CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2749 |
1.2756 |
0.0007 |
0.1% |
1.2739 |
| High |
1.2798 |
1.2806 |
0.0008 |
0.1% |
1.2821 |
| Low |
1.2691 |
1.2751 |
0.0060 |
0.5% |
1.2641 |
| Close |
1.2763 |
1.2781 |
0.0018 |
0.1% |
1.2781 |
| Range |
0.0107 |
0.0055 |
-0.0052 |
-48.6% |
0.0180 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
158,064 |
25,713 |
-132,351 |
-83.7% |
679,528 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2944 |
1.2918 |
1.2811 |
|
| R3 |
1.2889 |
1.2863 |
1.2796 |
|
| R2 |
1.2834 |
1.2834 |
1.2791 |
|
| R1 |
1.2808 |
1.2808 |
1.2786 |
1.2821 |
| PP |
1.2779 |
1.2779 |
1.2779 |
1.2786 |
| S1 |
1.2753 |
1.2753 |
1.2776 |
1.2766 |
| S2 |
1.2724 |
1.2724 |
1.2771 |
|
| S3 |
1.2669 |
1.2698 |
1.2766 |
|
| S4 |
1.2614 |
1.2643 |
1.2751 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3288 |
1.3214 |
1.2880 |
|
| R3 |
1.3108 |
1.3034 |
1.2831 |
|
| R2 |
1.2928 |
1.2928 |
1.2814 |
|
| R1 |
1.2854 |
1.2854 |
1.2798 |
1.2891 |
| PP |
1.2748 |
1.2748 |
1.2748 |
1.2766 |
| S1 |
1.2674 |
1.2674 |
1.2765 |
1.2711 |
| S2 |
1.2568 |
1.2568 |
1.2748 |
|
| S3 |
1.2388 |
1.2494 |
1.2732 |
|
| S4 |
1.2208 |
1.2314 |
1.2682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2821 |
1.2641 |
0.0180 |
1.4% |
0.0101 |
0.8% |
78% |
False |
False |
135,905 |
| 10 |
1.2984 |
1.2638 |
0.0346 |
2.7% |
0.0103 |
0.8% |
41% |
False |
False |
139,587 |
| 20 |
1.3053 |
1.2638 |
0.0415 |
3.2% |
0.0100 |
0.8% |
34% |
False |
False |
126,438 |
| 40 |
1.3059 |
1.2638 |
0.0421 |
3.3% |
0.0089 |
0.7% |
34% |
False |
False |
112,625 |
| 60 |
1.3059 |
1.2386 |
0.0673 |
5.3% |
0.0095 |
0.7% |
59% |
False |
False |
110,356 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0096 |
0.8% |
70% |
False |
False |
99,842 |
| 100 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0098 |
0.8% |
70% |
False |
False |
79,949 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
8.0% |
0.0105 |
0.8% |
73% |
False |
False |
66,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3040 |
|
2.618 |
1.2950 |
|
1.618 |
1.2895 |
|
1.000 |
1.2861 |
|
0.618 |
1.2840 |
|
HIGH |
1.2806 |
|
0.618 |
1.2785 |
|
0.500 |
1.2779 |
|
0.382 |
1.2772 |
|
LOW |
1.2751 |
|
0.618 |
1.2717 |
|
1.000 |
1.2696 |
|
1.618 |
1.2662 |
|
2.618 |
1.2607 |
|
4.250 |
1.2517 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2780 |
1.2773 |
| PP |
1.2779 |
1.2764 |
| S1 |
1.2779 |
1.2756 |
|