CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2468 |
1.2510 |
0.0042 |
0.3% |
1.2517 |
| High |
1.2521 |
1.2527 |
0.0006 |
0.0% |
1.2643 |
| Low |
1.2445 |
1.2472 |
0.0027 |
0.2% |
1.2402 |
| Close |
1.2508 |
1.2498 |
-0.0010 |
-0.1% |
1.2556 |
| Range |
0.0076 |
0.0055 |
-0.0021 |
-27.6% |
0.0241 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
96,377 |
81,326 |
-15,051 |
-15.6% |
579,376 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2664 |
1.2636 |
1.2528 |
|
| R3 |
1.2609 |
1.2581 |
1.2513 |
|
| R2 |
1.2554 |
1.2554 |
1.2508 |
|
| R1 |
1.2526 |
1.2526 |
1.2503 |
1.2513 |
| PP |
1.2499 |
1.2499 |
1.2499 |
1.2492 |
| S1 |
1.2471 |
1.2471 |
1.2493 |
1.2458 |
| S2 |
1.2444 |
1.2444 |
1.2488 |
|
| S3 |
1.2389 |
1.2416 |
1.2483 |
|
| S4 |
1.2334 |
1.2361 |
1.2468 |
|
|
| 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 |
1.2441 |
0.0147 |
1.2% |
0.0086 |
0.7% |
39% |
False |
False |
97,375 |
| 10 |
1.2643 |
1.2402 |
0.0241 |
1.9% |
0.0099 |
0.8% |
40% |
False |
False |
100,784 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0102 |
0.8% |
71% |
False |
False |
105,662 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0096 |
0.8% |
71% |
False |
False |
61,836 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0113 |
0.9% |
65% |
False |
False |
41,349 |
| 80 |
1.2780 |
1.2035 |
0.0745 |
6.0% |
0.0112 |
0.9% |
62% |
False |
False |
31,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2761 |
|
2.618 |
1.2671 |
|
1.618 |
1.2616 |
|
1.000 |
1.2582 |
|
0.618 |
1.2561 |
|
HIGH |
1.2527 |
|
0.618 |
1.2506 |
|
0.500 |
1.2500 |
|
0.382 |
1.2493 |
|
LOW |
1.2472 |
|
0.618 |
1.2438 |
|
1.000 |
1.2417 |
|
1.618 |
1.2383 |
|
2.618 |
1.2328 |
|
4.250 |
1.2238 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2500 |
1.2493 |
| PP |
1.2499 |
1.2489 |
| S1 |
1.2499 |
1.2484 |
|