CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2919 |
1.2924 |
0.0005 |
0.0% |
1.2855 |
| High |
1.2956 |
1.2943 |
-0.0013 |
-0.1% |
1.2964 |
| Low |
1.2872 |
1.2888 |
0.0016 |
0.1% |
1.2813 |
| Close |
1.2918 |
1.2920 |
0.0002 |
0.0% |
1.2920 |
| Range |
0.0084 |
0.0055 |
-0.0029 |
-34.5% |
0.0151 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
1,054 |
1,160 |
106 |
10.1% |
5,735 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3082 |
1.3056 |
1.2950 |
|
| R3 |
1.3027 |
1.3001 |
1.2935 |
|
| R2 |
1.2972 |
1.2972 |
1.2930 |
|
| R1 |
1.2946 |
1.2946 |
1.2925 |
1.2932 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2910 |
| S1 |
1.2891 |
1.2891 |
1.2915 |
1.2877 |
| S2 |
1.2862 |
1.2862 |
1.2910 |
|
| S3 |
1.2807 |
1.2836 |
1.2905 |
|
| S4 |
1.2752 |
1.2781 |
1.2890 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3352 |
1.3287 |
1.3003 |
|
| R3 |
1.3201 |
1.3136 |
1.2962 |
|
| R2 |
1.3050 |
1.3050 |
1.2948 |
|
| R1 |
1.2985 |
1.2985 |
1.2934 |
1.3018 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2915 |
| S1 |
1.2834 |
1.2834 |
1.2906 |
1.2867 |
| S2 |
1.2748 |
1.2748 |
1.2892 |
|
| S3 |
1.2597 |
1.2683 |
1.2878 |
|
| S4 |
1.2446 |
1.2532 |
1.2837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2983 |
1.2813 |
0.0170 |
1.3% |
0.0109 |
0.8% |
63% |
False |
False |
1,432 |
| 10 |
1.3087 |
1.2813 |
0.0274 |
2.1% |
0.0096 |
0.7% |
39% |
False |
False |
891 |
| 20 |
1.3092 |
1.2813 |
0.0279 |
2.2% |
0.0087 |
0.7% |
38% |
False |
False |
612 |
| 40 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0087 |
0.7% |
74% |
False |
False |
377 |
| 60 |
1.3092 |
1.2177 |
0.0915 |
7.1% |
0.0091 |
0.7% |
81% |
False |
False |
273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3177 |
|
2.618 |
1.3087 |
|
1.618 |
1.3032 |
|
1.000 |
1.2998 |
|
0.618 |
1.2977 |
|
HIGH |
1.2943 |
|
0.618 |
1.2922 |
|
0.500 |
1.2916 |
|
0.382 |
1.2909 |
|
LOW |
1.2888 |
|
0.618 |
1.2854 |
|
1.000 |
1.2833 |
|
1.618 |
1.2799 |
|
2.618 |
1.2744 |
|
4.250 |
1.2654 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2919 |
1.2910 |
| PP |
1.2917 |
1.2899 |
| S1 |
1.2916 |
1.2889 |
|