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 |
|