CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2910 |
1.2961 |
0.0051 |
0.4% |
1.2820 |
| High |
1.2984 |
1.2981 |
-0.0003 |
0.0% |
1.2929 |
| Low |
1.2892 |
1.2911 |
0.0019 |
0.1% |
1.2775 |
| Close |
1.2956 |
1.2948 |
-0.0008 |
-0.1% |
1.2884 |
| Range |
0.0092 |
0.0070 |
-0.0022 |
-23.9% |
0.0154 |
| ATR |
0.0092 |
0.0091 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
142,364 |
92,136 |
-50,228 |
-35.3% |
474,863 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3157 |
1.3122 |
1.2987 |
|
| R3 |
1.3087 |
1.3052 |
1.2967 |
|
| R2 |
1.3017 |
1.3017 |
1.2961 |
|
| R1 |
1.2982 |
1.2982 |
1.2954 |
1.2965 |
| PP |
1.2947 |
1.2947 |
1.2947 |
1.2938 |
| S1 |
1.2912 |
1.2912 |
1.2942 |
1.2895 |
| S2 |
1.2877 |
1.2877 |
1.2935 |
|
| S3 |
1.2807 |
1.2842 |
1.2929 |
|
| S4 |
1.2737 |
1.2772 |
1.2910 |
|
|
| 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 |
1.2984 |
1.2851 |
0.0133 |
1.0% |
0.0077 |
0.6% |
73% |
False |
False |
97,975 |
| 10 |
1.3023 |
1.2775 |
0.0248 |
1.9% |
0.0097 |
0.7% |
70% |
False |
False |
112,618 |
| 20 |
1.3059 |
1.2775 |
0.0284 |
2.2% |
0.0093 |
0.7% |
61% |
False |
False |
111,363 |
| 40 |
1.3059 |
1.2500 |
0.0559 |
4.3% |
0.0091 |
0.7% |
80% |
False |
False |
106,236 |
| 60 |
1.3059 |
1.2177 |
0.0882 |
6.8% |
0.0095 |
0.7% |
87% |
False |
False |
105,143 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.1% |
0.0094 |
0.7% |
88% |
False |
False |
87,489 |
| 100 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0102 |
0.8% |
89% |
False |
False |
70,067 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
7.9% |
0.0105 |
0.8% |
89% |
False |
False |
58,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3279 |
|
2.618 |
1.3164 |
|
1.618 |
1.3094 |
|
1.000 |
1.3051 |
|
0.618 |
1.3024 |
|
HIGH |
1.2981 |
|
0.618 |
1.2954 |
|
0.500 |
1.2946 |
|
0.382 |
1.2938 |
|
LOW |
1.2911 |
|
0.618 |
1.2868 |
|
1.000 |
1.2841 |
|
1.618 |
1.2798 |
|
2.618 |
1.2728 |
|
4.250 |
1.2614 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2947 |
1.2942 |
| PP |
1.2947 |
1.2936 |
| S1 |
1.2946 |
1.2931 |
|