CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2746 |
1.2739 |
-0.0007 |
-0.1% |
1.2877 |
| High |
1.2833 |
1.2772 |
-0.0061 |
-0.5% |
1.2984 |
| Low |
1.2638 |
1.2641 |
0.0003 |
0.0% |
1.2638 |
| Close |
1.2731 |
1.2661 |
-0.0070 |
-0.5% |
1.2731 |
| Range |
0.0195 |
0.0131 |
-0.0064 |
-32.8% |
0.0346 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
1.7% |
0.0000 |
| Volume |
311,481 |
126,191 |
-185,290 |
-59.5% |
716,348 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3084 |
1.3004 |
1.2733 |
|
| R3 |
1.2953 |
1.2873 |
1.2697 |
|
| R2 |
1.2822 |
1.2822 |
1.2685 |
|
| R1 |
1.2742 |
1.2742 |
1.2673 |
1.2717 |
| PP |
1.2691 |
1.2691 |
1.2691 |
1.2679 |
| S1 |
1.2611 |
1.2611 |
1.2649 |
1.2586 |
| S2 |
1.2560 |
1.2560 |
1.2637 |
|
| S3 |
1.2429 |
1.2480 |
1.2625 |
|
| S4 |
1.2298 |
1.2349 |
1.2589 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3822 |
1.3623 |
1.2921 |
|
| R3 |
1.3476 |
1.3277 |
1.2826 |
|
| R2 |
1.3130 |
1.3130 |
1.2794 |
|
| R1 |
1.2931 |
1.2931 |
1.2763 |
1.2858 |
| PP |
1.2784 |
1.2784 |
1.2784 |
1.2748 |
| S1 |
1.2585 |
1.2585 |
1.2699 |
1.2512 |
| S2 |
1.2438 |
1.2438 |
1.2668 |
|
| S3 |
1.2092 |
1.2239 |
1.2636 |
|
| S4 |
1.1746 |
1.1893 |
1.2541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2984 |
1.2638 |
0.0346 |
2.7% |
0.0113 |
0.9% |
7% |
False |
False |
153,163 |
| 10 |
1.2984 |
1.2638 |
0.0346 |
2.7% |
0.0104 |
0.8% |
7% |
False |
False |
131,740 |
| 20 |
1.3059 |
1.2638 |
0.0421 |
3.3% |
0.0102 |
0.8% |
5% |
False |
False |
122,328 |
| 40 |
1.3059 |
1.2533 |
0.0526 |
4.2% |
0.0096 |
0.8% |
24% |
False |
False |
113,323 |
| 60 |
1.3059 |
1.2353 |
0.0706 |
5.6% |
0.0095 |
0.8% |
44% |
False |
False |
108,256 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.3% |
0.0096 |
0.8% |
57% |
False |
False |
92,946 |
| 100 |
1.3059 |
1.2138 |
0.0921 |
7.3% |
0.0100 |
0.8% |
57% |
False |
False |
74,425 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
8.1% |
0.0105 |
0.8% |
61% |
False |
False |
62,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3329 |
|
2.618 |
1.3115 |
|
1.618 |
1.2984 |
|
1.000 |
1.2903 |
|
0.618 |
1.2853 |
|
HIGH |
1.2772 |
|
0.618 |
1.2722 |
|
0.500 |
1.2707 |
|
0.382 |
1.2691 |
|
LOW |
1.2641 |
|
0.618 |
1.2560 |
|
1.000 |
1.2510 |
|
1.618 |
1.2429 |
|
2.618 |
1.2298 |
|
4.250 |
1.2084 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2707 |
1.2810 |
| PP |
1.2691 |
1.2760 |
| S1 |
1.2676 |
1.2711 |
|