CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2949 |
1.2901 |
-0.0048 |
-0.4% |
1.2998 |
| High |
1.2961 |
1.2912 |
-0.0049 |
-0.4% |
1.3002 |
| Low |
1.2862 |
1.2857 |
-0.0005 |
0.0% |
1.2857 |
| Close |
1.2904 |
1.2892 |
-0.0012 |
-0.1% |
1.2892 |
| Range |
0.0099 |
0.0055 |
-0.0044 |
-44.4% |
0.0145 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
129,324 |
89,050 |
-40,274 |
-31.1% |
470,749 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3052 |
1.3027 |
1.2922 |
|
| R3 |
1.2997 |
1.2972 |
1.2907 |
|
| R2 |
1.2942 |
1.2942 |
1.2902 |
|
| R1 |
1.2917 |
1.2917 |
1.2897 |
1.2902 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2880 |
| S1 |
1.2862 |
1.2862 |
1.2887 |
1.2847 |
| S2 |
1.2832 |
1.2832 |
1.2882 |
|
| S3 |
1.2777 |
1.2807 |
1.2877 |
|
| S4 |
1.2722 |
1.2752 |
1.2862 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3352 |
1.3267 |
1.2972 |
|
| R3 |
1.3207 |
1.3122 |
1.2932 |
|
| R2 |
1.3062 |
1.3062 |
1.2919 |
|
| R1 |
1.2977 |
1.2977 |
1.2905 |
1.2947 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2902 |
| S1 |
1.2832 |
1.2832 |
1.2879 |
1.2802 |
| S2 |
1.2772 |
1.2772 |
1.2865 |
|
| S3 |
1.2627 |
1.2687 |
1.2852 |
|
| S4 |
1.2482 |
1.2542 |
1.2812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3002 |
1.2857 |
0.0145 |
1.1% |
0.0066 |
0.5% |
24% |
False |
True |
94,149 |
| 10 |
1.3004 |
1.2846 |
0.0158 |
1.2% |
0.0075 |
0.6% |
29% |
False |
False |
87,654 |
| 20 |
1.3004 |
1.2533 |
0.0471 |
3.7% |
0.0090 |
0.7% |
76% |
False |
False |
104,319 |
| 40 |
1.3004 |
1.2353 |
0.0651 |
5.0% |
0.0092 |
0.7% |
83% |
False |
False |
101,220 |
| 60 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0094 |
0.7% |
87% |
False |
False |
83,152 |
| 80 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0099 |
0.8% |
87% |
False |
False |
62,449 |
| 100 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0106 |
0.8% |
88% |
False |
False |
50,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3146 |
|
2.618 |
1.3056 |
|
1.618 |
1.3001 |
|
1.000 |
1.2967 |
|
0.618 |
1.2946 |
|
HIGH |
1.2912 |
|
0.618 |
1.2891 |
|
0.500 |
1.2885 |
|
0.382 |
1.2878 |
|
LOW |
1.2857 |
|
0.618 |
1.2823 |
|
1.000 |
1.2802 |
|
1.618 |
1.2768 |
|
2.618 |
1.2713 |
|
4.250 |
1.2623 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2890 |
1.2930 |
| PP |
1.2887 |
1.2917 |
| S1 |
1.2885 |
1.2905 |
|