CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2791 |
1.2786 |
-0.0005 |
0.0% |
1.2912 |
| High |
1.2856 |
1.2833 |
-0.0023 |
-0.2% |
1.3018 |
| Low |
1.2761 |
1.2728 |
-0.0033 |
-0.3% |
1.2675 |
| Close |
1.2784 |
1.2799 |
0.0015 |
0.1% |
1.2767 |
| Range |
0.0095 |
0.0105 |
0.0010 |
10.5% |
0.0343 |
| ATR |
0.0106 |
0.0105 |
0.0000 |
0.0% |
0.0000 |
| Volume |
110,138 |
66,723 |
-43,415 |
-39.4% |
63,166 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3102 |
1.3055 |
1.2857 |
|
| R3 |
1.2997 |
1.2950 |
1.2828 |
|
| R2 |
1.2892 |
1.2892 |
1.2818 |
|
| R1 |
1.2845 |
1.2845 |
1.2809 |
1.2869 |
| PP |
1.2787 |
1.2787 |
1.2787 |
1.2798 |
| S1 |
1.2740 |
1.2740 |
1.2789 |
1.2764 |
| S2 |
1.2682 |
1.2682 |
1.2780 |
|
| S3 |
1.2577 |
1.2635 |
1.2770 |
|
| S4 |
1.2472 |
1.2530 |
1.2741 |
|
|
| 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 |
1.2868 |
1.2675 |
0.0193 |
1.5% |
0.0128 |
1.0% |
64% |
False |
False |
59,482 |
| 10 |
1.3018 |
1.2675 |
0.0343 |
2.7% |
0.0101 |
0.8% |
36% |
False |
False |
33,036 |
| 20 |
1.3092 |
1.2675 |
0.0417 |
3.3% |
0.0104 |
0.8% |
30% |
False |
False |
16,939 |
| 40 |
1.3092 |
1.2675 |
0.0417 |
3.3% |
0.0087 |
0.7% |
30% |
False |
False |
8,580 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.3% |
0.0092 |
0.7% |
56% |
False |
False |
5,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3279 |
|
2.618 |
1.3108 |
|
1.618 |
1.3003 |
|
1.000 |
1.2938 |
|
0.618 |
1.2898 |
|
HIGH |
1.2833 |
|
0.618 |
1.2793 |
|
0.500 |
1.2781 |
|
0.382 |
1.2768 |
|
LOW |
1.2728 |
|
0.618 |
1.2663 |
|
1.000 |
1.2623 |
|
1.618 |
1.2558 |
|
2.618 |
1.2453 |
|
4.250 |
1.2282 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2793 |
1.2789 |
| PP |
1.2787 |
1.2778 |
| S1 |
1.2781 |
1.2768 |
|