CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2951 |
1.2949 |
-0.0002 |
0.0% |
1.2959 |
| High |
1.3002 |
1.2961 |
-0.0041 |
-0.3% |
1.3004 |
| Low |
1.2942 |
1.2862 |
-0.0080 |
-0.6% |
1.2846 |
| Close |
1.2956 |
1.2904 |
-0.0052 |
-0.4% |
1.2988 |
| Range |
0.0060 |
0.0099 |
0.0039 |
65.0% |
0.0158 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.1% |
0.0000 |
| Volume |
94,848 |
129,324 |
34,476 |
36.3% |
405,795 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3206 |
1.3154 |
1.2958 |
|
| R3 |
1.3107 |
1.3055 |
1.2931 |
|
| R2 |
1.3008 |
1.3008 |
1.2922 |
|
| R1 |
1.2956 |
1.2956 |
1.2913 |
1.2933 |
| PP |
1.2909 |
1.2909 |
1.2909 |
1.2897 |
| S1 |
1.2857 |
1.2857 |
1.2895 |
1.2834 |
| S2 |
1.2810 |
1.2810 |
1.2886 |
|
| S3 |
1.2711 |
1.2758 |
1.2877 |
|
| S4 |
1.2612 |
1.2659 |
1.2850 |
|
|
| 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 |
1.2862 |
0.0142 |
1.1% |
0.0073 |
0.6% |
30% |
False |
True |
93,185 |
| 10 |
1.3004 |
1.2846 |
0.0158 |
1.2% |
0.0077 |
0.6% |
37% |
False |
False |
92,322 |
| 20 |
1.3004 |
1.2520 |
0.0484 |
3.8% |
0.0091 |
0.7% |
79% |
False |
False |
103,555 |
| 40 |
1.3004 |
1.2271 |
0.0733 |
5.7% |
0.0094 |
0.7% |
86% |
False |
False |
102,167 |
| 60 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0094 |
0.7% |
88% |
False |
False |
81,678 |
| 80 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0100 |
0.8% |
88% |
False |
False |
61,340 |
| 100 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0107 |
0.8% |
90% |
False |
False |
49,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3382 |
|
2.618 |
1.3220 |
|
1.618 |
1.3121 |
|
1.000 |
1.3060 |
|
0.618 |
1.3022 |
|
HIGH |
1.2961 |
|
0.618 |
1.2923 |
|
0.500 |
1.2912 |
|
0.382 |
1.2900 |
|
LOW |
1.2862 |
|
0.618 |
1.2801 |
|
1.000 |
1.2763 |
|
1.618 |
1.2702 |
|
2.618 |
1.2603 |
|
4.250 |
1.2441 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2912 |
1.2932 |
| PP |
1.2909 |
1.2923 |
| S1 |
1.2907 |
1.2913 |
|