CME British Pound Future March 2017
Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.2767 |
1.2785 |
0.0018 |
0.1% |
1.3000 |
High |
1.2807 |
1.2795 |
-0.0012 |
-0.1% |
1.3094 |
Low |
1.2727 |
1.2640 |
-0.0087 |
-0.7% |
1.2962 |
Close |
1.2788 |
1.2641 |
-0.0147 |
-1.1% |
1.3022 |
Range |
0.0080 |
0.0155 |
0.0075 |
93.8% |
0.0132 |
ATR |
0.0105 |
0.0108 |
0.0004 |
3.4% |
0.0000 |
Volume |
444 |
654 |
210 |
47.3% |
647 |
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3157 |
1.3054 |
1.2726 |
|
R3 |
1.3002 |
1.2899 |
1.2684 |
|
R2 |
1.2847 |
1.2847 |
1.2669 |
|
R1 |
1.2744 |
1.2744 |
1.2655 |
1.2718 |
PP |
1.2692 |
1.2692 |
1.2692 |
1.2679 |
S1 |
1.2589 |
1.2589 |
1.2627 |
1.2563 |
S2 |
1.2537 |
1.2537 |
1.2613 |
|
S3 |
1.2382 |
1.2434 |
1.2598 |
|
S4 |
1.2227 |
1.2279 |
1.2556 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3422 |
1.3354 |
1.3095 |
|
R3 |
1.3290 |
1.3222 |
1.3058 |
|
R2 |
1.3158 |
1.3158 |
1.3046 |
|
R1 |
1.3090 |
1.3090 |
1.3034 |
1.3124 |
PP |
1.3026 |
1.3026 |
1.3026 |
1.3043 |
S1 |
1.2958 |
1.2958 |
1.3010 |
1.2992 |
S2 |
1.2894 |
1.2894 |
1.2998 |
|
S3 |
1.2762 |
1.2826 |
1.2986 |
|
S4 |
1.2630 |
1.2694 |
1.2949 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3454 |
2.618 |
1.3201 |
1.618 |
1.3046 |
1.000 |
1.2950 |
0.618 |
1.2891 |
HIGH |
1.2795 |
0.618 |
1.2736 |
0.500 |
1.2718 |
0.382 |
1.2699 |
LOW |
1.2640 |
0.618 |
1.2544 |
1.000 |
1.2485 |
1.618 |
1.2389 |
2.618 |
1.2234 |
4.250 |
1.1981 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.2718 |
1.2771 |
PP |
1.2692 |
1.2727 |
S1 |
1.2667 |
1.2684 |
|