CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 05-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2881 |
1.2932 |
0.0051 |
0.4% |
1.2959 |
| High |
1.2948 |
1.3004 |
0.0056 |
0.4% |
1.3004 |
| Low |
1.2846 |
1.2914 |
0.0068 |
0.5% |
1.2846 |
| Close |
1.2935 |
1.2988 |
0.0053 |
0.4% |
1.2988 |
| Range |
0.0102 |
0.0090 |
-0.0012 |
-11.8% |
0.0158 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
90,499 |
84,230 |
-6,269 |
-6.9% |
405,795 |
|
| Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3239 |
1.3203 |
1.3038 |
|
| R3 |
1.3149 |
1.3113 |
1.3013 |
|
| R2 |
1.3059 |
1.3059 |
1.3005 |
|
| R1 |
1.3023 |
1.3023 |
1.2996 |
1.3041 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2978 |
| S1 |
1.2933 |
1.2933 |
1.2980 |
1.2951 |
| S2 |
1.2879 |
1.2879 |
1.2972 |
|
| S3 |
1.2789 |
1.2843 |
1.2963 |
|
| S4 |
1.2699 |
1.2753 |
1.2939 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3420 |
1.3362 |
1.3075 |
|
| R3 |
1.3262 |
1.3204 |
1.3031 |
|
| R2 |
1.3104 |
1.3104 |
1.3017 |
|
| R1 |
1.3046 |
1.3046 |
1.3002 |
1.3075 |
| PP |
1.2946 |
1.2946 |
1.2946 |
1.2961 |
| S1 |
1.2888 |
1.2888 |
1.2974 |
1.2917 |
| S2 |
1.2788 |
1.2788 |
1.2959 |
|
| S3 |
1.2630 |
1.2730 |
1.2945 |
|
| S4 |
1.2472 |
1.2572 |
1.2901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3004 |
1.2846 |
0.0158 |
1.2% |
0.0083 |
0.6% |
90% |
True |
False |
81,159 |
| 10 |
1.3004 |
1.2790 |
0.0214 |
1.6% |
0.0076 |
0.6% |
93% |
True |
False |
93,537 |
| 20 |
1.3004 |
1.2386 |
0.0618 |
4.8% |
0.0095 |
0.7% |
97% |
True |
False |
102,341 |
| 40 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0098 |
0.8% |
98% |
True |
False |
104,001 |
| 60 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0095 |
0.7% |
98% |
True |
False |
75,337 |
| 80 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0109 |
0.8% |
98% |
True |
False |
56,597 |
| 100 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0108 |
0.8% |
98% |
True |
False |
45,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3387 |
|
2.618 |
1.3240 |
|
1.618 |
1.3150 |
|
1.000 |
1.3094 |
|
0.618 |
1.3060 |
|
HIGH |
1.3004 |
|
0.618 |
1.2970 |
|
0.500 |
1.2959 |
|
0.382 |
1.2948 |
|
LOW |
1.2914 |
|
0.618 |
1.2858 |
|
1.000 |
1.2824 |
|
1.618 |
1.2768 |
|
2.618 |
1.2678 |
|
4.250 |
1.2532 |
|
|
| Fisher Pivots for day following 05-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2978 |
1.2967 |
| PP |
1.2969 |
1.2946 |
| S1 |
1.2959 |
1.2925 |
|