CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2824 |
1.2842 |
0.0018 |
0.1% |
1.2550 |
| High |
1.2854 |
1.2852 |
-0.0002 |
0.0% |
1.2929 |
| Low |
1.2776 |
1.2790 |
0.0014 |
0.1% |
1.2533 |
| Close |
1.2814 |
1.2807 |
-0.0007 |
-0.1% |
1.2814 |
| Range |
0.0078 |
0.0062 |
-0.0016 |
-20.5% |
0.0396 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
98,990 |
86,427 |
-12,563 |
-12.7% |
680,260 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3002 |
1.2967 |
1.2841 |
|
| R3 |
1.2940 |
1.2905 |
1.2824 |
|
| R2 |
1.2878 |
1.2878 |
1.2818 |
|
| R1 |
1.2843 |
1.2843 |
1.2813 |
1.2830 |
| PP |
1.2816 |
1.2816 |
1.2816 |
1.2810 |
| S1 |
1.2781 |
1.2781 |
1.2801 |
1.2768 |
| S2 |
1.2754 |
1.2754 |
1.2796 |
|
| S3 |
1.2692 |
1.2719 |
1.2790 |
|
| S4 |
1.2630 |
1.2657 |
1.2773 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3947 |
1.3776 |
1.3032 |
|
| R3 |
1.3551 |
1.3380 |
1.2923 |
|
| R2 |
1.3155 |
1.3155 |
1.2887 |
|
| R1 |
1.2984 |
1.2984 |
1.2850 |
1.3070 |
| PP |
1.2759 |
1.2759 |
1.2759 |
1.2801 |
| S1 |
1.2588 |
1.2588 |
1.2778 |
1.2674 |
| S2 |
1.2363 |
1.2363 |
1.2741 |
|
| S3 |
1.1967 |
1.2192 |
1.2705 |
|
| S4 |
1.1571 |
1.1796 |
1.2596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2929 |
1.2533 |
0.0396 |
3.1% |
0.0140 |
1.1% |
69% |
False |
False |
144,541 |
| 10 |
1.2929 |
1.2388 |
0.0541 |
4.2% |
0.0108 |
0.8% |
77% |
False |
False |
107,249 |
| 20 |
1.2929 |
1.2386 |
0.0543 |
4.2% |
0.0106 |
0.8% |
78% |
False |
False |
106,855 |
| 40 |
1.2929 |
1.2138 |
0.0791 |
6.2% |
0.0100 |
0.8% |
85% |
False |
False |
91,625 |
| 60 |
1.2929 |
1.2138 |
0.0791 |
6.2% |
0.0102 |
0.8% |
85% |
False |
False |
61,239 |
| 80 |
1.2929 |
1.2035 |
0.0894 |
7.0% |
0.0113 |
0.9% |
86% |
False |
False |
46,001 |
| 100 |
1.2929 |
1.2035 |
0.0894 |
7.0% |
0.0112 |
0.9% |
86% |
False |
False |
36,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3116 |
|
2.618 |
1.3014 |
|
1.618 |
1.2952 |
|
1.000 |
1.2914 |
|
0.618 |
1.2890 |
|
HIGH |
1.2852 |
|
0.618 |
1.2828 |
|
0.500 |
1.2821 |
|
0.382 |
1.2814 |
|
LOW |
1.2790 |
|
0.618 |
1.2752 |
|
1.000 |
1.2728 |
|
1.618 |
1.2690 |
|
2.618 |
1.2628 |
|
4.250 |
1.2527 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2821 |
1.2821 |
| PP |
1.2816 |
1.2816 |
| S1 |
1.2812 |
1.2812 |
|