CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2504 |
1.2468 |
-0.0036 |
-0.3% |
1.2517 |
| High |
1.2518 |
1.2521 |
0.0003 |
0.0% |
1.2643 |
| Low |
1.2441 |
1.2445 |
0.0004 |
0.0% |
1.2402 |
| Close |
1.2472 |
1.2508 |
0.0036 |
0.3% |
1.2556 |
| Range |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0241 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
90,527 |
96,377 |
5,850 |
6.5% |
579,376 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2719 |
1.2690 |
1.2550 |
|
| R3 |
1.2643 |
1.2614 |
1.2529 |
|
| R2 |
1.2567 |
1.2567 |
1.2522 |
|
| R1 |
1.2538 |
1.2538 |
1.2515 |
1.2553 |
| PP |
1.2491 |
1.2491 |
1.2491 |
1.2499 |
| S1 |
1.2462 |
1.2462 |
1.2501 |
1.2477 |
| S2 |
1.2415 |
1.2415 |
1.2494 |
|
| S3 |
1.2339 |
1.2386 |
1.2487 |
|
| S4 |
1.2263 |
1.2310 |
1.2466 |
|
|
| 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 |
1.2426 |
0.0162 |
1.3% |
0.0100 |
0.8% |
51% |
False |
False |
102,713 |
| 10 |
1.2643 |
1.2402 |
0.0241 |
1.9% |
0.0100 |
0.8% |
44% |
False |
False |
102,258 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0102 |
0.8% |
73% |
False |
False |
107,800 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0096 |
0.8% |
73% |
False |
False |
59,807 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0114 |
0.9% |
67% |
False |
False |
39,995 |
| 80 |
1.2780 |
1.2035 |
0.0745 |
6.0% |
0.0112 |
0.9% |
63% |
False |
False |
30,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2844 |
|
2.618 |
1.2720 |
|
1.618 |
1.2644 |
|
1.000 |
1.2597 |
|
0.618 |
1.2568 |
|
HIGH |
1.2521 |
|
0.618 |
1.2492 |
|
0.500 |
1.2483 |
|
0.382 |
1.2474 |
|
LOW |
1.2445 |
|
0.618 |
1.2398 |
|
1.000 |
1.2369 |
|
1.618 |
1.2322 |
|
2.618 |
1.2246 |
|
4.250 |
1.2122 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2500 |
1.2510 |
| PP |
1.2491 |
1.2509 |
| S1 |
1.2483 |
1.2509 |
|