CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2784 |
1.2771 |
-0.0013 |
-0.1% |
1.2912 |
| High |
1.2868 |
1.2808 |
-0.0060 |
-0.5% |
1.3018 |
| Low |
1.2675 |
1.2676 |
0.0001 |
0.0% |
1.2675 |
| Close |
1.2767 |
1.2697 |
-0.0070 |
-0.5% |
1.2767 |
| Range |
0.0193 |
0.0132 |
-0.0061 |
-31.6% |
0.0343 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
2.0% |
0.0000 |
| Volume |
31,373 |
39,003 |
7,630 |
24.3% |
63,166 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3123 |
1.3042 |
1.2770 |
|
| R3 |
1.2991 |
1.2910 |
1.2733 |
|
| R2 |
1.2859 |
1.2859 |
1.2721 |
|
| R1 |
1.2778 |
1.2778 |
1.2709 |
1.2753 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2714 |
| S1 |
1.2646 |
1.2646 |
1.2685 |
1.2621 |
| S2 |
1.2595 |
1.2595 |
1.2673 |
|
| S3 |
1.2463 |
1.2514 |
1.2661 |
|
| S4 |
1.2331 |
1.2382 |
1.2624 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3849 |
1.3651 |
1.2956 |
|
| R3 |
1.3506 |
1.3308 |
1.2861 |
|
| R2 |
1.3163 |
1.3163 |
1.2830 |
|
| R1 |
1.2965 |
1.2965 |
1.2798 |
1.2893 |
| PP |
1.2820 |
1.2820 |
1.2820 |
1.2784 |
| S1 |
1.2622 |
1.2622 |
1.2736 |
1.2550 |
| S2 |
1.2477 |
1.2477 |
1.2704 |
|
| S3 |
1.2134 |
1.2279 |
1.2673 |
|
| S4 |
1.1791 |
1.1936 |
1.2578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3018 |
1.2675 |
0.0343 |
2.7% |
0.0112 |
0.9% |
6% |
False |
False |
20,274 |
| 10 |
1.3018 |
1.2675 |
0.0343 |
2.7% |
0.0102 |
0.8% |
6% |
False |
False |
10,790 |
| 20 |
1.3092 |
1.2675 |
0.0417 |
3.3% |
0.0099 |
0.8% |
5% |
False |
False |
5,622 |
| 40 |
1.3092 |
1.2568 |
0.0524 |
4.1% |
0.0093 |
0.7% |
25% |
False |
False |
2,920 |
| 60 |
1.3092 |
1.2387 |
0.0705 |
5.6% |
0.0092 |
0.7% |
44% |
False |
False |
1,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3369 |
|
2.618 |
1.3154 |
|
1.618 |
1.3022 |
|
1.000 |
1.2940 |
|
0.618 |
1.2890 |
|
HIGH |
1.2808 |
|
0.618 |
1.2758 |
|
0.500 |
1.2742 |
|
0.382 |
1.2726 |
|
LOW |
1.2676 |
|
0.618 |
1.2594 |
|
1.000 |
1.2544 |
|
1.618 |
1.2462 |
|
2.618 |
1.2330 |
|
4.250 |
1.2115 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2742 |
1.2846 |
| PP |
1.2727 |
1.2796 |
| S1 |
1.2712 |
1.2747 |
|