CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2883 |
1.2889 |
0.0006 |
0.0% |
1.2820 |
| High |
1.2921 |
1.2909 |
-0.0012 |
-0.1% |
1.2929 |
| Low |
1.2835 |
1.2851 |
0.0016 |
0.1% |
1.2775 |
| Close |
1.2882 |
1.2884 |
0.0002 |
0.0% |
1.2884 |
| Range |
0.0086 |
0.0058 |
-0.0028 |
-32.6% |
0.0154 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
99,087 |
85,009 |
-14,078 |
-14.2% |
474,863 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.3028 |
1.2916 |
|
| R3 |
1.2997 |
1.2970 |
1.2900 |
|
| R2 |
1.2939 |
1.2939 |
1.2895 |
|
| R1 |
1.2912 |
1.2912 |
1.2889 |
1.2897 |
| PP |
1.2881 |
1.2881 |
1.2881 |
1.2874 |
| S1 |
1.2854 |
1.2854 |
1.2879 |
1.2839 |
| S2 |
1.2823 |
1.2823 |
1.2873 |
|
| S3 |
1.2765 |
1.2796 |
1.2868 |
|
| S4 |
1.2707 |
1.2738 |
1.2852 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3325 |
1.3258 |
1.2969 |
|
| R3 |
1.3171 |
1.3104 |
1.2926 |
|
| R2 |
1.3017 |
1.3017 |
1.2912 |
|
| R1 |
1.2950 |
1.2950 |
1.2898 |
1.2984 |
| PP |
1.2863 |
1.2863 |
1.2863 |
1.2879 |
| S1 |
1.2796 |
1.2796 |
1.2870 |
1.2830 |
| S2 |
1.2709 |
1.2709 |
1.2856 |
|
| S3 |
1.2555 |
1.2642 |
1.2842 |
|
| S4 |
1.2401 |
1.2488 |
1.2799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2948 |
1.2775 |
0.0173 |
1.3% |
0.0112 |
0.9% |
63% |
False |
False |
128,271 |
| 10 |
1.3053 |
1.2775 |
0.0278 |
2.2% |
0.0098 |
0.8% |
39% |
False |
False |
113,289 |
| 20 |
1.3059 |
1.2775 |
0.0284 |
2.2% |
0.0090 |
0.7% |
38% |
False |
False |
107,950 |
| 40 |
1.3059 |
1.2386 |
0.0673 |
5.2% |
0.0091 |
0.7% |
74% |
False |
False |
105,073 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0095 |
0.7% |
81% |
False |
False |
105,982 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0094 |
0.7% |
81% |
False |
False |
82,440 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0105 |
0.8% |
83% |
False |
False |
66,026 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0105 |
0.8% |
83% |
False |
False |
55,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3156 |
|
2.618 |
1.3061 |
|
1.618 |
1.3003 |
|
1.000 |
1.2967 |
|
0.618 |
1.2945 |
|
HIGH |
1.2909 |
|
0.618 |
1.2887 |
|
0.500 |
1.2880 |
|
0.382 |
1.2873 |
|
LOW |
1.2851 |
|
0.618 |
1.2815 |
|
1.000 |
1.2793 |
|
1.618 |
1.2757 |
|
2.618 |
1.2699 |
|
4.250 |
1.2605 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2883 |
1.2873 |
| PP |
1.2881 |
1.2863 |
| S1 |
1.2880 |
1.2852 |
|