CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2998 |
1.2955 |
-0.0043 |
-0.3% |
1.2959 |
| High |
1.3002 |
1.2976 |
-0.0026 |
-0.2% |
1.3004 |
| Low |
1.2944 |
1.2918 |
-0.0026 |
-0.2% |
1.2846 |
| Close |
1.2958 |
1.2940 |
-0.0018 |
-0.1% |
1.2988 |
| Range |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0158 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
69,971 |
87,556 |
17,585 |
25.1% |
405,795 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3119 |
1.3087 |
1.2972 |
|
| R3 |
1.3061 |
1.3029 |
1.2956 |
|
| R2 |
1.3003 |
1.3003 |
1.2951 |
|
| R1 |
1.2971 |
1.2971 |
1.2945 |
1.2958 |
| PP |
1.2945 |
1.2945 |
1.2945 |
1.2938 |
| S1 |
1.2913 |
1.2913 |
1.2935 |
1.2900 |
| S2 |
1.2887 |
1.2887 |
1.2929 |
|
| S3 |
1.2829 |
1.2855 |
1.2924 |
|
| S4 |
1.2771 |
1.2797 |
1.2908 |
|
|
| 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% |
0.0079 |
0.6% |
59% |
False |
False |
85,991 |
| 10 |
1.3004 |
1.2824 |
0.0180 |
1.4% |
0.0075 |
0.6% |
64% |
False |
False |
90,703 |
| 20 |
1.3004 |
1.2425 |
0.0579 |
4.5% |
0.0092 |
0.7% |
89% |
False |
False |
100,854 |
| 40 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0097 |
0.8% |
93% |
False |
False |
102,258 |
| 60 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0094 |
0.7% |
93% |
False |
False |
77,951 |
| 80 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0105 |
0.8% |
93% |
False |
False |
58,560 |
| 100 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0109 |
0.8% |
93% |
False |
False |
46,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3223 |
|
2.618 |
1.3128 |
|
1.618 |
1.3070 |
|
1.000 |
1.3034 |
|
0.618 |
1.3012 |
|
HIGH |
1.2976 |
|
0.618 |
1.2954 |
|
0.500 |
1.2947 |
|
0.382 |
1.2940 |
|
LOW |
1.2918 |
|
0.618 |
1.2882 |
|
1.000 |
1.2860 |
|
1.618 |
1.2824 |
|
2.618 |
1.2766 |
|
4.250 |
1.2672 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2947 |
1.2959 |
| PP |
1.2945 |
1.2953 |
| S1 |
1.2942 |
1.2946 |
|