CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2906 |
1.2910 |
0.0004 |
0.0% |
1.2820 |
| High |
1.2955 |
1.2984 |
0.0029 |
0.2% |
1.2929 |
| Low |
1.2877 |
1.2892 |
0.0015 |
0.1% |
1.2775 |
| Close |
1.2893 |
1.2956 |
0.0063 |
0.5% |
1.2884 |
| Range |
0.0078 |
0.0092 |
0.0014 |
17.9% |
0.0154 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0000 |
| Volume |
93,645 |
142,364 |
48,719 |
52.0% |
474,863 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3220 |
1.3180 |
1.3007 |
|
| R3 |
1.3128 |
1.3088 |
1.2981 |
|
| R2 |
1.3036 |
1.3036 |
1.2973 |
|
| R1 |
1.2996 |
1.2996 |
1.2964 |
1.3016 |
| PP |
1.2944 |
1.2944 |
1.2944 |
1.2954 |
| S1 |
1.2904 |
1.2904 |
1.2948 |
1.2924 |
| S2 |
1.2852 |
1.2852 |
1.2939 |
|
| S3 |
1.2760 |
1.2812 |
1.2931 |
|
| S4 |
1.2668 |
1.2720 |
1.2905 |
|
|
| 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 |
1.2984 |
1.2835 |
0.0149 |
1.2% |
0.0080 |
0.6% |
81% |
True |
False |
99,365 |
| 10 |
1.3023 |
1.2775 |
0.0248 |
1.9% |
0.0097 |
0.7% |
73% |
False |
False |
112,822 |
| 20 |
1.3059 |
1.2775 |
0.0284 |
2.2% |
0.0093 |
0.7% |
64% |
False |
False |
111,499 |
| 40 |
1.3059 |
1.2425 |
0.0634 |
4.9% |
0.0092 |
0.7% |
84% |
False |
False |
106,176 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0096 |
0.7% |
89% |
False |
False |
105,338 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0094 |
0.7% |
89% |
False |
False |
86,338 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0103 |
0.8% |
90% |
False |
False |
69,148 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
90% |
False |
False |
57,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3375 |
|
2.618 |
1.3225 |
|
1.618 |
1.3133 |
|
1.000 |
1.3076 |
|
0.618 |
1.3041 |
|
HIGH |
1.2984 |
|
0.618 |
1.2949 |
|
0.500 |
1.2938 |
|
0.382 |
1.2927 |
|
LOW |
1.2892 |
|
0.618 |
1.2835 |
|
1.000 |
1.2800 |
|
1.618 |
1.2743 |
|
2.618 |
1.2651 |
|
4.250 |
1.2501 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2950 |
1.2945 |
| PP |
1.2944 |
1.2934 |
| S1 |
1.2938 |
1.2923 |
|