CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2712 |
1.2791 |
0.0079 |
0.6% |
1.2912 |
| High |
1.2795 |
1.2856 |
0.0061 |
0.5% |
1.3018 |
| Low |
1.2680 |
1.2761 |
0.0081 |
0.6% |
1.2675 |
| Close |
1.2792 |
1.2784 |
-0.0008 |
-0.1% |
1.2767 |
| Range |
0.0115 |
0.0095 |
-0.0020 |
-17.4% |
0.0343 |
| ATR |
0.0106 |
0.0106 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
50,176 |
110,138 |
59,962 |
119.5% |
63,166 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3030 |
1.2836 |
|
| R3 |
1.2990 |
1.2935 |
1.2810 |
|
| R2 |
1.2895 |
1.2895 |
1.2801 |
|
| R1 |
1.2840 |
1.2840 |
1.2793 |
1.2820 |
| PP |
1.2800 |
1.2800 |
1.2800 |
1.2791 |
| S1 |
1.2745 |
1.2745 |
1.2775 |
1.2725 |
| S2 |
1.2705 |
1.2705 |
1.2767 |
|
| S3 |
1.2610 |
1.2650 |
1.2758 |
|
| S4 |
1.2515 |
1.2555 |
1.2732 |
|
|
| 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 |
1.3017 |
1.2675 |
0.0342 |
2.7% |
0.0121 |
0.9% |
32% |
False |
False |
47,306 |
| 10 |
1.3018 |
1.2675 |
0.0343 |
2.7% |
0.0099 |
0.8% |
32% |
False |
False |
26,469 |
| 20 |
1.3092 |
1.2675 |
0.0417 |
3.3% |
0.0102 |
0.8% |
26% |
False |
False |
13,612 |
| 40 |
1.3092 |
1.2675 |
0.0417 |
3.3% |
0.0086 |
0.7% |
26% |
False |
False |
6,915 |
| 60 |
1.3092 |
1.2406 |
0.0686 |
5.4% |
0.0092 |
0.7% |
55% |
False |
False |
4,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3260 |
|
2.618 |
1.3105 |
|
1.618 |
1.3010 |
|
1.000 |
1.2951 |
|
0.618 |
1.2915 |
|
HIGH |
1.2856 |
|
0.618 |
1.2820 |
|
0.500 |
1.2809 |
|
0.382 |
1.2797 |
|
LOW |
1.2761 |
|
0.618 |
1.2702 |
|
1.000 |
1.2666 |
|
1.618 |
1.2607 |
|
2.618 |
1.2512 |
|
4.250 |
1.2357 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2809 |
1.2778 |
| PP |
1.2800 |
1.2772 |
| S1 |
1.2792 |
1.2766 |
|