CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3032 |
1.3007 |
-0.0025 |
-0.2% |
1.2907 |
| High |
1.3053 |
1.3043 |
-0.0010 |
-0.1% |
1.3059 |
| Low |
1.2976 |
1.2962 |
-0.0014 |
-0.1% |
1.2877 |
| Close |
1.3006 |
1.2976 |
-0.0030 |
-0.2% |
1.3043 |
| Range |
0.0077 |
0.0081 |
0.0004 |
5.2% |
0.0182 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
98,789 |
122,695 |
23,906 |
24.2% |
567,047 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3237 |
1.3187 |
1.3021 |
|
| R3 |
1.3156 |
1.3106 |
1.2998 |
|
| R2 |
1.3075 |
1.3075 |
1.2991 |
|
| R1 |
1.3025 |
1.3025 |
1.2983 |
1.3010 |
| PP |
1.2994 |
1.2994 |
1.2994 |
1.2986 |
| S1 |
1.2944 |
1.2944 |
1.2969 |
1.2929 |
| S2 |
1.2913 |
1.2913 |
1.2961 |
|
| S3 |
1.2832 |
1.2863 |
1.2954 |
|
| S4 |
1.2751 |
1.2782 |
1.2931 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3539 |
1.3473 |
1.3143 |
|
| R3 |
1.3357 |
1.3291 |
1.3093 |
|
| R2 |
1.3175 |
1.3175 |
1.3076 |
|
| R1 |
1.3109 |
1.3109 |
1.3060 |
1.3142 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.3010 |
| S1 |
1.2927 |
1.2927 |
1.3026 |
1.2960 |
| S2 |
1.2811 |
1.2811 |
1.3010 |
|
| S3 |
1.2629 |
1.2745 |
1.2993 |
|
| S4 |
1.2447 |
1.2563 |
1.2943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3059 |
1.2898 |
0.0161 |
1.2% |
0.0103 |
0.8% |
48% |
False |
False |
120,741 |
| 10 |
1.3059 |
1.2857 |
0.0202 |
1.6% |
0.0088 |
0.7% |
59% |
False |
False |
110,175 |
| 20 |
1.3059 |
1.2824 |
0.0235 |
1.8% |
0.0081 |
0.6% |
65% |
False |
False |
100,439 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0092 |
0.7% |
88% |
False |
False |
103,720 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0093 |
0.7% |
91% |
False |
False |
96,159 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0097 |
0.7% |
91% |
False |
False |
72,279 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0107 |
0.8% |
92% |
False |
False |
57,883 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
92% |
False |
False |
48,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3387 |
|
2.618 |
1.3255 |
|
1.618 |
1.3174 |
|
1.000 |
1.3124 |
|
0.618 |
1.3093 |
|
HIGH |
1.3043 |
|
0.618 |
1.3012 |
|
0.500 |
1.3003 |
|
0.382 |
1.2993 |
|
LOW |
1.2962 |
|
0.618 |
1.2912 |
|
1.000 |
1.2881 |
|
1.618 |
1.2831 |
|
2.618 |
1.2750 |
|
4.250 |
1.2618 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3003 |
1.2998 |
| PP |
1.2994 |
1.2991 |
| S1 |
1.2985 |
1.2983 |
|