CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2901 |
1.2907 |
0.0006 |
0.0% |
1.2998 |
| High |
1.2912 |
1.2953 |
0.0041 |
0.3% |
1.3002 |
| Low |
1.2857 |
1.2894 |
0.0037 |
0.3% |
1.2857 |
| Close |
1.2892 |
1.2907 |
0.0015 |
0.1% |
1.2892 |
| Range |
0.0055 |
0.0059 |
0.0004 |
7.3% |
0.0145 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
89,050 |
72,253 |
-16,797 |
-18.9% |
470,749 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3095 |
1.3060 |
1.2939 |
|
| R3 |
1.3036 |
1.3001 |
1.2923 |
|
| R2 |
1.2977 |
1.2977 |
1.2918 |
|
| R1 |
1.2942 |
1.2942 |
1.2912 |
1.2937 |
| PP |
1.2918 |
1.2918 |
1.2918 |
1.2915 |
| S1 |
1.2883 |
1.2883 |
1.2902 |
1.2878 |
| S2 |
1.2859 |
1.2859 |
1.2896 |
|
| S3 |
1.2800 |
1.2824 |
1.2891 |
|
| S4 |
1.2741 |
1.2765 |
1.2875 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3352 |
1.3267 |
1.2972 |
|
| R3 |
1.3207 |
1.3122 |
1.2932 |
|
| R2 |
1.3062 |
1.3062 |
1.2919 |
|
| R1 |
1.2977 |
1.2977 |
1.2905 |
1.2947 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2902 |
| S1 |
1.2832 |
1.2832 |
1.2879 |
1.2802 |
| S2 |
1.2772 |
1.2772 |
1.2865 |
|
| S3 |
1.2627 |
1.2687 |
1.2852 |
|
| S4 |
1.2482 |
1.2542 |
1.2812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3002 |
1.2857 |
0.0145 |
1.1% |
0.0066 |
0.5% |
34% |
False |
False |
94,606 |
| 10 |
1.3004 |
1.2846 |
0.0158 |
1.2% |
0.0074 |
0.6% |
39% |
False |
False |
90,364 |
| 20 |
1.3004 |
1.2533 |
0.0471 |
3.6% |
0.0090 |
0.7% |
79% |
False |
False |
105,732 |
| 40 |
1.3004 |
1.2365 |
0.0639 |
5.0% |
0.0092 |
0.7% |
85% |
False |
False |
100,551 |
| 60 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0094 |
0.7% |
89% |
False |
False |
84,351 |
| 80 |
1.3004 |
1.2138 |
0.0866 |
6.7% |
0.0099 |
0.8% |
89% |
False |
False |
63,346 |
| 100 |
1.3004 |
1.2035 |
0.0969 |
7.5% |
0.0105 |
0.8% |
90% |
False |
False |
50,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3204 |
|
2.618 |
1.3107 |
|
1.618 |
1.3048 |
|
1.000 |
1.3012 |
|
0.618 |
1.2989 |
|
HIGH |
1.2953 |
|
0.618 |
1.2930 |
|
0.500 |
1.2924 |
|
0.382 |
1.2917 |
|
LOW |
1.2894 |
|
0.618 |
1.2858 |
|
1.000 |
1.2835 |
|
1.618 |
1.2799 |
|
2.618 |
1.2740 |
|
4.250 |
1.2643 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2924 |
1.2909 |
| PP |
1.2918 |
1.2908 |
| S1 |
1.2913 |
1.2908 |
|