CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2849 |
1.2919 |
0.0070 |
0.5% |
1.3047 |
| High |
1.2964 |
1.2956 |
-0.0008 |
-0.1% |
1.3087 |
| Low |
1.2813 |
1.2872 |
0.0059 |
0.5% |
1.2819 |
| Close |
1.2936 |
1.2918 |
-0.0018 |
-0.1% |
1.2840 |
| Range |
0.0151 |
0.0084 |
-0.0067 |
-44.4% |
0.0268 |
| ATR |
0.0094 |
0.0094 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
2,906 |
1,054 |
-1,852 |
-63.7% |
2,977 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3167 |
1.3127 |
1.2964 |
|
| R3 |
1.3083 |
1.3043 |
1.2941 |
|
| R2 |
1.2999 |
1.2999 |
1.2933 |
|
| R1 |
1.2959 |
1.2959 |
1.2926 |
1.2937 |
| PP |
1.2915 |
1.2915 |
1.2915 |
1.2905 |
| S1 |
1.2875 |
1.2875 |
1.2910 |
1.2853 |
| S2 |
1.2831 |
1.2831 |
1.2903 |
|
| S3 |
1.2747 |
1.2791 |
1.2895 |
|
| S4 |
1.2663 |
1.2707 |
1.2872 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3719 |
1.3548 |
1.2987 |
|
| R3 |
1.3451 |
1.3280 |
1.2914 |
|
| R2 |
1.3183 |
1.3183 |
1.2889 |
|
| R1 |
1.3012 |
1.3012 |
1.2865 |
1.2964 |
| PP |
1.2915 |
1.2915 |
1.2915 |
1.2891 |
| S1 |
1.2744 |
1.2744 |
1.2815 |
1.2696 |
| S2 |
1.2647 |
1.2647 |
1.2791 |
|
| S3 |
1.2379 |
1.2476 |
1.2766 |
|
| S4 |
1.2111 |
1.2208 |
1.2693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3057 |
1.2813 |
0.0244 |
1.9% |
0.0115 |
0.9% |
43% |
False |
False |
1,317 |
| 10 |
1.3092 |
1.2813 |
0.0279 |
2.2% |
0.0106 |
0.8% |
38% |
False |
False |
841 |
| 20 |
1.3092 |
1.2813 |
0.0279 |
2.2% |
0.0089 |
0.7% |
38% |
False |
False |
561 |
| 40 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0088 |
0.7% |
74% |
False |
False |
352 |
| 60 |
1.3092 |
1.2177 |
0.0915 |
7.1% |
0.0091 |
0.7% |
81% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3313 |
|
2.618 |
1.3176 |
|
1.618 |
1.3092 |
|
1.000 |
1.3040 |
|
0.618 |
1.3008 |
|
HIGH |
1.2956 |
|
0.618 |
1.2924 |
|
0.500 |
1.2914 |
|
0.382 |
1.2904 |
|
LOW |
1.2872 |
|
0.618 |
1.2820 |
|
1.000 |
1.2788 |
|
1.618 |
1.2736 |
|
2.618 |
1.2652 |
|
4.250 |
1.2515 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2917 |
1.2908 |
| PP |
1.2915 |
1.2898 |
| S1 |
1.2914 |
1.2889 |
|