CME British Pound Future September 2017
Trading Metrics calculated at close of trading on 05-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1.2924 |
1.2912 |
-0.0012 |
-0.1% |
1.2855 |
High |
1.2943 |
1.2981 |
0.0038 |
0.3% |
1.2964 |
Low |
1.2888 |
1.2900 |
0.0012 |
0.1% |
1.2813 |
Close |
1.2920 |
1.2948 |
0.0028 |
0.2% |
1.2920 |
Range |
0.0055 |
0.0081 |
0.0026 |
47.3% |
0.0151 |
ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
1,160 |
797 |
-363 |
-31.3% |
5,735 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3186 |
1.3148 |
1.2993 |
|
R3 |
1.3105 |
1.3067 |
1.2970 |
|
R2 |
1.3024 |
1.3024 |
1.2963 |
|
R1 |
1.2986 |
1.2986 |
1.2955 |
1.3005 |
PP |
1.2943 |
1.2943 |
1.2943 |
1.2953 |
S1 |
1.2905 |
1.2905 |
1.2941 |
1.2924 |
S2 |
1.2862 |
1.2862 |
1.2933 |
|
S3 |
1.2781 |
1.2824 |
1.2926 |
|
S4 |
1.2700 |
1.2743 |
1.2903 |
|
|
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 |
1.2981 |
1.2813 |
0.0168 |
1.3% |
0.0093 |
0.7% |
80% |
True |
False |
1,306 |
10 |
1.3087 |
1.2813 |
0.0274 |
2.1% |
0.0094 |
0.7% |
49% |
False |
False |
950 |
20 |
1.3092 |
1.2813 |
0.0279 |
2.2% |
0.0087 |
0.7% |
48% |
False |
False |
613 |
40 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0088 |
0.7% |
79% |
False |
False |
397 |
60 |
1.3092 |
1.2177 |
0.0915 |
7.1% |
0.0091 |
0.7% |
84% |
False |
False |
286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3325 |
2.618 |
1.3193 |
1.618 |
1.3112 |
1.000 |
1.3062 |
0.618 |
1.3031 |
HIGH |
1.2981 |
0.618 |
1.2950 |
0.500 |
1.2941 |
0.382 |
1.2931 |
LOW |
1.2900 |
0.618 |
1.2850 |
1.000 |
1.2819 |
1.618 |
1.2769 |
2.618 |
1.2688 |
4.250 |
1.2556 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1.2946 |
1.2941 |
PP |
1.2943 |
1.2934 |
S1 |
1.2941 |
1.2927 |
|