CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2959 |
1.2901 |
-0.0058 |
-0.4% |
1.2842 |
| High |
1.2963 |
1.2958 |
-0.0005 |
0.0% |
1.2983 |
| Low |
1.2900 |
1.2882 |
-0.0018 |
-0.1% |
1.2790 |
| Close |
1.2921 |
1.2948 |
0.0027 |
0.2% |
1.2964 |
| Range |
0.0063 |
0.0076 |
0.0013 |
20.6% |
0.0193 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
45,151 |
88,216 |
43,065 |
95.4% |
529,579 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3157 |
1.3129 |
1.2990 |
|
| R3 |
1.3081 |
1.3053 |
1.2969 |
|
| R2 |
1.3005 |
1.3005 |
1.2962 |
|
| R1 |
1.2977 |
1.2977 |
1.2955 |
1.2991 |
| PP |
1.2929 |
1.2929 |
1.2929 |
1.2937 |
| S1 |
1.2901 |
1.2901 |
1.2941 |
1.2915 |
| S2 |
1.2853 |
1.2853 |
1.2934 |
|
| S3 |
1.2777 |
1.2825 |
1.2927 |
|
| S4 |
1.2701 |
1.2749 |
1.2906 |
|
|
| 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 |
1.2824 |
0.0159 |
1.2% |
0.0070 |
0.5% |
78% |
False |
False |
95,415 |
| 10 |
1.2983 |
1.2776 |
0.0207 |
1.6% |
0.0073 |
0.6% |
83% |
False |
False |
101,780 |
| 20 |
1.2983 |
1.2386 |
0.0597 |
4.6% |
0.0091 |
0.7% |
94% |
False |
False |
102,131 |
| 40 |
1.2983 |
1.2138 |
0.0845 |
6.5% |
0.0097 |
0.7% |
96% |
False |
False |
103,908 |
| 60 |
1.2983 |
1.2138 |
0.0845 |
6.5% |
0.0096 |
0.7% |
96% |
False |
False |
70,812 |
| 80 |
1.2983 |
1.2035 |
0.0948 |
7.3% |
0.0110 |
0.8% |
96% |
False |
False |
53,196 |
| 100 |
1.2983 |
1.2035 |
0.0948 |
7.3% |
0.0109 |
0.8% |
96% |
False |
False |
42,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3281 |
|
2.618 |
1.3157 |
|
1.618 |
1.3081 |
|
1.000 |
1.3034 |
|
0.618 |
1.3005 |
|
HIGH |
1.2958 |
|
0.618 |
1.2929 |
|
0.500 |
1.2920 |
|
0.382 |
1.2911 |
|
LOW |
1.2882 |
|
0.618 |
1.2835 |
|
1.000 |
1.2806 |
|
1.618 |
1.2759 |
|
2.618 |
1.2683 |
|
4.250 |
1.2559 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2939 |
1.2943 |
| PP |
1.2929 |
1.2938 |
| S1 |
1.2920 |
1.2933 |
|