CME British Pound Future June 2017
Trading Metrics calculated at close of trading on 19-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1.2585 |
1.2867 |
0.0282 |
2.2% |
1.2394 |
High |
1.2929 |
1.2881 |
-0.0048 |
-0.4% |
1.2594 |
Low |
1.2533 |
1.2789 |
0.0256 |
2.0% |
1.2388 |
Close |
1.2871 |
1.2804 |
-0.0067 |
-0.5% |
1.2537 |
Range |
0.0396 |
0.0092 |
-0.0304 |
-76.8% |
0.0206 |
ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
281,421 |
154,896 |
-126,525 |
-45.0% |
305,803 |
|
Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3101 |
1.3044 |
1.2855 |
|
R3 |
1.3009 |
1.2952 |
1.2829 |
|
R2 |
1.2917 |
1.2917 |
1.2821 |
|
R1 |
1.2860 |
1.2860 |
1.2812 |
1.2843 |
PP |
1.2825 |
1.2825 |
1.2825 |
1.2816 |
S1 |
1.2768 |
1.2768 |
1.2796 |
1.2751 |
S2 |
1.2733 |
1.2733 |
1.2787 |
|
S3 |
1.2641 |
1.2676 |
1.2779 |
|
S4 |
1.2549 |
1.2584 |
1.2753 |
|
|
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 |
1.2500 |
0.0429 |
3.4% |
0.0141 |
1.1% |
71% |
False |
False |
126,895 |
10 |
1.2929 |
1.2386 |
0.0543 |
4.2% |
0.0111 |
0.9% |
77% |
False |
False |
108,919 |
20 |
1.2929 |
1.2386 |
0.0543 |
4.2% |
0.0106 |
0.8% |
77% |
False |
False |
106,428 |
40 |
1.2929 |
1.2138 |
0.0791 |
6.2% |
0.0103 |
0.8% |
84% |
False |
False |
84,545 |
60 |
1.2929 |
1.2138 |
0.0791 |
6.2% |
0.0105 |
0.8% |
84% |
False |
False |
56,485 |
80 |
1.2929 |
1.2035 |
0.0894 |
7.0% |
0.0113 |
0.9% |
86% |
False |
False |
42,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3272 |
2.618 |
1.3122 |
1.618 |
1.3030 |
1.000 |
1.2973 |
0.618 |
1.2938 |
HIGH |
1.2881 |
0.618 |
1.2846 |
0.500 |
1.2835 |
0.382 |
1.2824 |
LOW |
1.2789 |
0.618 |
1.2732 |
1.000 |
1.2697 |
1.618 |
1.2640 |
2.618 |
1.2548 |
4.250 |
1.2398 |
|
|
Fisher Pivots for day following 19-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1.2835 |
1.2780 |
PP |
1.2825 |
1.2755 |
S1 |
1.2814 |
1.2731 |
|