CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2889 |
1.2877 |
-0.0012 |
-0.1% |
1.2820 |
| High |
1.2909 |
1.2946 |
0.0037 |
0.3% |
1.2929 |
| Low |
1.2851 |
1.2861 |
0.0010 |
0.1% |
1.2775 |
| Close |
1.2884 |
1.2912 |
0.0028 |
0.2% |
1.2884 |
| Range |
0.0058 |
0.0085 |
0.0027 |
46.6% |
0.0154 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
85,009 |
76,722 |
-8,287 |
-9.7% |
474,863 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3122 |
1.2959 |
|
| R3 |
1.3076 |
1.3037 |
1.2935 |
|
| R2 |
1.2991 |
1.2991 |
1.2928 |
|
| R1 |
1.2952 |
1.2952 |
1.2920 |
1.2972 |
| PP |
1.2906 |
1.2906 |
1.2906 |
1.2916 |
| S1 |
1.2867 |
1.2867 |
1.2904 |
1.2887 |
| S2 |
1.2821 |
1.2821 |
1.2896 |
|
| S3 |
1.2736 |
1.2782 |
1.2889 |
|
| S4 |
1.2651 |
1.2697 |
1.2865 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3325 |
1.3258 |
1.2969 |
|
| R3 |
1.3171 |
1.3104 |
1.2926 |
|
| R2 |
1.3017 |
1.3017 |
1.2912 |
|
| R1 |
1.2950 |
1.2950 |
1.2898 |
1.2984 |
| PP |
1.2863 |
1.2863 |
1.2863 |
1.2879 |
| S1 |
1.2796 |
1.2796 |
1.2870 |
1.2830 |
| S2 |
1.2709 |
1.2709 |
1.2856 |
|
| S3 |
1.2555 |
1.2642 |
1.2842 |
|
| S4 |
1.2401 |
1.2488 |
1.2799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2946 |
1.2775 |
0.0171 |
1.3% |
0.0096 |
0.7% |
80% |
True |
False |
110,317 |
| 10 |
1.3053 |
1.2775 |
0.0278 |
2.2% |
0.0096 |
0.7% |
49% |
False |
False |
111,370 |
| 20 |
1.3059 |
1.2775 |
0.0284 |
2.2% |
0.0090 |
0.7% |
48% |
False |
False |
107,575 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0092 |
0.7% |
78% |
False |
False |
104,958 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0095 |
0.7% |
84% |
False |
False |
105,192 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0094 |
0.7% |
84% |
False |
False |
83,397 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0105 |
0.8% |
86% |
False |
False |
66,792 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0105 |
0.8% |
86% |
False |
False |
55,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3307 |
|
2.618 |
1.3169 |
|
1.618 |
1.3084 |
|
1.000 |
1.3031 |
|
0.618 |
1.2999 |
|
HIGH |
1.2946 |
|
0.618 |
1.2914 |
|
0.500 |
1.2904 |
|
0.382 |
1.2893 |
|
LOW |
1.2861 |
|
0.618 |
1.2808 |
|
1.000 |
1.2776 |
|
1.618 |
1.2723 |
|
2.618 |
1.2638 |
|
4.250 |
1.2500 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2909 |
1.2905 |
| PP |
1.2906 |
1.2898 |
| S1 |
1.2904 |
1.2891 |
|