CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2756 |
1.2766 |
0.0010 |
0.1% |
1.2739 |
| High |
1.2806 |
1.2814 |
0.0008 |
0.1% |
1.2821 |
| Low |
1.2751 |
1.2755 |
0.0004 |
0.0% |
1.2641 |
| Close |
1.2781 |
1.2766 |
-0.0015 |
-0.1% |
1.2781 |
| Range |
0.0055 |
0.0059 |
0.0004 |
7.3% |
0.0180 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
25,713 |
5,401 |
-20,312 |
-79.0% |
679,528 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2955 |
1.2920 |
1.2798 |
|
| R3 |
1.2896 |
1.2861 |
1.2782 |
|
| R2 |
1.2837 |
1.2837 |
1.2777 |
|
| R1 |
1.2802 |
1.2802 |
1.2771 |
1.2796 |
| PP |
1.2778 |
1.2778 |
1.2778 |
1.2775 |
| S1 |
1.2743 |
1.2743 |
1.2761 |
1.2737 |
| S2 |
1.2719 |
1.2719 |
1.2755 |
|
| S3 |
1.2660 |
1.2684 |
1.2750 |
|
| S4 |
1.2601 |
1.2625 |
1.2734 |
|
|
| 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 |
1.2644 |
0.0177 |
1.4% |
0.0087 |
0.7% |
69% |
False |
False |
111,747 |
| 10 |
1.2984 |
1.2638 |
0.0346 |
2.7% |
0.0100 |
0.8% |
37% |
False |
False |
132,455 |
| 20 |
1.3053 |
1.2638 |
0.0415 |
3.3% |
0.0098 |
0.8% |
31% |
False |
False |
121,912 |
| 40 |
1.3059 |
1.2638 |
0.0421 |
3.3% |
0.0089 |
0.7% |
30% |
False |
False |
110,285 |
| 60 |
1.3059 |
1.2386 |
0.0673 |
5.3% |
0.0095 |
0.7% |
56% |
False |
False |
108,845 |
| 80 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0095 |
0.7% |
68% |
False |
False |
99,891 |
| 100 |
1.3059 |
1.2138 |
0.0921 |
7.2% |
0.0098 |
0.8% |
68% |
False |
False |
79,996 |
| 120 |
1.3059 |
1.2035 |
0.1024 |
8.0% |
0.0105 |
0.8% |
71% |
False |
False |
66,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3065 |
|
2.618 |
1.2968 |
|
1.618 |
1.2909 |
|
1.000 |
1.2873 |
|
0.618 |
1.2850 |
|
HIGH |
1.2814 |
|
0.618 |
1.2791 |
|
0.500 |
1.2785 |
|
0.382 |
1.2778 |
|
LOW |
1.2755 |
|
0.618 |
1.2719 |
|
1.000 |
1.2696 |
|
1.618 |
1.2660 |
|
2.618 |
1.2601 |
|
4.250 |
1.2504 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2785 |
1.2762 |
| PP |
1.2778 |
1.2757 |
| S1 |
1.2772 |
1.2753 |
|