CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2560 |
1.2504 |
-0.0056 |
-0.4% |
1.2517 |
| High |
1.2579 |
1.2518 |
-0.0061 |
-0.5% |
1.2643 |
| Low |
1.2488 |
1.2441 |
-0.0047 |
-0.4% |
1.2402 |
| Close |
1.2497 |
1.2472 |
-0.0025 |
-0.2% |
1.2556 |
| Range |
0.0091 |
0.0077 |
-0.0014 |
-15.4% |
0.0241 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
91,611 |
90,527 |
-1,084 |
-1.2% |
579,376 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2708 |
1.2667 |
1.2514 |
|
| R3 |
1.2631 |
1.2590 |
1.2493 |
|
| R2 |
1.2554 |
1.2554 |
1.2486 |
|
| R1 |
1.2513 |
1.2513 |
1.2479 |
1.2495 |
| PP |
1.2477 |
1.2477 |
1.2477 |
1.2468 |
| S1 |
1.2436 |
1.2436 |
1.2465 |
1.2418 |
| S2 |
1.2400 |
1.2400 |
1.2458 |
|
| S3 |
1.2323 |
1.2359 |
1.2451 |
|
| S4 |
1.2246 |
1.2282 |
1.2430 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3257 |
1.3147 |
1.2689 |
|
| R3 |
1.3016 |
1.2906 |
1.2622 |
|
| R2 |
1.2775 |
1.2775 |
1.2600 |
|
| R1 |
1.2665 |
1.2665 |
1.2578 |
1.2720 |
| PP |
1.2534 |
1.2534 |
1.2534 |
1.2561 |
| S1 |
1.2424 |
1.2424 |
1.2534 |
1.2479 |
| S2 |
1.2293 |
1.2293 |
1.2512 |
|
| S3 |
1.2052 |
1.2183 |
1.2490 |
|
| S4 |
1.1811 |
1.1942 |
1.2423 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2588 |
1.2402 |
0.0186 |
1.5% |
0.0104 |
0.8% |
38% |
False |
False |
112,563 |
| 10 |
1.2643 |
1.2402 |
0.0241 |
1.9% |
0.0101 |
0.8% |
29% |
False |
False |
103,937 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0102 |
0.8% |
66% |
False |
False |
108,507 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0099 |
0.8% |
66% |
False |
False |
57,412 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0115 |
0.9% |
62% |
False |
False |
38,391 |
| 80 |
1.2780 |
1.2035 |
0.0745 |
6.0% |
0.0113 |
0.9% |
59% |
False |
False |
28,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2845 |
|
2.618 |
1.2720 |
|
1.618 |
1.2643 |
|
1.000 |
1.2595 |
|
0.618 |
1.2566 |
|
HIGH |
1.2518 |
|
0.618 |
1.2489 |
|
0.500 |
1.2480 |
|
0.382 |
1.2470 |
|
LOW |
1.2441 |
|
0.618 |
1.2393 |
|
1.000 |
1.2364 |
|
1.618 |
1.2316 |
|
2.618 |
1.2239 |
|
4.250 |
1.2114 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2480 |
1.2515 |
| PP |
1.2477 |
1.2500 |
| S1 |
1.2475 |
1.2486 |
|