CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2550 |
1.2585 |
0.0035 |
0.3% |
1.2394 |
| High |
1.2618 |
1.2929 |
0.0311 |
2.5% |
1.2594 |
| Low |
1.2544 |
1.2533 |
-0.0011 |
-0.1% |
1.2388 |
| Close |
1.2584 |
1.2871 |
0.0287 |
2.3% |
1.2537 |
| Range |
0.0074 |
0.0396 |
0.0322 |
435.1% |
0.0206 |
| ATR |
0.0093 |
0.0115 |
0.0022 |
23.3% |
0.0000 |
| Volume |
43,980 |
281,421 |
237,441 |
539.9% |
305,803 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3966 |
1.3814 |
1.3089 |
|
| R3 |
1.3570 |
1.3418 |
1.2980 |
|
| R2 |
1.3174 |
1.3174 |
1.2944 |
|
| R1 |
1.3022 |
1.3022 |
1.2907 |
1.3098 |
| PP |
1.2778 |
1.2778 |
1.2778 |
1.2816 |
| S1 |
1.2626 |
1.2626 |
1.2835 |
1.2702 |
| S2 |
1.2382 |
1.2382 |
1.2798 |
|
| S3 |
1.1986 |
1.2230 |
1.2762 |
|
| S4 |
1.1590 |
1.1834 |
1.2653 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3124 |
1.3037 |
1.2650 |
|
| R3 |
1.2918 |
1.2831 |
1.2594 |
|
| R2 |
1.2712 |
1.2712 |
1.2575 |
|
| R1 |
1.2625 |
1.2625 |
1.2556 |
1.2669 |
| PP |
1.2506 |
1.2506 |
1.2506 |
1.2528 |
| S1 |
1.2419 |
1.2419 |
1.2518 |
1.2463 |
| S2 |
1.2300 |
1.2300 |
1.2499 |
|
| S3 |
1.2094 |
1.2213 |
1.2480 |
|
| S4 |
1.1888 |
1.2007 |
1.2424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2929 |
1.2425 |
0.0504 |
3.9% |
0.0141 |
1.1% |
88% |
True |
False |
113,864 |
| 10 |
1.2929 |
1.2386 |
0.0543 |
4.2% |
0.0109 |
0.8% |
89% |
True |
False |
102,482 |
| 20 |
1.2929 |
1.2371 |
0.0558 |
4.3% |
0.0109 |
0.8% |
90% |
True |
False |
105,512 |
| 40 |
1.2929 |
1.2138 |
0.0791 |
6.1% |
0.0102 |
0.8% |
93% |
True |
False |
80,687 |
| 60 |
1.2929 |
1.2138 |
0.0791 |
6.1% |
0.0106 |
0.8% |
93% |
True |
False |
53,906 |
| 80 |
1.2929 |
1.2035 |
0.0894 |
6.9% |
0.0113 |
0.9% |
94% |
True |
False |
40,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4612 |
|
2.618 |
1.3966 |
|
1.618 |
1.3570 |
|
1.000 |
1.3325 |
|
0.618 |
1.3174 |
|
HIGH |
1.2929 |
|
0.618 |
1.2778 |
|
0.500 |
1.2731 |
|
0.382 |
1.2684 |
|
LOW |
1.2533 |
|
0.618 |
1.2288 |
|
1.000 |
1.2137 |
|
1.618 |
1.1892 |
|
2.618 |
1.1496 |
|
4.250 |
1.0850 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2824 |
1.2822 |
| PP |
1.2778 |
1.2773 |
| S1 |
1.2731 |
1.2725 |
|