CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2978 |
1.2855 |
-0.0123 |
-0.9% |
1.3047 |
| High |
1.2983 |
1.2930 |
-0.0053 |
-0.4% |
1.3087 |
| Low |
1.2819 |
1.2838 |
0.0019 |
0.1% |
1.2819 |
| Close |
1.2840 |
1.2901 |
0.0061 |
0.5% |
1.2840 |
| Range |
0.0164 |
0.0092 |
-0.0072 |
-43.9% |
0.0268 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,426 |
615 |
-811 |
-56.9% |
2,977 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3166 |
1.3125 |
1.2952 |
|
| R3 |
1.3074 |
1.3033 |
1.2926 |
|
| R2 |
1.2982 |
1.2982 |
1.2918 |
|
| R1 |
1.2941 |
1.2941 |
1.2909 |
1.2962 |
| PP |
1.2890 |
1.2890 |
1.2890 |
1.2900 |
| S1 |
1.2849 |
1.2849 |
1.2893 |
1.2870 |
| S2 |
1.2798 |
1.2798 |
1.2884 |
|
| S3 |
1.2706 |
1.2757 |
1.2876 |
|
| S4 |
1.2614 |
1.2665 |
1.2850 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3719 |
1.3548 |
1.2987 |
|
| R3 |
1.3451 |
1.3280 |
1.2914 |
|
| R2 |
1.3183 |
1.3183 |
1.2889 |
|
| R1 |
1.3012 |
1.3012 |
1.2865 |
1.2964 |
| PP |
1.2915 |
1.2915 |
1.2915 |
1.2891 |
| S1 |
1.2744 |
1.2744 |
1.2815 |
1.2696 |
| S2 |
1.2647 |
1.2647 |
1.2791 |
|
| S3 |
1.2379 |
1.2476 |
1.2766 |
|
| S4 |
1.2111 |
1.2208 |
1.2693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3078 |
1.2819 |
0.0259 |
2.0% |
0.0098 |
0.8% |
32% |
False |
False |
643 |
| 10 |
1.3092 |
1.2819 |
0.0273 |
2.1% |
0.0099 |
0.8% |
30% |
False |
False |
498 |
| 20 |
1.3092 |
1.2819 |
0.0273 |
2.1% |
0.0085 |
0.7% |
30% |
False |
False |
387 |
| 40 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0086 |
0.7% |
72% |
False |
False |
257 |
| 60 |
1.3092 |
1.2177 |
0.0915 |
7.1% |
0.0089 |
0.7% |
79% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3321 |
|
2.618 |
1.3171 |
|
1.618 |
1.3079 |
|
1.000 |
1.3022 |
|
0.618 |
1.2987 |
|
HIGH |
1.2930 |
|
0.618 |
1.2895 |
|
0.500 |
1.2884 |
|
0.382 |
1.2873 |
|
LOW |
1.2838 |
|
0.618 |
1.2781 |
|
1.000 |
1.2746 |
|
1.618 |
1.2689 |
|
2.618 |
1.2597 |
|
4.250 |
1.2447 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2895 |
1.2938 |
| PP |
1.2890 |
1.2926 |
| S1 |
1.2884 |
1.2913 |
|