CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2739 |
1.2677 |
-0.0062 |
-0.5% |
1.2877 |
| High |
1.2772 |
1.2760 |
-0.0012 |
-0.1% |
1.2984 |
| Low |
1.2641 |
1.2644 |
0.0003 |
0.0% |
1.2638 |
| Close |
1.2661 |
1.2756 |
0.0095 |
0.8% |
1.2731 |
| Range |
0.0131 |
0.0116 |
-0.0015 |
-11.5% |
0.0346 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.5% |
0.0000 |
| Volume |
126,191 |
136,953 |
10,762 |
8.5% |
716,348 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.3028 |
1.2820 |
|
| R3 |
1.2952 |
1.2912 |
1.2788 |
|
| R2 |
1.2836 |
1.2836 |
1.2777 |
|
| R1 |
1.2796 |
1.2796 |
1.2767 |
1.2816 |
| PP |
1.2720 |
1.2720 |
1.2720 |
1.2730 |
| S1 |
1.2680 |
1.2680 |
1.2745 |
1.2700 |
| S2 |
1.2604 |
1.2604 |
1.2735 |
|
| S3 |
1.2488 |
1.2564 |
1.2724 |
|
| S4 |
1.2372 |
1.2448 |
1.2692 |
|
|
| 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% |
0.0121 |
0.9% |
34% |
False |
False |
161,825 |
| 10 |
1.2984 |
1.2638 |
0.0346 |
2.7% |
0.0107 |
0.8% |
34% |
False |
False |
132,283 |
| 20 |
1.3059 |
1.2638 |
0.0421 |
3.3% |
0.0104 |
0.8% |
28% |
False |
False |
125,563 |
| 40 |
1.3059 |
1.2533 |
0.0526 |
4.1% |
0.0097 |
0.8% |
42% |
False |
False |
115,648 |
| 60 |
1.3059 |
1.2365 |
0.0694 |
5.4% |
0.0096 |
0.8% |
56% |
False |
False |
108,888 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0096 |
0.8% |
67% |
False |
False |
94,654 |
| 100 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0100 |
0.8% |
67% |
False |
False |
75,790 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
8.0% |
0.0105 |
0.8% |
70% |
False |
False |
63,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3253 |
|
2.618 |
1.3064 |
|
1.618 |
1.2948 |
|
1.000 |
1.2876 |
|
0.618 |
1.2832 |
|
HIGH |
1.2760 |
|
0.618 |
1.2716 |
|
0.500 |
1.2702 |
|
0.382 |
1.2688 |
|
LOW |
1.2644 |
|
0.618 |
1.2572 |
|
1.000 |
1.2528 |
|
1.618 |
1.2456 |
|
2.618 |
1.2340 |
|
4.250 |
1.2151 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2738 |
1.2749 |
| PP |
1.2720 |
1.2742 |
| S1 |
1.2702 |
1.2736 |
|