CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2810 |
1.2855 |
0.0045 |
0.4% |
1.2550 |
| High |
1.2865 |
1.2882 |
0.0017 |
0.1% |
1.2929 |
| Low |
1.2793 |
1.2824 |
0.0031 |
0.2% |
1.2533 |
| Close |
1.2849 |
1.2862 |
0.0013 |
0.1% |
1.2814 |
| Range |
0.0072 |
0.0058 |
-0.0014 |
-19.4% |
0.0396 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
99,440 |
95,692 |
-3,748 |
-3.8% |
680,260 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3030 |
1.3004 |
1.2894 |
|
| R3 |
1.2972 |
1.2946 |
1.2878 |
|
| R2 |
1.2914 |
1.2914 |
1.2873 |
|
| R1 |
1.2888 |
1.2888 |
1.2867 |
1.2901 |
| PP |
1.2856 |
1.2856 |
1.2856 |
1.2863 |
| S1 |
1.2830 |
1.2830 |
1.2857 |
1.2843 |
| S2 |
1.2798 |
1.2798 |
1.2851 |
|
| S3 |
1.2740 |
1.2772 |
1.2846 |
|
| S4 |
1.2682 |
1.2714 |
1.2830 |
|
|
| 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 |
1.2882 |
1.2776 |
0.0106 |
0.8% |
0.0069 |
0.5% |
81% |
True |
False |
96,304 |
| 10 |
1.2929 |
1.2500 |
0.0429 |
3.3% |
0.0105 |
0.8% |
84% |
False |
False |
111,599 |
| 20 |
1.2929 |
1.2386 |
0.0543 |
4.2% |
0.0099 |
0.8% |
88% |
False |
False |
106,676 |
| 40 |
1.2929 |
1.2138 |
0.0791 |
6.1% |
0.0098 |
0.8% |
92% |
False |
False |
96,303 |
| 60 |
1.2929 |
1.2138 |
0.0791 |
6.1% |
0.0101 |
0.8% |
92% |
False |
False |
64,484 |
| 80 |
1.2929 |
1.2035 |
0.0894 |
7.0% |
0.0113 |
0.9% |
93% |
False |
False |
48,436 |
| 100 |
1.2929 |
1.2035 |
0.0894 |
7.0% |
0.0111 |
0.9% |
93% |
False |
False |
38,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3129 |
|
2.618 |
1.3034 |
|
1.618 |
1.2976 |
|
1.000 |
1.2940 |
|
0.618 |
1.2918 |
|
HIGH |
1.2882 |
|
0.618 |
1.2860 |
|
0.500 |
1.2853 |
|
0.382 |
1.2846 |
|
LOW |
1.2824 |
|
0.618 |
1.2788 |
|
1.000 |
1.2766 |
|
1.618 |
1.2730 |
|
2.618 |
1.2672 |
|
4.250 |
1.2578 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2859 |
1.2853 |
| PP |
1.2856 |
1.2845 |
| S1 |
1.2853 |
1.2836 |
|