CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2196 |
1.2250 |
0.0054 |
0.4% |
1.2323 |
| High |
1.2281 |
1.2251 |
-0.0030 |
-0.2% |
1.2331 |
| Low |
1.2185 |
1.2138 |
-0.0047 |
-0.4% |
1.2161 |
| Close |
1.2261 |
1.2190 |
-0.0071 |
-0.6% |
1.2206 |
| Range |
0.0096 |
0.0113 |
0.0017 |
17.7% |
0.0170 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.1% |
0.0000 |
| Volume |
116,940 |
103,864 |
-13,076 |
-11.2% |
429,634 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2532 |
1.2474 |
1.2252 |
|
| R3 |
1.2419 |
1.2361 |
1.2221 |
|
| R2 |
1.2306 |
1.2306 |
1.2211 |
|
| R1 |
1.2248 |
1.2248 |
1.2200 |
1.2221 |
| PP |
1.2193 |
1.2193 |
1.2193 |
1.2179 |
| S1 |
1.2135 |
1.2135 |
1.2180 |
1.2108 |
| S2 |
1.2080 |
1.2080 |
1.2169 |
|
| S3 |
1.1967 |
1.2022 |
1.2159 |
|
| S4 |
1.1854 |
1.1909 |
1.2128 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2743 |
1.2644 |
1.2300 |
|
| R3 |
1.2573 |
1.2474 |
1.2253 |
|
| R2 |
1.2403 |
1.2403 |
1.2237 |
|
| R1 |
1.2304 |
1.2304 |
1.2222 |
1.2269 |
| PP |
1.2233 |
1.2233 |
1.2233 |
1.2215 |
| S1 |
1.2134 |
1.2134 |
1.2190 |
1.2099 |
| S2 |
1.2063 |
1.2063 |
1.2175 |
|
| S3 |
1.1893 |
1.1964 |
1.2159 |
|
| S4 |
1.1723 |
1.1794 |
1.2113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2281 |
1.2138 |
0.0143 |
1.2% |
0.0080 |
0.7% |
36% |
False |
True |
113,146 |
| 10 |
1.2437 |
1.2138 |
0.0299 |
2.5% |
0.0083 |
0.7% |
17% |
False |
True |
67,701 |
| 20 |
1.2604 |
1.2138 |
0.0466 |
3.8% |
0.0091 |
0.7% |
11% |
False |
True |
34,527 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0113 |
0.9% |
22% |
False |
False |
17,453 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0115 |
0.9% |
22% |
False |
False |
11,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2731 |
|
2.618 |
1.2547 |
|
1.618 |
1.2434 |
|
1.000 |
1.2364 |
|
0.618 |
1.2321 |
|
HIGH |
1.2251 |
|
0.618 |
1.2208 |
|
0.500 |
1.2195 |
|
0.382 |
1.2181 |
|
LOW |
1.2138 |
|
0.618 |
1.2068 |
|
1.000 |
1.2025 |
|
1.618 |
1.1955 |
|
2.618 |
1.1842 |
|
4.250 |
1.1658 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2195 |
1.2210 |
| PP |
1.2193 |
1.2203 |
| S1 |
1.2192 |
1.2197 |
|