CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2929 |
1.2987 |
0.0058 |
0.4% |
1.2998 |
| High |
1.3003 |
1.3059 |
0.0056 |
0.4% |
1.3002 |
| Low |
1.2917 |
1.2898 |
-0.0019 |
-0.1% |
1.2857 |
| Close |
1.2967 |
1.2952 |
-0.0015 |
-0.1% |
1.2892 |
| Range |
0.0086 |
0.0161 |
0.0075 |
87.2% |
0.0145 |
| ATR |
0.0084 |
0.0089 |
0.0006 |
6.6% |
0.0000 |
| Volume |
120,020 |
166,294 |
46,274 |
38.6% |
470,749 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3453 |
1.3363 |
1.3041 |
|
| R3 |
1.3292 |
1.3202 |
1.2996 |
|
| R2 |
1.3131 |
1.3131 |
1.2982 |
|
| R1 |
1.3041 |
1.3041 |
1.2967 |
1.3006 |
| PP |
1.2970 |
1.2970 |
1.2970 |
1.2952 |
| S1 |
1.2880 |
1.2880 |
1.2937 |
1.2845 |
| S2 |
1.2809 |
1.2809 |
1.2922 |
|
| S3 |
1.2648 |
1.2719 |
1.2908 |
|
| S4 |
1.2487 |
1.2558 |
1.2863 |
|
|
| 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 |
1.3059 |
1.2857 |
0.0202 |
1.6% |
0.0091 |
0.7% |
47% |
True |
False |
112,037 |
| 10 |
1.3059 |
1.2857 |
0.0202 |
1.6% |
0.0082 |
0.6% |
47% |
True |
False |
102,611 |
| 20 |
1.3059 |
1.2776 |
0.0283 |
2.2% |
0.0079 |
0.6% |
62% |
True |
False |
98,812 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0092 |
0.7% |
84% |
True |
False |
102,315 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0095 |
0.7% |
88% |
True |
False |
90,977 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0098 |
0.8% |
88% |
True |
False |
68,326 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
90% |
True |
False |
54,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3743 |
|
2.618 |
1.3480 |
|
1.618 |
1.3319 |
|
1.000 |
1.3220 |
|
0.618 |
1.3158 |
|
HIGH |
1.3059 |
|
0.618 |
1.2997 |
|
0.500 |
1.2979 |
|
0.382 |
1.2960 |
|
LOW |
1.2898 |
|
0.618 |
1.2799 |
|
1.000 |
1.2737 |
|
1.618 |
1.2638 |
|
2.618 |
1.2477 |
|
4.250 |
1.2214 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2979 |
1.2968 |
| PP |
1.2970 |
1.2963 |
| S1 |
1.2961 |
1.2957 |
|