768 |
-6,643 |
-8.3% |
485,235 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2772 |
1.2729 |
1.2578 |
|
| R3 |
1.2698 |
1.2655 |
1.2557 |
|
| R2 |
1.2624 |
1.2624 |
1.2551 |
|
| R1 |
1.2581 |
1.2581 |
1.2544 |
1.2566 |
| PP |
1.2550 |
1.2550 |
1.2550 |
1.2543 |
| S1 |
1.2507 |
1.2507 |
1.2530 |
1.2492 |
| S2 |
1.2476 |
1.2476 |
1.2523 |
|
| S3 |
1.2402 |
1.2433 |
1.2517 |
|
| S4 |
1.2328 |
1.2359 |
1.2496 |
|
|
| 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 |
1.2594 |
1.2386 |
0.0208 |
1.7% |
0.0082 |
0.7% |
73% |
True |
False |
86,239 |
| 10 |
1.2594 |
1.2386 |
0.0208 |
1.7% |
0.0084 |
0.7% |
73% |
True |
False |
91,807 |
| 20 |
1.2643 |
1.2353 |
0.0290 |
2.3% |
0.0094 |
0.8% |
63% |
False |
False |
98,122 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0095 |
0.8% |
79% |
False |
False |
72,569 |
| 60 |
1.2744 |
1.2138 |
0.0606 |
4.8% |
0.0102 |
0.8% |
66% |
False |
False |
48,493 |
| 80 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0110 |
0.9% |
71% |
False |
False |
36,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2909 |
|
2.618 |
1.2788 |
|
1.618 |
1.2714 |
|
1.000 |
1.2668 |
|
0.618 |
1.2640 |
|
HIGH |
1.2594 |
|
0.618 |
1.2566 |
|
0.500 |
1.2557 |
|
0.382 |
1.2548 |
|
LOW |
1.2520 |
|
0.618 |
1.2474 |
|
1.000 |
1.2446 |
|
1.618 |
1.2400 |
|
2.618 |
1.2326 |
|
4.250 |
1.2206 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2557 |
1.2528 |
| PP |
1.2550 |
1.2519 |
| S1 |
1.2544 |
1.2510 |
|