CME British Pound Future September 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2791 |
1.2799 |
0.0008 |
0.1% |
1.2771 |
| High |
1.2843 |
1.2851 |
0.0008 |
0.1% |
1.2856 |
| Low |
1.2787 |
1.2760 |
-0.0027 |
-0.2% |
1.2676 |
| Close |
1.2817 |
1.2766 |
-0.0051 |
-0.4% |
1.2817 |
| Range |
0.0056 |
0.0091 |
0.0035 |
62.5% |
0.0180 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
103,837 |
88,802 |
-15,035 |
-14.5% |
369,877 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3065 |
1.3007 |
1.2816 |
|
| R3 |
1.2974 |
1.2916 |
1.2791 |
|
| R2 |
1.2883 |
1.2883 |
1.2783 |
|
| R1 |
1.2825 |
1.2825 |
1.2774 |
1.2809 |
| PP |
1.2792 |
1.2792 |
1.2792 |
1.2784 |
| S1 |
1.2734 |
1.2734 |
1.2758 |
1.2718 |
| S2 |
1.2701 |
1.2701 |
1.2749 |
|
| S3 |
1.2610 |
1.2643 |
1.2741 |
|
| S4 |
1.2519 |
1.2552 |
1.2716 |
|
|
| 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 |
1.2680 |
0.0176 |
1.4% |
0.0092 |
0.7% |
49% |
False |
False |
83,935 |
| 10 |
1.3018 |
1.2675 |
0.0343 |
2.7% |
0.0102 |
0.8% |
27% |
False |
False |
52,104 |
| 20 |
1.3087 |
1.2675 |
0.0412 |
3.2% |
0.0098 |
0.8% |
22% |
False |
False |
26,527 |
| 40 |
1.3092 |
1.2675 |
0.0417 |
3.3% |
0.0087 |
0.7% |
22% |
False |
False |
13,391 |
| 60 |
1.3092 |
1.2420 |
0.0672 |
5.3% |
0.0092 |
0.7% |
51% |
False |
False |
8,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3238 |
|
2.618 |
1.3089 |
|
1.618 |
1.2998 |
|
1.000 |
1.2942 |
|
0.618 |
1.2907 |
|
HIGH |
1.2851 |
|
0.618 |
1.2816 |
|
0.500 |
1.2806 |
|
0.382 |
1.2795 |
|
LOW |
1.2760 |
|
0.618 |
1.2704 |
|
1.000 |
1.2669 |
|
1.618 |
1.2613 |
|
2.618 |
1.2522 |
|
4.250 |
1.2373 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2806 |
1.2790 |
| PP |
1.2792 |
1.2782 |
| S1 |
1.2779 |
1.2774 |
|