CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2867 |
1.2801 |
-0.0066 |
-0.5% |
1.2394 |
| High |
1.2881 |
1.2866 |
-0.0015 |
-0.1% |
1.2594 |
| Low |
1.2789 |
1.2792 |
0.0003 |
0.0% |
1.2388 |
| Close |
1.2804 |
1.2837 |
0.0033 |
0.3% |
1.2537 |
| Range |
0.0092 |
0.0074 |
-0.0018 |
-19.6% |
0.0206 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
154,896 |
100,973 |
-53,923 |
-34.8% |
305,803 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.3019 |
1.2878 |
|
| R3 |
1.2980 |
1.2945 |
1.2857 |
|
| R2 |
1.2906 |
1.2906 |
1.2851 |
|
| R1 |
1.2871 |
1.2871 |
1.2844 |
1.2889 |
| PP |
1.2832 |
1.2832 |
1.2832 |
1.2840 |
| S1 |
1.2797 |
1.2797 |
1.2830 |
1.2815 |
| S2 |
1.2758 |
1.2758 |
1.2823 |
|
| S3 |
1.2684 |
1.2723 |
1.2817 |
|
| S4 |
1.2610 |
1.2649 |
1.2796 |
|
|
| 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 |
1.2520 |
0.0409 |
3.2% |
0.0142 |
1.1% |
78% |
False |
False |
131,007 |
| 10 |
1.2929 |
1.2386 |
0.0543 |
4.2% |
0.0110 |
0.9% |
83% |
False |
False |
109,379 |
| 20 |
1.2929 |
1.2386 |
0.0543 |
4.2% |
0.0105 |
0.8% |
83% |
False |
False |
105,818 |
| 40 |
1.2929 |
1.2138 |
0.0791 |
6.2% |
0.0102 |
0.8% |
88% |
False |
False |
87,059 |
| 60 |
1.2929 |
1.2138 |
0.0791 |
6.2% |
0.0105 |
0.8% |
88% |
False |
False |
58,165 |
| 80 |
1.2929 |
1.2035 |
0.0894 |
7.0% |
0.0113 |
0.9% |
90% |
False |
False |
43,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3181 |
|
2.618 |
1.3060 |
|
1.618 |
1.2986 |
|
1.000 |
1.2940 |
|
0.618 |
1.2912 |
|
HIGH |
1.2866 |
|
0.618 |
1.2838 |
|
0.500 |
1.2829 |
|
0.382 |
1.2820 |
|
LOW |
1.2792 |
|
0.618 |
1.2746 |
|
1.000 |
1.2718 |
|
1.618 |
1.2672 |
|
2.618 |
1.2598 |
|
4.250 |
1.2478 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2834 |
1.2802 |
| PP |
1.2832 |
1.2766 |
| S1 |
1.2829 |
1.2731 |
|