CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2855 |
1.2859 |
0.0004 |
0.0% |
1.2550 |
| High |
1.2882 |
1.2935 |
0.0053 |
0.4% |
1.2929 |
| Low |
1.2824 |
1.2857 |
0.0033 |
0.3% |
1.2533 |
| Close |
1.2862 |
1.2924 |
0.0062 |
0.5% |
1.2814 |
| Range |
0.0058 |
0.0078 |
0.0020 |
34.5% |
0.0396 |
| ATR |
0.0099 |
0.0098 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
95,692 |
112,294 |
16,602 |
17.3% |
680,260 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3139 |
1.3110 |
1.2967 |
|
| R3 |
1.3061 |
1.3032 |
1.2945 |
|
| R2 |
1.2983 |
1.2983 |
1.2938 |
|
| R1 |
1.2954 |
1.2954 |
1.2931 |
1.2969 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2913 |
| S1 |
1.2876 |
1.2876 |
1.2917 |
1.2891 |
| S2 |
1.2827 |
1.2827 |
1.2910 |
|
| S3 |
1.2749 |
1.2798 |
1.2903 |
|
| S4 |
1.2671 |
1.2720 |
1.2881 |
|
|
| 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 |
1.2935 |
1.2776 |
0.0159 |
1.2% |
0.0070 |
0.5% |
93% |
True |
False |
98,568 |
| 10 |
1.2935 |
1.2520 |
0.0415 |
3.2% |
0.0106 |
0.8% |
97% |
True |
False |
114,788 |
| 20 |
1.2935 |
1.2386 |
0.0549 |
4.2% |
0.0097 |
0.8% |
98% |
True |
False |
105,010 |
| 40 |
1.2935 |
1.2138 |
0.0797 |
6.2% |
0.0097 |
0.8% |
99% |
True |
False |
98,850 |
| 60 |
1.2935 |
1.2138 |
0.0797 |
6.2% |
0.0099 |
0.8% |
99% |
True |
False |
66,347 |
| 80 |
1.2935 |
1.2035 |
0.0900 |
7.0% |
0.0112 |
0.9% |
99% |
True |
False |
49,837 |
| 100 |
1.2935 |
1.2035 |
0.0900 |
7.0% |
0.0110 |
0.9% |
99% |
True |
False |
39,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3267 |
|
2.618 |
1.3139 |
|
1.618 |
1.3061 |
|
1.000 |
1.3013 |
|
0.618 |
1.2983 |
|
HIGH |
1.2935 |
|
0.618 |
1.2905 |
|
0.500 |
1.2896 |
|
0.382 |
1.2887 |
|
LOW |
1.2857 |
|
0.618 |
1.2809 |
|
1.000 |
1.2779 |
|
1.618 |
1.2731 |
|
2.618 |
1.2653 |
|
4.250 |
1.2526 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2915 |
1.2904 |
| PP |
1.2905 |
1.2884 |
| S1 |
1.2896 |
1.2864 |
|