CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2877 |
1.2906 |
0.0029 |
0.2% |
1.2820 |
| High |
1.2946 |
1.2955 |
0.0009 |
0.1% |
1.2929 |
| Low |
1.2861 |
1.2877 |
0.0016 |
0.1% |
1.2775 |
| Close |
1.2912 |
1.2893 |
-0.0019 |
-0.1% |
1.2884 |
| Range |
0.0085 |
0.0078 |
-0.0007 |
-8.2% |
0.0154 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
76,722 |
93,645 |
16,923 |
22.1% |
474,863 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3142 |
1.3096 |
1.2936 |
|
| R3 |
1.3064 |
1.3018 |
1.2914 |
|
| R2 |
1.2986 |
1.2986 |
1.2907 |
|
| R1 |
1.2940 |
1.2940 |
1.2900 |
1.2924 |
| PP |
1.2908 |
1.2908 |
1.2908 |
1.2901 |
| S1 |
1.2862 |
1.2862 |
1.2886 |
1.2846 |
| S2 |
1.2830 |
1.2830 |
1.2879 |
|
| S3 |
1.2752 |
1.2784 |
1.2872 |
|
| S4 |
1.2674 |
1.2706 |
1.2850 |
|
|
| 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 |
1.2955 |
1.2775 |
0.0180 |
1.4% |
0.0092 |
0.7% |
66% |
True |
False |
102,742 |
| 10 |
1.3043 |
1.2775 |
0.0268 |
2.1% |
0.0096 |
0.7% |
44% |
False |
False |
110,856 |
| 20 |
1.3059 |
1.2775 |
0.0284 |
2.2% |
0.0091 |
0.7% |
42% |
False |
False |
108,758 |
| 40 |
1.3059 |
1.2388 |
0.0671 |
5.2% |
0.0091 |
0.7% |
75% |
False |
False |
104,164 |
| 60 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0096 |
0.7% |
82% |
False |
False |
104,914 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0094 |
0.7% |
82% |
False |
False |
84,563 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0103 |
0.8% |
84% |
False |
False |
67,727 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0106 |
0.8% |
84% |
False |
False |
56,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3287 |
|
2.618 |
1.3159 |
|
1.618 |
1.3081 |
|
1.000 |
1.3033 |
|
0.618 |
1.3003 |
|
HIGH |
1.2955 |
|
0.618 |
1.2925 |
|
0.500 |
1.2916 |
|
0.382 |
1.2907 |
|
LOW |
1.2877 |
|
0.618 |
1.2829 |
|
1.000 |
1.2799 |
|
1.618 |
1.2751 |
|
2.618 |
1.2673 |
|
4.250 |
1.2546 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2916 |
1.2903 |
| PP |
1.2908 |
1.2900 |
| S1 |
1.2901 |
1.2896 |
|