CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2677 |
1.2754 |
0.0077 |
0.6% |
1.2877 |
| High |
1.2760 |
1.2821 |
0.0061 |
0.5% |
1.2984 |
| Low |
1.2644 |
1.2724 |
0.0080 |
0.6% |
1.2638 |
| Close |
1.2756 |
1.2748 |
-0.0008 |
-0.1% |
1.2731 |
| Range |
0.0116 |
0.0097 |
-0.0019 |
-16.4% |
0.0346 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
136,953 |
232,607 |
95,654 |
69.8% |
716,348 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.2999 |
1.2801 |
|
| R3 |
1.2958 |
1.2902 |
1.2775 |
|
| R2 |
1.2861 |
1.2861 |
1.2766 |
|
| R1 |
1.2805 |
1.2805 |
1.2757 |
1.2785 |
| PP |
1.2764 |
1.2764 |
1.2764 |
1.2754 |
| S1 |
1.2708 |
1.2708 |
1.2739 |
1.2688 |
| S2 |
1.2667 |
1.2667 |
1.2730 |
|
| S3 |
1.2570 |
1.2611 |
1.2721 |
|
| S4 |
1.2473 |
1.2514 |
1.2695 |
|
|
| 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 |
1.2981 |
1.2638 |
0.0343 |
2.7% |
0.0122 |
1.0% |
32% |
False |
False |
179,873 |
| 10 |
1.2984 |
1.2638 |
0.0346 |
2.7% |
0.0101 |
0.8% |
32% |
False |
False |
139,619 |
| 20 |
1.3059 |
1.2638 |
0.0421 |
3.3% |
0.0105 |
0.8% |
26% |
False |
False |
131,565 |
| 40 |
1.3059 |
1.2638 |
0.0421 |
3.3% |
0.0090 |
0.7% |
26% |
False |
False |
114,427 |
| 60 |
1.3059 |
1.2371 |
0.0688 |
5.4% |
0.0096 |
0.8% |
55% |
False |
False |
111,455 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0096 |
0.8% |
66% |
False |
False |
97,557 |
| 100 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0100 |
0.8% |
66% |
False |
False |
78,114 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
8.0% |
0.0105 |
0.8% |
70% |
False |
False |
65,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3233 |
|
2.618 |
1.3075 |
|
1.618 |
1.2978 |
|
1.000 |
1.2918 |
|
0.618 |
1.2881 |
|
HIGH |
1.2821 |
|
0.618 |
1.2784 |
|
0.500 |
1.2773 |
|
0.382 |
1.2761 |
|
LOW |
1.2724 |
|
0.618 |
1.2664 |
|
1.000 |
1.2627 |
|
1.618 |
1.2567 |
|
2.618 |
1.2470 |
|
4.250 |
1.2312 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2773 |
1.2742 |
| PP |
1.2764 |
1.2737 |
| S1 |
1.2756 |
1.2731 |
|