CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 01-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2922 |
1.2959 |
0.0037 |
0.3% |
1.2842 |
| High |
1.2983 |
1.2963 |
-0.0020 |
-0.2% |
1.2983 |
| Low |
1.2906 |
1.2900 |
-0.0006 |
0.0% |
1.2790 |
| Close |
1.2964 |
1.2921 |
-0.0043 |
-0.3% |
1.2964 |
| Range |
0.0077 |
0.0063 |
-0.0014 |
-18.2% |
0.0193 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
135,726 |
45,151 |
-90,575 |
-66.7% |
529,579 |
|
| Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3117 |
1.3082 |
1.2956 |
|
| R3 |
1.3054 |
1.3019 |
1.2938 |
|
| R2 |
1.2991 |
1.2991 |
1.2933 |
|
| R1 |
1.2956 |
1.2956 |
1.2927 |
1.2942 |
| PP |
1.2928 |
1.2928 |
1.2928 |
1.2921 |
| S1 |
1.2893 |
1.2893 |
1.2915 |
1.2879 |
| S2 |
1.2865 |
1.2865 |
1.2909 |
|
| S3 |
1.2802 |
1.2830 |
1.2904 |
|
| S4 |
1.2739 |
1.2767 |
1.2886 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3491 |
1.3421 |
1.3070 |
|
| R3 |
1.3298 |
1.3228 |
1.3017 |
|
| R2 |
1.3105 |
1.3105 |
1.2999 |
|
| R1 |
1.3035 |
1.3035 |
1.2982 |
1.3070 |
| PP |
1.2912 |
1.2912 |
1.2912 |
1.2930 |
| S1 |
1.2842 |
1.2842 |
1.2946 |
1.2877 |
| S2 |
1.2719 |
1.2719 |
1.2929 |
|
| S3 |
1.2526 |
1.2649 |
1.2911 |
|
| S4 |
1.2333 |
1.2456 |
1.2858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2983 |
1.2793 |
0.0190 |
1.5% |
0.0070 |
0.5% |
67% |
False |
False |
97,660 |
| 10 |
1.2983 |
1.2533 |
0.0450 |
3.5% |
0.0105 |
0.8% |
86% |
False |
False |
121,101 |
| 20 |
1.2983 |
1.2386 |
0.0597 |
4.6% |
0.0092 |
0.7% |
90% |
False |
False |
102,301 |
| 40 |
1.2983 |
1.2138 |
0.0845 |
6.5% |
0.0097 |
0.7% |
93% |
False |
False |
102,968 |
| 60 |
1.2983 |
1.2138 |
0.0845 |
6.5% |
0.0096 |
0.7% |
93% |
False |
False |
69,346 |
| 80 |
1.2983 |
1.2035 |
0.0948 |
7.3% |
0.0111 |
0.9% |
93% |
False |
False |
52,094 |
| 100 |
1.2983 |
1.2035 |
0.0948 |
7.3% |
0.0109 |
0.8% |
93% |
False |
False |
41,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3231 |
|
2.618 |
1.3128 |
|
1.618 |
1.3065 |
|
1.000 |
1.3026 |
|
0.618 |
1.3002 |
|
HIGH |
1.2963 |
|
0.618 |
1.2939 |
|
0.500 |
1.2932 |
|
0.382 |
1.2924 |
|
LOW |
1.2900 |
|
0.618 |
1.2861 |
|
1.000 |
1.2837 |
|
1.618 |
1.2798 |
|
2.618 |
1.2735 |
|
4.250 |
1.2632 |
|
|
| Fisher Pivots for day following 01-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2932 |
1.2921 |
| PP |
1.2928 |
1.2920 |
| S1 |
1.2925 |
1.2920 |
|