CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2855 |
1.2849 |
-0.0006 |
0.0% |
1.3047 |
| High |
1.2930 |
1.2964 |
0.0034 |
0.3% |
1.3087 |
| Low |
1.2838 |
1.2813 |
-0.0025 |
-0.2% |
1.2819 |
| Close |
1.2901 |
1.2936 |
0.0035 |
0.3% |
1.2840 |
| Range |
0.0092 |
0.0151 |
0.0059 |
64.1% |
0.0268 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.8% |
0.0000 |
| Volume |
615 |
2,906 |
2,291 |
372.5% |
2,977 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3357 |
1.3298 |
1.3019 |
|
| R3 |
1.3206 |
1.3147 |
1.2978 |
|
| R2 |
1.3055 |
1.3055 |
1.2964 |
|
| R1 |
1.2996 |
1.2996 |
1.2950 |
1.3026 |
| PP |
1.2904 |
1.2904 |
1.2904 |
1.2919 |
| S1 |
1.2845 |
1.2845 |
1.2922 |
1.2875 |
| S2 |
1.2753 |
1.2753 |
1.2908 |
|
| S3 |
1.2602 |
1.2694 |
1.2894 |
|
| S4 |
1.2451 |
1.2543 |
1.2853 |
|
|
| 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 |
1.3057 |
1.2813 |
0.0244 |
1.9% |
0.0112 |
0.9% |
50% |
False |
True |
1,146 |
| 10 |
1.3092 |
1.2813 |
0.0279 |
2.2% |
0.0106 |
0.8% |
44% |
False |
True |
756 |
| 20 |
1.3092 |
1.2813 |
0.0279 |
2.2% |
0.0089 |
0.7% |
44% |
False |
True |
519 |
| 40 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0088 |
0.7% |
77% |
False |
False |
328 |
| 60 |
1.3092 |
1.2177 |
0.0915 |
7.1% |
0.0091 |
0.7% |
83% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3606 |
|
2.618 |
1.3359 |
|
1.618 |
1.3208 |
|
1.000 |
1.3115 |
|
0.618 |
1.3057 |
|
HIGH |
1.2964 |
|
0.618 |
1.2906 |
|
0.500 |
1.2889 |
|
0.382 |
1.2871 |
|
LOW |
1.2813 |
|
0.618 |
1.2720 |
|
1.000 |
1.2662 |
|
1.618 |
1.2569 |
|
2.618 |
1.2418 |
|
4.250 |
1.2171 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2920 |
1.2923 |
| PP |
1.2904 |
1.2911 |
| S1 |
1.2889 |
1.2898 |
|