CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2907 |
1.2909 |
0.0002 |
0.0% |
1.2998 |
| High |
1.2953 |
1.2971 |
0.0018 |
0.1% |
1.3002 |
| Low |
1.2894 |
1.2877 |
-0.0017 |
-0.1% |
1.2857 |
| Close |
1.2907 |
1.2934 |
0.0027 |
0.2% |
1.2892 |
| Range |
0.0059 |
0.0094 |
0.0035 |
59.3% |
0.0145 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.0% |
0.0000 |
| Volume |
72,253 |
112,570 |
40,317 |
55.8% |
470,749 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3209 |
1.3166 |
1.2986 |
|
| R3 |
1.3115 |
1.3072 |
1.2960 |
|
| R2 |
1.3021 |
1.3021 |
1.2951 |
|
| R1 |
1.2978 |
1.2978 |
1.2943 |
1.3000 |
| PP |
1.2927 |
1.2927 |
1.2927 |
1.2938 |
| S1 |
1.2884 |
1.2884 |
1.2925 |
1.2906 |
| S2 |
1.2833 |
1.2833 |
1.2917 |
|
| S3 |
1.2739 |
1.2790 |
1.2908 |
|
| S4 |
1.2645 |
1.2696 |
1.2882 |
|
|
| 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% |
0.0073 |
0.6% |
53% |
False |
False |
99,609 |
| 10 |
1.3004 |
1.2846 |
0.0158 |
1.2% |
0.0076 |
0.6% |
56% |
False |
False |
92,800 |
| 20 |
1.3004 |
1.2776 |
0.0228 |
1.8% |
0.0075 |
0.6% |
69% |
False |
False |
97,290 |
| 40 |
1.3004 |
1.2371 |
0.0633 |
4.9% |
0.0092 |
0.7% |
89% |
False |
False |
101,401 |
| 60 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0093 |
0.7% |
92% |
False |
False |
86,222 |
| 80 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0098 |
0.8% |
92% |
False |
False |
64,752 |
| 100 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0105 |
0.8% |
93% |
False |
False |
51,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3371 |
|
2.618 |
1.3217 |
|
1.618 |
1.3123 |
|
1.000 |
1.3065 |
|
0.618 |
1.3029 |
|
HIGH |
1.2971 |
|
0.618 |
1.2935 |
|
0.500 |
1.2924 |
|
0.382 |
1.2913 |
|
LOW |
1.2877 |
|
0.618 |
1.2819 |
|
1.000 |
1.2783 |
|
1.618 |
1.2725 |
|
2.618 |
1.2631 |
|
4.250 |
1.2478 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2931 |
1.2927 |
| PP |
1.2927 |
1.2921 |
| S1 |
1.2924 |
1.2914 |
|