CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2987 |
1.2948 |
-0.0039 |
-0.3% |
1.2907 |
| High |
1.3059 |
1.3052 |
-0.0007 |
-0.1% |
1.3059 |
| Low |
1.2898 |
1.2943 |
0.0045 |
0.3% |
1.2877 |
| Close |
1.2952 |
1.3043 |
0.0091 |
0.7% |
1.3043 |
| Range |
0.0161 |
0.0109 |
-0.0052 |
-32.3% |
0.0182 |
| ATR |
0.0089 |
0.0091 |
0.0001 |
1.6% |
0.0000 |
| Volume |
166,294 |
95,910 |
-70,384 |
-42.3% |
567,047 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3340 |
1.3300 |
1.3103 |
|
| R3 |
1.3231 |
1.3191 |
1.3073 |
|
| R2 |
1.3122 |
1.3122 |
1.3063 |
|
| R1 |
1.3082 |
1.3082 |
1.3053 |
1.3102 |
| PP |
1.3013 |
1.3013 |
1.3013 |
1.3023 |
| S1 |
1.2973 |
1.2973 |
1.3033 |
1.2993 |
| S2 |
1.2904 |
1.2904 |
1.3023 |
|
| S3 |
1.2795 |
1.2864 |
1.3013 |
|
| S4 |
1.2686 |
1.2755 |
1.2983 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3539 |
1.3473 |
1.3143 |
|
| R3 |
1.3357 |
1.3291 |
1.3093 |
|
| R2 |
1.3175 |
1.3175 |
1.3076 |
|
| R1 |
1.3109 |
1.3109 |
1.3060 |
1.3142 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.3010 |
| S1 |
1.2927 |
1.2927 |
1.3026 |
1.2960 |
| S2 |
1.2811 |
1.2811 |
1.3010 |
|
| S3 |
1.2629 |
1.2745 |
1.2993 |
|
| S4 |
1.2447 |
1.2563 |
1.2943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3059 |
1.2877 |
0.0182 |
1.4% |
0.0102 |
0.8% |
91% |
False |
False |
113,409 |
| 10 |
1.3059 |
1.2857 |
0.0202 |
1.5% |
0.0084 |
0.6% |
92% |
False |
False |
103,779 |
| 20 |
1.3059 |
1.2790 |
0.0269 |
2.1% |
0.0080 |
0.6% |
94% |
False |
False |
98,658 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0093 |
0.7% |
98% |
False |
False |
102,311 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0094 |
0.7% |
98% |
False |
False |
92,550 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0098 |
0.7% |
98% |
False |
False |
69,517 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
98% |
False |
False |
55,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3515 |
|
2.618 |
1.3337 |
|
1.618 |
1.3228 |
|
1.000 |
1.3161 |
|
0.618 |
1.3119 |
|
HIGH |
1.3052 |
|
0.618 |
1.3010 |
|
0.500 |
1.2998 |
|
0.382 |
1.2985 |
|
LOW |
1.2943 |
|
0.618 |
1.2876 |
|
1.000 |
1.2834 |
|
1.618 |
1.2767 |
|
2.618 |
1.2658 |
|
4.250 |
1.2480 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3022 |
| PP |
1.3013 |
1.3000 |
| S1 |
1.2998 |
1.2979 |
|