CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2786 |
1.2791 |
0.0005 |
0.0% |
1.2771 |
| High |
1.2833 |
1.2843 |
0.0010 |
0.1% |
1.2856 |
| Low |
1.2728 |
1.2787 |
0.0059 |
0.5% |
1.2676 |
| Close |
1.2799 |
1.2817 |
0.0018 |
0.1% |
1.2817 |
| Range |
0.0105 |
0.0056 |
-0.0049 |
-46.7% |
0.0180 |
| ATR |
0.0105 |
0.0102 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
66,723 |
103,837 |
37,114 |
55.6% |
369,877 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2984 |
1.2956 |
1.2848 |
|
| R3 |
1.2928 |
1.2900 |
1.2832 |
|
| R2 |
1.2872 |
1.2872 |
1.2827 |
|
| R1 |
1.2844 |
1.2844 |
1.2822 |
1.2858 |
| PP |
1.2816 |
1.2816 |
1.2816 |
1.2823 |
| S1 |
1.2788 |
1.2788 |
1.2812 |
1.2802 |
| S2 |
1.2760 |
1.2760 |
1.2807 |
|
| S3 |
1.2704 |
1.2732 |
1.2802 |
|
| S4 |
1.2648 |
1.2676 |
1.2786 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3323 |
1.3250 |
1.2916 |
|
| R3 |
1.3143 |
1.3070 |
1.2867 |
|
| R2 |
1.2963 |
1.2963 |
1.2850 |
|
| R1 |
1.2890 |
1.2890 |
1.2834 |
1.2927 |
| PP |
1.2783 |
1.2783 |
1.2783 |
1.2801 |
| S1 |
1.2710 |
1.2710 |
1.2801 |
1.2747 |
| S2 |
1.2603 |
1.2603 |
1.2784 |
|
| S3 |
1.2423 |
1.2530 |
1.2768 |
|
| S4 |
1.2243 |
1.2350 |
1.2718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2856 |
1.2676 |
0.0180 |
1.4% |
0.0101 |
0.8% |
78% |
False |
False |
73,975 |
| 10 |
1.3018 |
1.2675 |
0.0343 |
2.7% |
0.0101 |
0.8% |
41% |
False |
False |
43,304 |
| 20 |
1.3087 |
1.2675 |
0.0412 |
3.2% |
0.0098 |
0.8% |
34% |
False |
False |
22,098 |
| 40 |
1.3092 |
1.2675 |
0.0417 |
3.3% |
0.0086 |
0.7% |
34% |
False |
False |
11,173 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.2% |
0.0091 |
0.7% |
59% |
False |
False |
7,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3081 |
|
2.618 |
1.2990 |
|
1.618 |
1.2934 |
|
1.000 |
1.2899 |
|
0.618 |
1.2878 |
|
HIGH |
1.2843 |
|
0.618 |
1.2822 |
|
0.500 |
1.2815 |
|
0.382 |
1.2808 |
|
LOW |
1.2787 |
|
0.618 |
1.2752 |
|
1.000 |
1.2731 |
|
1.618 |
1.2696 |
|
2.618 |
1.2640 |
|
4.250 |
1.2549 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2816 |
1.2809 |
| PP |
1.2816 |
1.2800 |
| S1 |
1.2815 |
1.2792 |
|