CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2955 |
1.2881 |
-0.0074 |
-0.6% |
1.2842 |
| High |
1.2965 |
1.2948 |
-0.0017 |
-0.1% |
1.2983 |
| Low |
1.2879 |
1.2846 |
-0.0033 |
-0.3% |
1.2790 |
| Close |
1.2904 |
1.2935 |
0.0031 |
0.2% |
1.2964 |
| Range |
0.0086 |
0.0102 |
0.0016 |
18.6% |
0.0193 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.8% |
0.0000 |
| Volume |
97,699 |
90,499 |
-7,200 |
-7.4% |
529,579 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3216 |
1.3177 |
1.2991 |
|
| R3 |
1.3114 |
1.3075 |
1.2963 |
|
| R2 |
1.3012 |
1.3012 |
1.2954 |
|
| R1 |
1.2973 |
1.2973 |
1.2944 |
1.2993 |
| PP |
1.2910 |
1.2910 |
1.2910 |
1.2919 |
| S1 |
1.2871 |
1.2871 |
1.2926 |
1.2891 |
| S2 |
1.2808 |
1.2808 |
1.2916 |
|
| S3 |
1.2706 |
1.2769 |
1.2907 |
|
| S4 |
1.2604 |
1.2667 |
1.2879 |
|
|
| 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 |
1.2846 |
0.0137 |
1.1% |
0.0081 |
0.6% |
65% |
False |
True |
91,458 |
| 10 |
1.2983 |
1.2776 |
0.0207 |
1.6% |
0.0075 |
0.6% |
77% |
False |
False |
95,013 |
| 20 |
1.2983 |
1.2386 |
0.0597 |
4.6% |
0.0093 |
0.7% |
92% |
False |
False |
102,196 |
| 40 |
1.2983 |
1.2138 |
0.0845 |
6.5% |
0.0097 |
0.8% |
94% |
False |
False |
104,998 |
| 60 |
1.2983 |
1.2138 |
0.0845 |
6.5% |
0.0095 |
0.7% |
94% |
False |
False |
73,937 |
| 80 |
1.2983 |
1.2035 |
0.0948 |
7.3% |
0.0108 |
0.8% |
95% |
False |
False |
55,545 |
| 100 |
1.2983 |
1.2035 |
0.0948 |
7.3% |
0.0108 |
0.8% |
95% |
False |
False |
44,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3382 |
|
2.618 |
1.3215 |
|
1.618 |
1.3113 |
|
1.000 |
1.3050 |
|
0.618 |
1.3011 |
|
HIGH |
1.2948 |
|
0.618 |
1.2909 |
|
0.500 |
1.2897 |
|
0.382 |
1.2885 |
|
LOW |
1.2846 |
|
0.618 |
1.2783 |
|
1.000 |
1.2744 |
|
1.618 |
1.2681 |
|
2.618 |
1.2579 |
|
4.250 |
1.2413 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2922 |
1.2925 |
| PP |
1.2910 |
1.2915 |
| S1 |
1.2897 |
1.2906 |
|