CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2807 |
1.2883 |
0.0076 |
0.6% |
1.3032 |
| High |
1.2929 |
1.2921 |
-0.0008 |
-0.1% |
1.3053 |
| Low |
1.2775 |
1.2835 |
0.0060 |
0.5% |
1.2782 |
| Close |
1.2900 |
1.2882 |
-0.0018 |
-0.1% |
1.2804 |
| Range |
0.0154 |
0.0086 |
-0.0068 |
-44.2% |
0.0271 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
159,249 |
99,087 |
-60,162 |
-37.8% |
562,119 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3137 |
1.3096 |
1.2929 |
|
| R3 |
1.3051 |
1.3010 |
1.2906 |
|
| R2 |
1.2965 |
1.2965 |
1.2898 |
|
| R1 |
1.2924 |
1.2924 |
1.2890 |
1.2902 |
| PP |
1.2879 |
1.2879 |
1.2879 |
1.2868 |
| S1 |
1.2838 |
1.2838 |
1.2874 |
1.2816 |
| S2 |
1.2793 |
1.2793 |
1.2866 |
|
| S3 |
1.2707 |
1.2752 |
1.2858 |
|
| S4 |
1.2621 |
1.2666 |
1.2835 |
|
|
| 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% |
0.0117 |
0.9% |
43% |
False |
False |
127,261 |
| 10 |
1.3059 |
1.2775 |
0.0284 |
2.2% |
0.0108 |
0.8% |
38% |
False |
False |
121,417 |
| 20 |
1.3059 |
1.2775 |
0.0284 |
2.2% |
0.0092 |
0.7% |
38% |
False |
False |
108,224 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0092 |
0.7% |
74% |
False |
False |
105,357 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0095 |
0.7% |
81% |
False |
False |
106,407 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0095 |
0.7% |
81% |
False |
False |
81,384 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
83% |
False |
False |
65,177 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
83% |
False |
False |
54,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3287 |
|
2.618 |
1.3146 |
|
1.618 |
1.3060 |
|
1.000 |
1.3007 |
|
0.618 |
1.2974 |
|
HIGH |
1.2921 |
|
0.618 |
1.2888 |
|
0.500 |
1.2878 |
|
0.382 |
1.2868 |
|
LOW |
1.2835 |
|
0.618 |
1.2782 |
|
1.000 |
1.2749 |
|
1.618 |
1.2696 |
|
2.618 |
1.2610 |
|
4.250 |
1.2470 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2881 |
1.2872 |
| PP |
1.2879 |
1.2862 |
| S1 |
1.2878 |
1.2852 |
|