CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2955 |
1.2951 |
-0.0004 |
0.0% |
1.2959 |
| High |
1.2976 |
1.3002 |
0.0026 |
0.2% |
1.3004 |
| Low |
1.2918 |
1.2942 |
0.0024 |
0.2% |
1.2846 |
| Close |
1.2940 |
1.2956 |
0.0016 |
0.1% |
1.2988 |
| Range |
0.0058 |
0.0060 |
0.0002 |
3.4% |
0.0158 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
87,556 |
94,848 |
7,292 |
8.3% |
405,795 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3147 |
1.3111 |
1.2989 |
|
| R3 |
1.3087 |
1.3051 |
1.2973 |
|
| R2 |
1.3027 |
1.3027 |
1.2967 |
|
| R1 |
1.2991 |
1.2991 |
1.2962 |
1.3009 |
| PP |
1.2967 |
1.2967 |
1.2967 |
1.2976 |
| S1 |
1.2931 |
1.2931 |
1.2951 |
1.2949 |
| S2 |
1.2907 |
1.2907 |
1.2945 |
|
| S3 |
1.2847 |
1.2871 |
1.2940 |
|
| S4 |
1.2787 |
1.2811 |
1.2923 |
|
|
| 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% |
0.0074 |
0.6% |
70% |
False |
False |
85,420 |
| 10 |
1.3004 |
1.2846 |
0.0158 |
1.2% |
0.0075 |
0.6% |
70% |
False |
False |
90,619 |
| 20 |
1.3004 |
1.2500 |
0.0504 |
3.9% |
0.0090 |
0.7% |
90% |
False |
False |
101,109 |
| 40 |
1.3004 |
1.2177 |
0.0827 |
6.4% |
0.0096 |
0.7% |
94% |
False |
False |
102,033 |
| 60 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0094 |
0.7% |
94% |
False |
False |
79,531 |
| 80 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0104 |
0.8% |
95% |
False |
False |
59,743 |
| 100 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0107 |
0.8% |
95% |
False |
False |
47,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3257 |
|
2.618 |
1.3159 |
|
1.618 |
1.3099 |
|
1.000 |
1.3062 |
|
0.618 |
1.3039 |
|
HIGH |
1.3002 |
|
0.618 |
1.2979 |
|
0.500 |
1.2972 |
|
0.382 |
1.2965 |
|
LOW |
1.2942 |
|
0.618 |
1.2905 |
|
1.000 |
1.2882 |
|
1.618 |
1.2845 |
|
2.618 |
1.2785 |
|
4.250 |
1.2687 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.2960 |
| PP |
1.2967 |
1.2959 |
| S1 |
1.2961 |
1.2957 |
|