CME British Pound Future September 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 |
1.2947 |
1.2949 |
0.0002 |
0.0% |
1.2855 |
| High |
1.2990 |
1.3018 |
0.0028 |
0.2% |
1.2964 |
| Low |
1.2913 |
1.2929 |
0.0016 |
0.1% |
1.2813 |
| Close |
1.2929 |
1.2993 |
0.0064 |
0.5% |
1.2920 |
| Range |
0.0077 |
0.0089 |
0.0012 |
15.6% |
0.0151 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.0% |
0.0000 |
| Volume |
5,659 |
19,496 |
13,837 |
244.5% |
5,735 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3247 |
1.3209 |
1.3042 |
|
| R3 |
1.3158 |
1.3120 |
1.3017 |
|
| R2 |
1.3069 |
1.3069 |
1.3009 |
|
| R1 |
1.3031 |
1.3031 |
1.3001 |
1.3050 |
| PP |
1.2980 |
1.2980 |
1.2980 |
1.2990 |
| S1 |
1.2942 |
1.2942 |
1.2985 |
1.2961 |
| S2 |
1.2891 |
1.2891 |
1.2977 |
|
| S3 |
1.2802 |
1.2853 |
1.2969 |
|
| S4 |
1.2713 |
1.2764 |
1.2944 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3352 |
1.3287 |
1.3003 |
|
| R3 |
1.3201 |
1.3136 |
1.2962 |
|
| R2 |
1.3050 |
1.3050 |
1.2948 |
|
| R1 |
1.2985 |
1.2985 |
1.2934 |
1.3018 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2915 |
| S1 |
1.2834 |
1.2834 |
1.2906 |
1.2867 |
| S2 |
1.2748 |
1.2748 |
1.2892 |
|
| S3 |
1.2597 |
1.2683 |
1.2878 |
|
| S4 |
1.2446 |
1.2532 |
1.2837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3018 |
1.2872 |
0.0146 |
1.1% |
0.0077 |
0.6% |
83% |
True |
False |
5,633 |
| 10 |
1.3057 |
1.2813 |
0.0244 |
1.9% |
0.0095 |
0.7% |
74% |
False |
False |
3,390 |
| 20 |
1.3092 |
1.2813 |
0.0279 |
2.1% |
0.0090 |
0.7% |
65% |
False |
False |
1,862 |
| 40 |
1.3092 |
1.2459 |
0.0633 |
4.9% |
0.0088 |
0.7% |
84% |
False |
False |
1,021 |
| 60 |
1.3092 |
1.2177 |
0.0915 |
7.0% |
0.0092 |
0.7% |
89% |
False |
False |
702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3396 |
|
2.618 |
1.3251 |
|
1.618 |
1.3162 |
|
1.000 |
1.3107 |
|
0.618 |
1.3073 |
|
HIGH |
1.3018 |
|
0.618 |
1.2984 |
|
0.500 |
1.2974 |
|
0.382 |
1.2963 |
|
LOW |
1.2929 |
|
0.618 |
1.2874 |
|
1.000 |
1.2840 |
|
1.618 |
1.2785 |
|
2.618 |
1.2696 |
|
4.250 |
1.2551 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2987 |
1.2982 |
| PP |
1.2980 |
1.2970 |
| S1 |
1.2974 |
1.2959 |
|