CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2820 |
1.2807 |
-0.0013 |
-0.1% |
1.3032 |
| High |
1.2896 |
1.2929 |
0.0033 |
0.3% |
1.3053 |
| Low |
1.2801 |
1.2775 |
-0.0026 |
-0.2% |
1.2782 |
| Close |
1.2865 |
1.2900 |
0.0035 |
0.3% |
1.2804 |
| Range |
0.0095 |
0.0154 |
0.0059 |
62.1% |
0.0271 |
| ATR |
0.0093 |
0.0098 |
0.0004 |
4.6% |
0.0000 |
| Volume |
131,518 |
159,249 |
27,731 |
21.1% |
562,119 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3330 |
1.3269 |
1.2985 |
|
| R3 |
1.3176 |
1.3115 |
1.2942 |
|
| R2 |
1.3022 |
1.3022 |
1.2928 |
|
| R1 |
1.2961 |
1.2961 |
1.2914 |
1.2992 |
| PP |
1.2868 |
1.2868 |
1.2868 |
1.2883 |
| S1 |
1.2807 |
1.2807 |
1.2886 |
1.2838 |
| S2 |
1.2714 |
1.2714 |
1.2872 |
|
| S3 |
1.2560 |
1.2653 |
1.2858 |
|
| S4 |
1.2406 |
1.2499 |
1.2815 |
|
|
| 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 |
1.3023 |
1.2775 |
0.0248 |
1.9% |
0.0114 |
0.9% |
50% |
False |
True |
126,280 |
| 10 |
1.3059 |
1.2775 |
0.0284 |
2.2% |
0.0108 |
0.8% |
44% |
False |
True |
123,511 |
| 20 |
1.3059 |
1.2775 |
0.0284 |
2.2% |
0.0092 |
0.7% |
44% |
False |
True |
108,155 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0092 |
0.7% |
76% |
False |
False |
105,143 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0095 |
0.7% |
83% |
False |
False |
105,323 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0095 |
0.7% |
83% |
False |
False |
80,148 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
84% |
False |
False |
64,187 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
84% |
False |
False |
53,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3584 |
|
2.618 |
1.3332 |
|
1.618 |
1.3178 |
|
1.000 |
1.3083 |
|
0.618 |
1.3024 |
|
HIGH |
1.2929 |
|
0.618 |
1.2870 |
|
0.500 |
1.2852 |
|
0.382 |
1.2834 |
|
LOW |
1.2775 |
|
0.618 |
1.2680 |
|
1.000 |
1.2621 |
|
1.618 |
1.2526 |
|
2.618 |
1.2372 |
|
4.250 |
1.2121 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2884 |
1.2887 |
| PP |
1.2868 |
1.2874 |
| S1 |
1.2852 |
1.2862 |
|