CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2901 |
1.2955 |
0.0054 |
0.4% |
1.2842 |
| High |
1.2958 |
1.2965 |
0.0007 |
0.1% |
1.2983 |
| Low |
1.2882 |
1.2879 |
-0.0003 |
0.0% |
1.2790 |
| Close |
1.2948 |
1.2904 |
-0.0044 |
-0.3% |
1.2964 |
| Range |
0.0076 |
0.0086 |
0.0010 |
13.2% |
0.0193 |
| ATR |
0.0093 |
0.0092 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
88,216 |
97,699 |
9,483 |
10.7% |
529,579 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3174 |
1.3125 |
1.2951 |
|
| R3 |
1.3088 |
1.3039 |
1.2928 |
|
| R2 |
1.3002 |
1.3002 |
1.2920 |
|
| R1 |
1.2953 |
1.2953 |
1.2912 |
1.2935 |
| PP |
1.2916 |
1.2916 |
1.2916 |
1.2907 |
| S1 |
1.2867 |
1.2867 |
1.2896 |
1.2849 |
| S2 |
1.2830 |
1.2830 |
1.2888 |
|
| S3 |
1.2744 |
1.2781 |
1.2880 |
|
| S4 |
1.2658 |
1.2695 |
1.2857 |
|
|
| 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 |
1.2857 |
0.0126 |
1.0% |
0.0076 |
0.6% |
37% |
False |
False |
95,817 |
| 10 |
1.2983 |
1.2776 |
0.0207 |
1.6% |
0.0072 |
0.6% |
62% |
False |
False |
96,060 |
| 20 |
1.2983 |
1.2386 |
0.0597 |
4.6% |
0.0091 |
0.7% |
87% |
False |
False |
102,490 |
| 40 |
1.2983 |
1.2138 |
0.0845 |
6.5% |
0.0097 |
0.7% |
91% |
False |
False |
105,498 |
| 60 |
1.2983 |
1.2138 |
0.0845 |
6.5% |
0.0096 |
0.7% |
91% |
False |
False |
72,438 |
| 80 |
1.2983 |
1.2035 |
0.0948 |
7.3% |
0.0109 |
0.8% |
92% |
False |
False |
54,415 |
| 100 |
1.2983 |
1.2035 |
0.0948 |
7.3% |
0.0109 |
0.8% |
92% |
False |
False |
43,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3331 |
|
2.618 |
1.3190 |
|
1.618 |
1.3104 |
|
1.000 |
1.3051 |
|
0.618 |
1.3018 |
|
HIGH |
1.2965 |
|
0.618 |
1.2932 |
|
0.500 |
1.2922 |
|
0.382 |
1.2912 |
|
LOW |
1.2879 |
|
0.618 |
1.2826 |
|
1.000 |
1.2793 |
|
1.618 |
1.2740 |
|
2.618 |
1.2654 |
|
4.250 |
1.2514 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2922 |
1.2922 |
| PP |
1.2916 |
1.2916 |
| S1 |
1.2910 |
1.2910 |
|