CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2754 |
1.2749 |
-0.0005 |
0.0% |
1.2877 |
| High |
1.2821 |
1.2798 |
-0.0023 |
-0.2% |
1.2984 |
| Low |
1.2724 |
1.2691 |
-0.0033 |
-0.3% |
1.2638 |
| Close |
1.2748 |
1.2763 |
0.0015 |
0.1% |
1.2731 |
| Range |
0.0097 |
0.0107 |
0.0010 |
10.3% |
0.0346 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
232,607 |
158,064 |
-74,543 |
-32.0% |
716,348 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.3024 |
1.2822 |
|
| R3 |
1.2965 |
1.2917 |
1.2792 |
|
| R2 |
1.2858 |
1.2858 |
1.2783 |
|
| R1 |
1.2810 |
1.2810 |
1.2773 |
1.2834 |
| PP |
1.2751 |
1.2751 |
1.2751 |
1.2763 |
| S1 |
1.2703 |
1.2703 |
1.2753 |
1.2727 |
| S2 |
1.2644 |
1.2644 |
1.2743 |
|
| S3 |
1.2537 |
1.2596 |
1.2734 |
|
| S4 |
1.2430 |
1.2489 |
1.2704 |
|
|
| 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 |
1.2833 |
1.2638 |
0.0195 |
1.5% |
0.0129 |
1.0% |
64% |
False |
False |
193,059 |
| 10 |
1.2984 |
1.2638 |
0.0346 |
2.7% |
0.0103 |
0.8% |
36% |
False |
False |
145,517 |
| 20 |
1.3059 |
1.2638 |
0.0421 |
3.3% |
0.0106 |
0.8% |
30% |
False |
False |
133,467 |
| 40 |
1.3059 |
1.2638 |
0.0421 |
3.3% |
0.0090 |
0.7% |
30% |
False |
False |
114,506 |
| 60 |
1.3059 |
1.2386 |
0.0673 |
5.3% |
0.0095 |
0.7% |
56% |
False |
False |
111,814 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0096 |
0.8% |
68% |
False |
False |
99,526 |
| 100 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0099 |
0.8% |
68% |
False |
False |
79,694 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
8.0% |
0.0105 |
0.8% |
71% |
False |
False |
66,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3253 |
|
2.618 |
1.3078 |
|
1.618 |
1.2971 |
|
1.000 |
1.2905 |
|
0.618 |
1.2864 |
|
HIGH |
1.2798 |
|
0.618 |
1.2757 |
|
0.500 |
1.2745 |
|
0.382 |
1.2732 |
|
LOW |
1.2691 |
|
0.618 |
1.2625 |
|
1.000 |
1.2584 |
|
1.618 |
1.2518 |
|
2.618 |
1.2411 |
|
4.250 |
1.2236 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2757 |
1.2753 |
| PP |
1.2751 |
1.2743 |
| S1 |
1.2745 |
1.2733 |
|