CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2932 |
1.2998 |
0.0066 |
0.5% |
1.2959 |
| High |
1.3004 |
1.3002 |
-0.0002 |
0.0% |
1.3004 |
| Low |
1.2914 |
1.2944 |
0.0030 |
0.2% |
1.2846 |
| Close |
1.2988 |
1.2958 |
-0.0030 |
-0.2% |
1.2988 |
| Range |
0.0090 |
0.0058 |
-0.0032 |
-35.6% |
0.0158 |
| ATR |
0.0093 |
0.0090 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
84,230 |
69,971 |
-14,259 |
-16.9% |
405,795 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3142 |
1.3108 |
1.2990 |
|
| R3 |
1.3084 |
1.3050 |
1.2974 |
|
| R2 |
1.3026 |
1.3026 |
1.2969 |
|
| R1 |
1.2992 |
1.2992 |
1.2963 |
1.2980 |
| PP |
1.2968 |
1.2968 |
1.2968 |
1.2962 |
| S1 |
1.2934 |
1.2934 |
1.2953 |
1.2922 |
| S2 |
1.2910 |
1.2910 |
1.2947 |
|
| S3 |
1.2852 |
1.2876 |
1.2942 |
|
| S4 |
1.2794 |
1.2818 |
1.2926 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3420 |
1.3362 |
1.3075 |
|
| R3 |
1.3262 |
1.3204 |
1.3031 |
|
| R2 |
1.3104 |
1.3104 |
1.3017 |
|
| R1 |
1.3046 |
1.3046 |
1.3002 |
1.3075 |
| PP |
1.2946 |
1.2946 |
1.2946 |
1.2961 |
| S1 |
1.2888 |
1.2888 |
1.2974 |
1.2917 |
| S2 |
1.2788 |
1.2788 |
1.2959 |
|
| S3 |
1.2630 |
1.2730 |
1.2945 |
|
| S4 |
1.2472 |
1.2572 |
1.2901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3004 |
1.2846 |
0.0158 |
1.2% |
0.0082 |
0.6% |
71% |
False |
False |
86,123 |
| 10 |
1.3004 |
1.2793 |
0.0211 |
1.6% |
0.0076 |
0.6% |
78% |
False |
False |
91,891 |
| 20 |
1.3004 |
1.2388 |
0.0616 |
4.8% |
0.0092 |
0.7% |
93% |
False |
False |
99,570 |
| 40 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0098 |
0.8% |
95% |
False |
False |
102,993 |
| 60 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0095 |
0.7% |
95% |
False |
False |
76,498 |
| 80 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0106 |
0.8% |
95% |
False |
False |
57,469 |
| 100 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0109 |
0.8% |
95% |
False |
False |
45,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3249 |
|
2.618 |
1.3154 |
|
1.618 |
1.3096 |
|
1.000 |
1.3060 |
|
0.618 |
1.3038 |
|
HIGH |
1.3002 |
|
0.618 |
1.2980 |
|
0.500 |
1.2973 |
|
0.382 |
1.2966 |
|
LOW |
1.2944 |
|
0.618 |
1.2908 |
|
1.000 |
1.2886 |
|
1.618 |
1.2850 |
|
2.618 |
1.2792 |
|
4.250 |
1.2698 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2973 |
1.2947 |
| PP |
1.2968 |
1.2936 |
| S1 |
1.2963 |
1.2925 |
|