CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3007 |
1.2973 |
-0.0034 |
-0.3% |
1.2907 |
| High |
1.3043 |
1.3008 |
-0.0035 |
-0.3% |
1.3059 |
| Low |
1.2962 |
1.2936 |
-0.0026 |
-0.2% |
1.2877 |
| Close |
1.2976 |
1.2958 |
-0.0018 |
-0.1% |
1.3043 |
| Range |
0.0081 |
0.0072 |
-0.0009 |
-11.1% |
0.0182 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
122,695 |
94,180 |
-28,515 |
-23.2% |
567,047 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3183 |
1.3143 |
1.2998 |
|
| R3 |
1.3111 |
1.3071 |
1.2978 |
|
| R2 |
1.3039 |
1.3039 |
1.2971 |
|
| R1 |
1.2999 |
1.2999 |
1.2965 |
1.2983 |
| PP |
1.2967 |
1.2967 |
1.2967 |
1.2960 |
| S1 |
1.2927 |
1.2927 |
1.2951 |
1.2911 |
| S2 |
1.2895 |
1.2895 |
1.2945 |
|
| S3 |
1.2823 |
1.2855 |
1.2938 |
|
| S4 |
1.2751 |
1.2783 |
1.2918 |
|
|
| 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 |
1.2898 |
0.0161 |
1.2% |
0.0100 |
0.8% |
37% |
False |
False |
115,573 |
| 10 |
1.3059 |
1.2857 |
0.0202 |
1.6% |
0.0089 |
0.7% |
50% |
False |
False |
110,108 |
| 20 |
1.3059 |
1.2846 |
0.0213 |
1.6% |
0.0082 |
0.6% |
53% |
False |
False |
100,363 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0090 |
0.7% |
85% |
False |
False |
103,520 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0093 |
0.7% |
89% |
False |
False |
97,657 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0096 |
0.7% |
89% |
False |
False |
73,454 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0107 |
0.8% |
90% |
False |
False |
58,821 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
90% |
False |
False |
49,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3314 |
|
2.618 |
1.3196 |
|
1.618 |
1.3124 |
|
1.000 |
1.3080 |
|
0.618 |
1.3052 |
|
HIGH |
1.3008 |
|
0.618 |
1.2980 |
|
0.500 |
1.2972 |
|
0.382 |
1.2964 |
|
LOW |
1.2936 |
|
0.618 |
1.2892 |
|
1.000 |
1.2864 |
|
1.618 |
1.2820 |
|
2.618 |
1.2748 |
|
4.250 |
1.2630 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.2995 |
| PP |
1.2967 |
1.2982 |
| S1 |
1.2963 |
1.2970 |
|