CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2909 |
1.2929 |
0.0020 |
0.2% |
1.2998 |
| High |
1.2971 |
1.3003 |
0.0032 |
0.2% |
1.3002 |
| Low |
1.2877 |
1.2917 |
0.0040 |
0.3% |
1.2857 |
| Close |
1.2934 |
1.2967 |
0.0033 |
0.3% |
1.2892 |
| Range |
0.0094 |
0.0086 |
-0.0008 |
-8.5% |
0.0145 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.2% |
0.0000 |
| Volume |
112,570 |
120,020 |
7,450 |
6.6% |
470,749 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3220 |
1.3180 |
1.3014 |
|
| R3 |
1.3134 |
1.3094 |
1.2991 |
|
| R2 |
1.3048 |
1.3048 |
1.2983 |
|
| R1 |
1.3008 |
1.3008 |
1.2975 |
1.3028 |
| PP |
1.2962 |
1.2962 |
1.2962 |
1.2973 |
| S1 |
1.2922 |
1.2922 |
1.2959 |
1.2942 |
| S2 |
1.2876 |
1.2876 |
1.2951 |
|
| S3 |
1.2790 |
1.2836 |
1.2943 |
|
| S4 |
1.2704 |
1.2750 |
1.2920 |
|
|
| 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 |
1.3003 |
1.2857 |
0.0146 |
1.1% |
0.0079 |
0.6% |
75% |
True |
False |
104,643 |
| 10 |
1.3004 |
1.2846 |
0.0158 |
1.2% |
0.0076 |
0.6% |
77% |
False |
False |
95,032 |
| 20 |
1.3004 |
1.2776 |
0.0228 |
1.8% |
0.0074 |
0.6% |
84% |
False |
False |
95,546 |
| 40 |
1.3004 |
1.2386 |
0.0618 |
4.8% |
0.0090 |
0.7% |
94% |
False |
False |
100,987 |
| 60 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0093 |
0.7% |
96% |
False |
False |
88,212 |
| 80 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0098 |
0.8% |
96% |
False |
False |
66,251 |
| 100 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0105 |
0.8% |
96% |
False |
False |
53,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3369 |
|
2.618 |
1.3228 |
|
1.618 |
1.3142 |
|
1.000 |
1.3089 |
|
0.618 |
1.3056 |
|
HIGH |
1.3003 |
|
0.618 |
1.2970 |
|
0.500 |
1.2960 |
|
0.382 |
1.2950 |
|
LOW |
1.2917 |
|
0.618 |
1.2864 |
|
1.000 |
1.2831 |
|
1.618 |
1.2778 |
|
2.618 |
1.2692 |
|
4.250 |
1.2552 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2965 |
1.2958 |
| PP |
1.2962 |
1.2949 |
| S1 |
1.2960 |
1.2940 |
|