CME British Pound Future September 2017
Trading Metrics calculated at close of trading on 06-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1.2912 |
1.2947 |
0.0035 |
0.3% |
1.2855 |
High |
1.2981 |
1.2990 |
0.0009 |
0.1% |
1.2964 |
Low |
1.2900 |
1.2913 |
0.0013 |
0.1% |
1.2813 |
Close |
1.2948 |
1.2929 |
-0.0019 |
-0.1% |
1.2920 |
Range |
0.0081 |
0.0077 |
-0.0004 |
-4.9% |
0.0151 |
ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
797 |
5,659 |
4,862 |
610.0% |
5,735 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3175 |
1.3129 |
1.2971 |
|
R3 |
1.3098 |
1.3052 |
1.2950 |
|
R2 |
1.3021 |
1.3021 |
1.2943 |
|
R1 |
1.2975 |
1.2975 |
1.2936 |
1.2960 |
PP |
1.2944 |
1.2944 |
1.2944 |
1.2936 |
S1 |
1.2898 |
1.2898 |
1.2922 |
1.2883 |
S2 |
1.2867 |
1.2867 |
1.2915 |
|
S3 |
1.2790 |
1.2821 |
1.2908 |
|
S4 |
1.2713 |
1.2744 |
1.2887 |
|
|
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 |
1.2990 |
1.2813 |
0.0177 |
1.4% |
0.0090 |
0.7% |
66% |
True |
False |
2,315 |
10 |
1.3078 |
1.2813 |
0.0265 |
2.0% |
0.0094 |
0.7% |
44% |
False |
False |
1,479 |
20 |
1.3092 |
1.2813 |
0.0279 |
2.2% |
0.0088 |
0.7% |
42% |
False |
False |
889 |
40 |
1.3092 |
1.2422 |
0.0670 |
5.2% |
0.0088 |
0.7% |
76% |
False |
False |
534 |
60 |
1.3092 |
1.2177 |
0.0915 |
7.1% |
0.0092 |
0.7% |
82% |
False |
False |
380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3317 |
2.618 |
1.3192 |
1.618 |
1.3115 |
1.000 |
1.3067 |
0.618 |
1.3038 |
HIGH |
1.2990 |
0.618 |
1.2961 |
0.500 |
1.2952 |
0.382 |
1.2942 |
LOW |
1.2913 |
0.618 |
1.2865 |
1.000 |
1.2836 |
1.618 |
1.2788 |
2.618 |
1.2711 |
4.250 |
1.2586 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1.2952 |
1.2939 |
PP |
1.2944 |
1.2936 |
S1 |
1.2937 |
1.2932 |
|