CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2961 |
1.2746 |
-0.0215 |
-1.7% |
1.2877 |
| High |
1.2981 |
1.2833 |
-0.0148 |
-1.1% |
1.2984 |
| Low |
1.2911 |
1.2638 |
-0.0273 |
-2.1% |
1.2638 |
| Close |
1.2948 |
1.2731 |
-0.0217 |
-1.7% |
1.2731 |
| Range |
0.0070 |
0.0195 |
0.0125 |
178.6% |
0.0346 |
| ATR |
0.0091 |
0.0106 |
0.0016 |
17.3% |
0.0000 |
| Volume |
92,136 |
311,481 |
219,345 |
238.1% |
716,348 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3319 |
1.3220 |
1.2838 |
|
| R3 |
1.3124 |
1.3025 |
1.2785 |
|
| R2 |
1.2929 |
1.2929 |
1.2767 |
|
| R1 |
1.2830 |
1.2830 |
1.2749 |
1.2782 |
| PP |
1.2734 |
1.2734 |
1.2734 |
1.2710 |
| S1 |
1.2635 |
1.2635 |
1.2713 |
1.2587 |
| S2 |
1.2539 |
1.2539 |
1.2695 |
|
| S3 |
1.2344 |
1.2440 |
1.2677 |
|
| S4 |
1.2149 |
1.2245 |
1.2624 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3822 |
1.3623 |
1.2921 |
|
| R3 |
1.3476 |
1.3277 |
1.2826 |
|
| R2 |
1.3130 |
1.3130 |
1.2794 |
|
| R1 |
1.2931 |
1.2931 |
1.2763 |
1.2858 |
| PP |
1.2784 |
1.2784 |
1.2784 |
1.2748 |
| S1 |
1.2585 |
1.2585 |
1.2699 |
1.2512 |
| S2 |
1.2438 |
1.2438 |
1.2668 |
|
| S3 |
1.2092 |
1.2239 |
1.2636 |
|
| S4 |
1.1746 |
1.1893 |
1.2541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2984 |
1.2638 |
0.0346 |
2.7% |
0.0104 |
0.8% |
27% |
False |
True |
143,269 |
| 10 |
1.2984 |
1.2638 |
0.0346 |
2.7% |
0.0108 |
0.8% |
27% |
False |
True |
135,770 |
| 20 |
1.3059 |
1.2638 |
0.0421 |
3.3% |
0.0098 |
0.8% |
22% |
False |
True |
120,471 |
| 40 |
1.3059 |
1.2520 |
0.0539 |
4.2% |
0.0095 |
0.7% |
39% |
False |
False |
112,013 |
| 60 |
1.3059 |
1.2271 |
0.0788 |
6.2% |
0.0096 |
0.8% |
58% |
False |
False |
108,268 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0095 |
0.7% |
64% |
False |
False |
91,377 |
| 100 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0100 |
0.8% |
64% |
False |
False |
73,166 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
8.0% |
0.0105 |
0.8% |
68% |
False |
False |
61,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3662 |
|
2.618 |
1.3344 |
|
1.618 |
1.3149 |
|
1.000 |
1.3028 |
|
0.618 |
1.2954 |
|
HIGH |
1.2833 |
|
0.618 |
1.2759 |
|
0.500 |
1.2736 |
|
0.382 |
1.2712 |
|
LOW |
1.2638 |
|
0.618 |
1.2517 |
|
1.000 |
1.2443 |
|
1.618 |
1.2322 |
|
2.618 |
1.2127 |
|
4.250 |
1.1809 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2736 |
1.2811 |
| PP |
1.2734 |
1.2784 |
| S1 |
1.2733 |
1.2758 |
|