CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2949 |
1.3002 |
0.0053 |
0.4% |
1.2855 |
| High |
1.3018 |
1.3017 |
-0.0001 |
0.0% |
1.2964 |
| Low |
1.2929 |
1.2948 |
0.0019 |
0.1% |
1.2813 |
| Close |
1.2993 |
1.2985 |
-0.0008 |
-0.1% |
1.2920 |
| Range |
0.0089 |
0.0069 |
-0.0020 |
-22.5% |
0.0151 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
19,496 |
5,841 |
-13,655 |
-70.0% |
5,735 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3157 |
1.3023 |
|
| R3 |
1.3121 |
1.3088 |
1.3004 |
|
| R2 |
1.3052 |
1.3052 |
1.2998 |
|
| R1 |
1.3019 |
1.3019 |
1.2991 |
1.3001 |
| PP |
1.2983 |
1.2983 |
1.2983 |
1.2975 |
| S1 |
1.2950 |
1.2950 |
1.2979 |
1.2932 |
| S2 |
1.2914 |
1.2914 |
1.2972 |
|
| S3 |
1.2845 |
1.2881 |
1.2966 |
|
| S4 |
1.2776 |
1.2812 |
1.2947 |
|
|
| 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 |
1.2888 |
0.0130 |
1.0% |
0.0074 |
0.6% |
75% |
False |
False |
6,590 |
| 10 |
1.3057 |
1.2813 |
0.0244 |
1.9% |
0.0095 |
0.7% |
70% |
False |
False |
3,954 |
| 20 |
1.3092 |
1.2813 |
0.0279 |
2.1% |
0.0090 |
0.7% |
62% |
False |
False |
2,142 |
| 40 |
1.3092 |
1.2534 |
0.0558 |
4.3% |
0.0088 |
0.7% |
81% |
False |
False |
1,166 |
| 60 |
1.3092 |
1.2213 |
0.0879 |
6.8% |
0.0091 |
0.7% |
88% |
False |
False |
798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3310 |
|
2.618 |
1.3198 |
|
1.618 |
1.3129 |
|
1.000 |
1.3086 |
|
0.618 |
1.3060 |
|
HIGH |
1.3017 |
|
0.618 |
1.2991 |
|
0.500 |
1.2983 |
|
0.382 |
1.2974 |
|
LOW |
1.2948 |
|
0.618 |
1.2905 |
|
1.000 |
1.2879 |
|
1.618 |
1.2836 |
|
2.618 |
1.2767 |
|
4.250 |
1.2655 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2984 |
1.2979 |
| PP |
1.2983 |
1.2972 |
| S1 |
1.2983 |
1.2966 |
|