CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3002 |
1.2784 |
-0.0218 |
-1.7% |
1.2912 |
| High |
1.3017 |
1.2868 |
-0.0149 |
-1.1% |
1.3018 |
| Low |
1.2948 |
1.2675 |
-0.0273 |
-2.1% |
1.2675 |
| Close |
1.2985 |
1.2767 |
-0.0218 |
-1.7% |
1.2767 |
| Range |
0.0069 |
0.0193 |
0.0124 |
179.7% |
0.0343 |
| ATR |
0.0088 |
0.0104 |
0.0016 |
18.1% |
0.0000 |
| Volume |
5,841 |
31,373 |
25,532 |
437.1% |
63,166 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3349 |
1.3251 |
1.2873 |
|
| R3 |
1.3156 |
1.3058 |
1.2820 |
|
| R2 |
1.2963 |
1.2963 |
1.2802 |
|
| R1 |
1.2865 |
1.2865 |
1.2785 |
1.2818 |
| PP |
1.2770 |
1.2770 |
1.2770 |
1.2746 |
| S1 |
1.2672 |
1.2672 |
1.2749 |
1.2625 |
| S2 |
1.2577 |
1.2577 |
1.2732 |
|
| S3 |
1.2384 |
1.2479 |
1.2714 |
|
| S4 |
1.2191 |
1.2286 |
1.2661 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3849 |
1.3651 |
1.2956 |
|
| R3 |
1.3506 |
1.3308 |
1.2861 |
|
| R2 |
1.3163 |
1.3163 |
1.2830 |
|
| R1 |
1.2965 |
1.2965 |
1.2798 |
1.2893 |
| PP |
1.2820 |
1.2820 |
1.2820 |
1.2784 |
| S1 |
1.2622 |
1.2622 |
1.2736 |
1.2550 |
| S2 |
1.2477 |
1.2477 |
1.2704 |
|
| S3 |
1.2134 |
1.2279 |
1.2673 |
|
| S4 |
1.1791 |
1.1936 |
1.2578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3018 |
1.2675 |
0.0343 |
2.7% |
0.0102 |
0.8% |
27% |
False |
True |
12,633 |
| 10 |
1.3018 |
1.2675 |
0.0343 |
2.7% |
0.0106 |
0.8% |
27% |
False |
True |
7,032 |
| 20 |
1.3092 |
1.2675 |
0.0417 |
3.3% |
0.0095 |
0.7% |
22% |
False |
True |
3,695 |
| 40 |
1.3092 |
1.2555 |
0.0537 |
4.2% |
0.0091 |
0.7% |
39% |
False |
False |
1,948 |
| 60 |
1.3092 |
1.2306 |
0.0786 |
6.2% |
0.0092 |
0.7% |
59% |
False |
False |
1,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3688 |
|
2.618 |
1.3373 |
|
1.618 |
1.3180 |
|
1.000 |
1.3061 |
|
0.618 |
1.2987 |
|
HIGH |
1.2868 |
|
0.618 |
1.2794 |
|
0.500 |
1.2772 |
|
0.382 |
1.2749 |
|
LOW |
1.2675 |
|
0.618 |
1.2556 |
|
1.000 |
1.2482 |
|
1.618 |
1.2363 |
|
2.618 |
1.2170 |
|
4.250 |
1.1855 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2772 |
1.2847 |
| PP |
1.2770 |
1.2820 |
| S1 |
1.2769 |
1.2794 |
|