CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2567 |
1.2550 |
-0.0017 |
-0.1% |
1.2394 |
| High |
1.2594 |
1.2618 |
0.0024 |
0.2% |
1.2594 |
| Low |
1.2520 |
1.2544 |
0.0024 |
0.2% |
1.2388 |
| Close |
1.2537 |
1.2584 |
0.0047 |
0.4% |
1.2537 |
| Range |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0206 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
73,768 |
43,980 |
-29,788 |
-40.4% |
305,803 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2804 |
1.2768 |
1.2625 |
|
| R3 |
1.2730 |
1.2694 |
1.2604 |
|
| R2 |
1.2656 |
1.2656 |
1.2598 |
|
| R1 |
1.2620 |
1.2620 |
1.2591 |
1.2638 |
| PP |
1.2582 |
1.2582 |
1.2582 |
1.2591 |
| S1 |
1.2546 |
1.2546 |
1.2577 |
1.2564 |
| S2 |
1.2508 |
1.2508 |
1.2570 |
|
| S3 |
1.2434 |
1.2472 |
1.2564 |
|
| S4 |
1.2360 |
1.2398 |
1.2543 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3124 |
1.3037 |
1.2650 |
|
| R3 |
1.2918 |
1.2831 |
1.2594 |
|
| R2 |
1.2712 |
1.2712 |
1.2575 |
|
| R1 |
1.2625 |
1.2625 |
1.2556 |
1.2669 |
| PP |
1.2506 |
1.2506 |
1.2506 |
1.2528 |
| S1 |
1.2419 |
1.2419 |
1.2518 |
1.2463 |
| S2 |
1.2300 |
1.2300 |
1.2499 |
|
| S3 |
1.2094 |
1.2213 |
1.2480 |
|
| S4 |
1.1888 |
1.2007 |
1.2424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2618 |
1.2388 |
0.0230 |
1.8% |
0.0075 |
0.6% |
85% |
True |
False |
69,956 |
| 10 |
1.2618 |
1.2386 |
0.0232 |
1.8% |
0.0079 |
0.6% |
85% |
True |
False |
83,501 |
| 20 |
1.2643 |
1.2365 |
0.0278 |
2.2% |
0.0094 |
0.7% |
79% |
False |
False |
95,370 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0095 |
0.8% |
88% |
False |
False |
73,660 |
| 60 |
1.2744 |
1.2138 |
0.0606 |
4.8% |
0.0102 |
0.8% |
74% |
False |
False |
49,218 |
| 80 |
1.2744 |
1.2035 |
0.0709 |
5.6% |
0.0109 |
0.9% |
77% |
False |
False |
36,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2933 |
|
2.618 |
1.2812 |
|
1.618 |
1.2738 |
|
1.000 |
1.2692 |
|
0.618 |
1.2664 |
|
HIGH |
1.2618 |
|
0.618 |
1.2590 |
|
0.500 |
1.2581 |
|
0.382 |
1.2572 |
|
LOW |
1.2544 |
|
0.618 |
1.2498 |
|
1.000 |
1.2470 |
|
1.618 |
1.2424 |
|
2.618 |
1.2350 |
|
4.250 |
1.2230 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2583 |
1.2576 |
| PP |
1.2582 |
1.2567 |
| S1 |
1.2581 |
1.2559 |
|