CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.2945 |
-0.0032 |
-0.2% |
1.3032 |
| High |
1.3023 |
1.2948 |
-0.0075 |
-0.6% |
1.3053 |
| Low |
1.2940 |
1.2782 |
-0.0158 |
-1.2% |
1.2782 |
| Close |
1.2945 |
1.2804 |
-0.0141 |
-1.1% |
1.2804 |
| Range |
0.0083 |
0.0166 |
0.0083 |
100.0% |
0.0271 |
| ATR |
0.0088 |
0.0093 |
0.0006 |
6.4% |
0.0000 |
| Volume |
79,960 |
166,495 |
86,535 |
108.2% |
562,119 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3343 |
1.3239 |
1.2895 |
|
| R3 |
1.3177 |
1.3073 |
1.2850 |
|
| R2 |
1.3011 |
1.3011 |
1.2834 |
|
| R1 |
1.2907 |
1.2907 |
1.2819 |
1.2876 |
| PP |
1.2845 |
1.2845 |
1.2845 |
1.2829 |
| S1 |
1.2741 |
1.2741 |
1.2789 |
1.2710 |
| S2 |
1.2679 |
1.2679 |
1.2774 |
|
| S3 |
1.2513 |
1.2575 |
1.2758 |
|
| S4 |
1.2347 |
1.2409 |
1.2713 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3693 |
1.3519 |
1.2953 |
|
| R3 |
1.3422 |
1.3248 |
1.2879 |
|
| R2 |
1.3151 |
1.3151 |
1.2854 |
|
| R1 |
1.2977 |
1.2977 |
1.2829 |
1.2929 |
| PP |
1.2880 |
1.2880 |
1.2880 |
1.2855 |
| S1 |
1.2706 |
1.2706 |
1.2779 |
1.2658 |
| S2 |
1.2609 |
1.2609 |
1.2754 |
|
| S3 |
1.2338 |
1.2435 |
1.2729 |
|
| S4 |
1.2067 |
1.2164 |
1.2655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3053 |
1.2782 |
0.0271 |
2.1% |
0.0096 |
0.7% |
8% |
False |
True |
112,423 |
| 10 |
1.3059 |
1.2782 |
0.0277 |
2.2% |
0.0099 |
0.8% |
8% |
False |
True |
112,916 |
| 20 |
1.3059 |
1.2782 |
0.0277 |
2.2% |
0.0087 |
0.7% |
8% |
False |
True |
100,285 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.3% |
0.0091 |
0.7% |
62% |
False |
False |
103,340 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0094 |
0.7% |
72% |
False |
False |
101,421 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0095 |
0.7% |
72% |
False |
False |
76,524 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
8.0% |
0.0107 |
0.8% |
75% |
False |
False |
61,282 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
8.0% |
0.0106 |
0.8% |
75% |
False |
False |
51,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3654 |
|
2.618 |
1.3383 |
|
1.618 |
1.3217 |
|
1.000 |
1.3114 |
|
0.618 |
1.3051 |
|
HIGH |
1.2948 |
|
0.618 |
1.2885 |
|
0.500 |
1.2865 |
|
0.382 |
1.2845 |
|
LOW |
1.2782 |
|
0.618 |
1.2679 |
|
1.000 |
1.2616 |
|
1.618 |
1.2513 |
|
2.618 |
1.2347 |
|
4.250 |
1.2077 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2865 |
1.2903 |
| PP |
1.2845 |
1.2870 |
| S1 |
1.2824 |
1.2837 |
|