CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2842 |
1.2810 |
-0.0032 |
-0.2% |
1.2550 |
| High |
1.2852 |
1.2865 |
0.0013 |
0.1% |
1.2929 |
| Low |
1.2790 |
1.2793 |
0.0003 |
0.0% |
1.2533 |
| Close |
1.2807 |
1.2849 |
0.0042 |
0.3% |
1.2814 |
| Range |
0.0062 |
0.0072 |
0.0010 |
16.1% |
0.0396 |
| ATR |
0.0105 |
0.0102 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
86,427 |
99,440 |
13,013 |
15.1% |
680,260 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3052 |
1.3022 |
1.2889 |
|
| R3 |
1.2980 |
1.2950 |
1.2869 |
|
| R2 |
1.2908 |
1.2908 |
1.2862 |
|
| R1 |
1.2878 |
1.2878 |
1.2856 |
1.2893 |
| PP |
1.2836 |
1.2836 |
1.2836 |
1.2843 |
| S1 |
1.2806 |
1.2806 |
1.2842 |
1.2821 |
| S2 |
1.2764 |
1.2764 |
1.2836 |
|
| S3 |
1.2692 |
1.2734 |
1.2829 |
|
| S4 |
1.2620 |
1.2662 |
1.2809 |
|
|
| 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 |
1.2881 |
1.2776 |
0.0105 |
0.8% |
0.0076 |
0.6% |
70% |
False |
False |
108,145 |
| 10 |
1.2929 |
1.2425 |
0.0504 |
3.9% |
0.0108 |
0.8% |
84% |
False |
False |
111,005 |
| 20 |
1.2929 |
1.2386 |
0.0543 |
4.2% |
0.0103 |
0.8% |
85% |
False |
False |
107,002 |
| 40 |
1.2929 |
1.2138 |
0.0791 |
6.2% |
0.0099 |
0.8% |
90% |
False |
False |
94,019 |
| 60 |
1.2929 |
1.2138 |
0.0791 |
6.2% |
0.0102 |
0.8% |
90% |
False |
False |
62,892 |
| 80 |
1.2929 |
1.2035 |
0.0894 |
7.0% |
0.0113 |
0.9% |
91% |
False |
False |
47,244 |
| 100 |
1.2929 |
1.2035 |
0.0894 |
7.0% |
0.0111 |
0.9% |
91% |
False |
False |
37,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3171 |
|
2.618 |
1.3053 |
|
1.618 |
1.2981 |
|
1.000 |
1.2937 |
|
0.618 |
1.2909 |
|
HIGH |
1.2865 |
|
0.618 |
1.2837 |
|
0.500 |
1.2829 |
|
0.382 |
1.2821 |
|
LOW |
1.2793 |
|
0.618 |
1.2749 |
|
1.000 |
1.2721 |
|
1.618 |
1.2677 |
|
2.618 |
1.2605 |
|
4.250 |
1.2487 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2842 |
1.2840 |
| PP |
1.2836 |
1.2830 |
| S1 |
1.2829 |
1.2821 |
|