CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2771 |
1.2712 |
-0.0059 |
-0.5% |
1.2912 |
| High |
1.2808 |
1.2795 |
-0.0013 |
-0.1% |
1.3018 |
| Low |
1.2676 |
1.2680 |
0.0004 |
0.0% |
1.2675 |
| Close |
1.2697 |
1.2792 |
0.0095 |
0.7% |
1.2767 |
| Range |
0.0132 |
0.0115 |
-0.0017 |
-12.9% |
0.0343 |
| ATR |
0.0106 |
0.0106 |
0.0001 |
0.6% |
0.0000 |
| Volume |
39,003 |
50,176 |
11,173 |
28.6% |
63,166 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3101 |
1.3061 |
1.2855 |
|
| R3 |
1.2986 |
1.2946 |
1.2824 |
|
| R2 |
1.2871 |
1.2871 |
1.2813 |
|
| R1 |
1.2831 |
1.2831 |
1.2803 |
1.2851 |
| PP |
1.2756 |
1.2756 |
1.2756 |
1.2766 |
| S1 |
1.2716 |
1.2716 |
1.2781 |
1.2736 |
| S2 |
1.2641 |
1.2641 |
1.2771 |
|
| S3 |
1.2526 |
1.2601 |
1.2760 |
|
| S4 |
1.2411 |
1.2486 |
1.2729 |
|
|
| 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% |
0.0120 |
0.9% |
34% |
False |
False |
29,177 |
| 10 |
1.3018 |
1.2675 |
0.0343 |
2.7% |
0.0105 |
0.8% |
34% |
False |
False |
15,746 |
| 20 |
1.3092 |
1.2675 |
0.0417 |
3.3% |
0.0102 |
0.8% |
28% |
False |
False |
8,122 |
| 40 |
1.3092 |
1.2568 |
0.0524 |
4.1% |
0.0094 |
0.7% |
43% |
False |
False |
4,174 |
| 60 |
1.3092 |
1.2400 |
0.0692 |
5.4% |
0.0092 |
0.7% |
57% |
False |
False |
2,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3284 |
|
2.618 |
1.3096 |
|
1.618 |
1.2981 |
|
1.000 |
1.2910 |
|
0.618 |
1.2866 |
|
HIGH |
1.2795 |
|
0.618 |
1.2751 |
|
0.500 |
1.2738 |
|
0.382 |
1.2724 |
|
LOW |
1.2680 |
|
0.618 |
1.2609 |
|
1.000 |
1.2565 |
|
1.618 |
1.2494 |
|
2.618 |
1.2379 |
|
4.250 |
1.2191 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2774 |
1.2785 |
| PP |
1.2756 |
1.2778 |
| S1 |
1.2738 |
1.2772 |
|