CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2945 |
1.2820 |
-0.0125 |
-1.0% |
1.3032 |
| High |
1.2948 |
1.2896 |
-0.0052 |
-0.4% |
1.3053 |
| Low |
1.2782 |
1.2801 |
0.0019 |
0.1% |
1.2782 |
| Close |
1.2804 |
1.2865 |
0.0061 |
0.5% |
1.2804 |
| Range |
0.0166 |
0.0095 |
-0.0071 |
-42.8% |
0.0271 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.1% |
0.0000 |
| Volume |
166,495 |
131,518 |
-34,977 |
-21.0% |
562,119 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3139 |
1.3097 |
1.2917 |
|
| R3 |
1.3044 |
1.3002 |
1.2891 |
|
| R2 |
1.2949 |
1.2949 |
1.2882 |
|
| R1 |
1.2907 |
1.2907 |
1.2874 |
1.2928 |
| PP |
1.2854 |
1.2854 |
1.2854 |
1.2865 |
| S1 |
1.2812 |
1.2812 |
1.2856 |
1.2833 |
| S2 |
1.2759 |
1.2759 |
1.2848 |
|
| S3 |
1.2664 |
1.2717 |
1.2839 |
|
| S4 |
1.2569 |
1.2622 |
1.2813 |
|
|
| 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 |
1.3043 |
1.2782 |
0.0261 |
2.0% |
0.0099 |
0.8% |
32% |
False |
False |
118,969 |
| 10 |
1.3059 |
1.2782 |
0.0277 |
2.2% |
0.0102 |
0.8% |
30% |
False |
False |
118,843 |
| 20 |
1.3059 |
1.2782 |
0.0277 |
2.2% |
0.0088 |
0.7% |
30% |
False |
False |
104,603 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0090 |
0.7% |
71% |
False |
False |
103,452 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0094 |
0.7% |
79% |
False |
False |
103,513 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0094 |
0.7% |
79% |
False |
False |
78,160 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
8.0% |
0.0106 |
0.8% |
81% |
False |
False |
62,596 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
8.0% |
0.0106 |
0.8% |
81% |
False |
False |
52,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3300 |
|
2.618 |
1.3145 |
|
1.618 |
1.3050 |
|
1.000 |
1.2991 |
|
0.618 |
1.2955 |
|
HIGH |
1.2896 |
|
0.618 |
1.2860 |
|
0.500 |
1.2849 |
|
0.382 |
1.2837 |
|
LOW |
1.2801 |
|
0.618 |
1.2742 |
|
1.000 |
1.2706 |
|
1.618 |
1.2647 |
|
2.618 |
1.2552 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2860 |
1.2903 |
| PP |
1.2854 |
1.2890 |
| S1 |
1.2849 |
1.2878 |
|