CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2948 |
1.3032 |
0.0084 |
0.6% |
1.2907 |
| High |
1.3052 |
1.3053 |
0.0001 |
0.0% |
1.3059 |
| Low |
1.2943 |
1.2976 |
0.0033 |
0.3% |
1.2877 |
| Close |
1.3043 |
1.3006 |
-0.0037 |
-0.3% |
1.3043 |
| Range |
0.0109 |
0.0077 |
-0.0032 |
-29.4% |
0.0182 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
95,910 |
98,789 |
2,879 |
3.0% |
567,047 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3243 |
1.3201 |
1.3048 |
|
| R3 |
1.3166 |
1.3124 |
1.3027 |
|
| R2 |
1.3089 |
1.3089 |
1.3020 |
|
| R1 |
1.3047 |
1.3047 |
1.3013 |
1.3030 |
| PP |
1.3012 |
1.3012 |
1.3012 |
1.3003 |
| S1 |
1.2970 |
1.2970 |
1.2999 |
1.2953 |
| S2 |
1.2935 |
1.2935 |
1.2992 |
|
| S3 |
1.2858 |
1.2893 |
1.2985 |
|
| S4 |
1.2781 |
1.2816 |
1.2964 |
|
|
| 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% |
0.0105 |
0.8% |
71% |
False |
False |
118,716 |
| 10 |
1.3059 |
1.2857 |
0.0202 |
1.6% |
0.0086 |
0.7% |
74% |
False |
False |
106,661 |
| 20 |
1.3059 |
1.2793 |
0.0266 |
2.0% |
0.0081 |
0.6% |
80% |
False |
False |
99,276 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0094 |
0.7% |
92% |
False |
False |
103,065 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0093 |
0.7% |
94% |
False |
False |
94,175 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0097 |
0.7% |
94% |
False |
False |
70,748 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0107 |
0.8% |
95% |
False |
False |
56,656 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0107 |
0.8% |
95% |
False |
False |
47,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3380 |
|
2.618 |
1.3255 |
|
1.618 |
1.3178 |
|
1.000 |
1.3130 |
|
0.618 |
1.3101 |
|
HIGH |
1.3053 |
|
0.618 |
1.3024 |
|
0.500 |
1.3015 |
|
0.382 |
1.3005 |
|
LOW |
1.2976 |
|
0.618 |
1.2928 |
|
1.000 |
1.2899 |
|
1.618 |
1.2851 |
|
2.618 |
1.2774 |
|
4.250 |
1.2649 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3015 |
1.2997 |
| PP |
1.3012 |
1.2988 |
| S1 |
1.3009 |
1.2979 |
|