CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2801 |
1.2824 |
0.0023 |
0.2% |
1.2550 |
| High |
1.2866 |
1.2854 |
-0.0012 |
-0.1% |
1.2929 |
| Low |
1.2792 |
1.2776 |
-0.0016 |
-0.1% |
1.2533 |
| Close |
1.2837 |
1.2814 |
-0.0023 |
-0.2% |
1.2814 |
| Range |
0.0074 |
0.0078 |
0.0004 |
5.4% |
0.0396 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
100,973 |
98,990 |
-1,983 |
-2.0% |
680,260 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3049 |
1.3009 |
1.2857 |
|
| R3 |
1.2971 |
1.2931 |
1.2835 |
|
| R2 |
1.2893 |
1.2893 |
1.2828 |
|
| R1 |
1.2853 |
1.2853 |
1.2821 |
1.2834 |
| PP |
1.2815 |
1.2815 |
1.2815 |
1.2805 |
| S1 |
1.2775 |
1.2775 |
1.2807 |
1.2756 |
| S2 |
1.2737 |
1.2737 |
1.2800 |
|
| S3 |
1.2659 |
1.2697 |
1.2793 |
|
| S4 |
1.2581 |
1.2619 |
1.2771 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3947 |
1.3776 |
1.3032 |
|
| R3 |
1.3551 |
1.3380 |
1.2923 |
|
| R2 |
1.3155 |
1.3155 |
1.2887 |
|
| R1 |
1.2984 |
1.2984 |
1.2850 |
1.3070 |
| PP |
1.2759 |
1.2759 |
1.2759 |
1.2801 |
| S1 |
1.2588 |
1.2588 |
1.2778 |
1.2674 |
| S2 |
1.2363 |
1.2363 |
1.2741 |
|
| S3 |
1.1967 |
1.2192 |
1.2705 |
|
| S4 |
1.1571 |
1.1796 |
1.2596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2929 |
1.2533 |
0.0396 |
3.1% |
0.0143 |
1.1% |
71% |
False |
False |
136,052 |
| 10 |
1.2929 |
1.2386 |
0.0543 |
4.2% |
0.0113 |
0.9% |
79% |
False |
False |
111,145 |
| 20 |
1.2929 |
1.2386 |
0.0543 |
4.2% |
0.0106 |
0.8% |
79% |
False |
False |
105,965 |
| 40 |
1.2929 |
1.2138 |
0.0791 |
6.2% |
0.0101 |
0.8% |
85% |
False |
False |
89,496 |
| 60 |
1.2929 |
1.2138 |
0.0791 |
6.2% |
0.0103 |
0.8% |
85% |
False |
False |
59,804 |
| 80 |
1.2929 |
1.2035 |
0.0894 |
7.0% |
0.0113 |
0.9% |
87% |
False |
False |
44,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3186 |
|
2.618 |
1.3058 |
|
1.618 |
1.2980 |
|
1.000 |
1.2932 |
|
0.618 |
1.2902 |
|
HIGH |
1.2854 |
|
0.618 |
1.2824 |
|
0.500 |
1.2815 |
|
0.382 |
1.2806 |
|
LOW |
1.2776 |
|
0.618 |
1.2728 |
|
1.000 |
1.2698 |
|
1.618 |
1.2650 |
|
2.618 |
1.2572 |
|
4.250 |
1.2445 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2815 |
1.2829 |
| PP |
1.2815 |
1.2824 |
| S1 |
1.2814 |
1.2819 |
|