CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2490 |
1.2394 |
-0.0096 |
-0.8% |
1.2560 |
| High |
1.2499 |
1.2451 |
-0.0048 |
-0.4% |
1.2579 |
| Low |
1.2386 |
1.2388 |
0.0002 |
0.0% |
1.2386 |
| Close |
1.2401 |
1.2439 |
0.0038 |
0.3% |
1.2401 |
| Range |
0.0113 |
0.0063 |
-0.0050 |
-44.2% |
0.0193 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
125,394 |
61,880 |
-63,514 |
-50.7% |
485,235 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2615 |
1.2590 |
1.2474 |
|
| R3 |
1.2552 |
1.2527 |
1.2456 |
|
| R2 |
1.2489 |
1.2489 |
1.2451 |
|
| R1 |
1.2464 |
1.2464 |
1.2445 |
1.2477 |
| PP |
1.2426 |
1.2426 |
1.2426 |
1.2432 |
| S1 |
1.2401 |
1.2401 |
1.2433 |
1.2414 |
| S2 |
1.2363 |
1.2363 |
1.2427 |
|
| S3 |
1.2300 |
1.2338 |
1.2422 |
|
| S4 |
1.2237 |
1.2275 |
1.2404 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3034 |
1.2911 |
1.2507 |
|
| R3 |
1.2841 |
1.2718 |
1.2454 |
|
| R2 |
1.2648 |
1.2648 |
1.2436 |
|
| R1 |
1.2525 |
1.2525 |
1.2419 |
1.2490 |
| PP |
1.2455 |
1.2455 |
1.2455 |
1.2438 |
| S1 |
1.2332 |
1.2332 |
1.2383 |
1.2297 |
| S2 |
1.2262 |
1.2262 |
1.2366 |
|
| S3 |
1.2069 |
1.2139 |
1.2348 |
|
| S4 |
1.1876 |
1.1946 |
1.2295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2527 |
1.2386 |
0.0141 |
1.1% |
0.0077 |
0.6% |
38% |
False |
False |
91,100 |
| 10 |
1.2621 |
1.2386 |
0.0235 |
1.9% |
0.0098 |
0.8% |
23% |
False |
False |
102,999 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.1% |
0.0103 |
0.8% |
60% |
False |
False |
103,662 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.1% |
0.0096 |
0.8% |
60% |
False |
False |
66,500 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0110 |
0.9% |
57% |
False |
False |
44,462 |
| 80 |
1.2777 |
1.2035 |
0.0742 |
6.0% |
0.0113 |
0.9% |
54% |
False |
False |
33,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2719 |
|
2.618 |
1.2616 |
|
1.618 |
1.2553 |
|
1.000 |
1.2514 |
|
0.618 |
1.2490 |
|
HIGH |
1.2451 |
|
0.618 |
1.2427 |
|
0.500 |
1.2420 |
|
0.382 |
1.2412 |
|
LOW |
1.2388 |
|
0.618 |
1.2349 |
|
1.000 |
1.2325 |
|
1.618 |
1.2286 |
|
2.618 |
1.2223 |
|
4.250 |
1.2120 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2433 |
1.2457 |
| PP |
1.2426 |
1.2451 |
| S1 |
1.2420 |
1.2445 |
|