CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2973 |
1.2977 |
0.0004 |
0.0% |
1.2907 |
| High |
1.3008 |
1.3023 |
0.0015 |
0.1% |
1.3059 |
| Low |
1.2936 |
1.2940 |
0.0004 |
0.0% |
1.2877 |
| Close |
1.2958 |
1.2945 |
-0.0013 |
-0.1% |
1.3043 |
| Range |
0.0072 |
0.0083 |
0.0011 |
15.3% |
0.0182 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
94,180 |
79,960 |
-14,220 |
-15.1% |
567,047 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3218 |
1.3165 |
1.2991 |
|
| R3 |
1.3135 |
1.3082 |
1.2968 |
|
| R2 |
1.3052 |
1.3052 |
1.2960 |
|
| R1 |
1.2999 |
1.2999 |
1.2953 |
1.2984 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2962 |
| S1 |
1.2916 |
1.2916 |
1.2937 |
1.2901 |
| S2 |
1.2886 |
1.2886 |
1.2930 |
|
| S3 |
1.2803 |
1.2833 |
1.2922 |
|
| S4 |
1.2720 |
1.2750 |
1.2899 |
|
|
| 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 |
1.3053 |
1.2936 |
0.0117 |
0.9% |
0.0084 |
0.7% |
8% |
False |
False |
98,306 |
| 10 |
1.3059 |
1.2857 |
0.0202 |
1.6% |
0.0088 |
0.7% |
44% |
False |
False |
105,172 |
| 20 |
1.3059 |
1.2846 |
0.0213 |
1.6% |
0.0082 |
0.6% |
46% |
False |
False |
98,747 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0090 |
0.7% |
83% |
False |
False |
101,878 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0092 |
0.7% |
88% |
False |
False |
98,816 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0095 |
0.7% |
88% |
False |
False |
74,447 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
89% |
False |
False |
59,619 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0105 |
0.8% |
89% |
False |
False |
49,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3376 |
|
2.618 |
1.3240 |
|
1.618 |
1.3157 |
|
1.000 |
1.3106 |
|
0.618 |
1.3074 |
|
HIGH |
1.3023 |
|
0.618 |
1.2991 |
|
0.500 |
1.2982 |
|
0.382 |
1.2972 |
|
LOW |
1.2940 |
|
0.618 |
1.2889 |
|
1.000 |
1.2857 |
|
1.618 |
1.2806 |
|
2.618 |
1.2723 |
|
4.250 |
1.2587 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2982 |
1.2990 |
| PP |
1.2969 |
1.2975 |
| S1 |
1.2957 |
1.2960 |
|