CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2202 |
1.2170 |
-0.0032 |
-0.3% |
1.2458 |
| High |
1.2215 |
1.2196 |
-0.0019 |
-0.2% |
1.2481 |
| Low |
1.2140 |
1.2134 |
-0.0006 |
0.0% |
1.2215 |
| Close |
1.2170 |
1.2178 |
0.0008 |
0.1% |
1.2281 |
| Range |
0.0075 |
0.0062 |
-0.0013 |
-17.3% |
0.0266 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
179,916 |
195,965 |
16,049 |
8.9% |
586,879 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2355 |
1.2329 |
1.2212 |
|
| R3 |
1.2293 |
1.2267 |
1.2195 |
|
| R2 |
1.2231 |
1.2231 |
1.2189 |
|
| R1 |
1.2205 |
1.2205 |
1.2184 |
1.2218 |
| PP |
1.2169 |
1.2169 |
1.2169 |
1.2176 |
| S1 |
1.2143 |
1.2143 |
1.2172 |
1.2156 |
| S2 |
1.2107 |
1.2107 |
1.2167 |
|
| S3 |
1.2045 |
1.2081 |
1.2161 |
|
| S4 |
1.1983 |
1.2019 |
1.2144 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3124 |
1.2968 |
1.2427 |
|
| R3 |
1.2858 |
1.2702 |
1.2354 |
|
| R2 |
1.2592 |
1.2592 |
1.2330 |
|
| R1 |
1.2436 |
1.2436 |
1.2305 |
1.2381 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2298 |
| S1 |
1.2170 |
1.2170 |
1.2257 |
1.2115 |
| S2 |
1.2060 |
1.2060 |
1.2232 |
|
| S3 |
1.1794 |
1.1904 |
1.2208 |
|
| S4 |
1.1528 |
1.1638 |
1.2135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2309 |
1.2134 |
0.0175 |
1.4% |
0.0079 |
0.6% |
25% |
False |
True |
142,069 |
| 10 |
1.2574 |
1.2134 |
0.0440 |
3.6% |
0.0090 |
0.7% |
10% |
False |
True |
130,950 |
| 20 |
1.2589 |
1.2134 |
0.0455 |
3.7% |
0.0092 |
0.8% |
10% |
False |
True |
115,875 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.9% |
0.0122 |
1.0% |
25% |
False |
False |
117,718 |
| 60 |
1.2760 |
1.2001 |
0.0759 |
6.2% |
0.0121 |
1.0% |
23% |
False |
False |
107,111 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0123 |
1.0% |
22% |
False |
False |
81,103 |
| 100 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0121 |
1.0% |
22% |
False |
False |
64,977 |
| 120 |
1.3283 |
1.2001 |
0.1282 |
10.5% |
0.0125 |
1.0% |
14% |
False |
False |
54,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2460 |
|
2.618 |
1.2358 |
|
1.618 |
1.2296 |
|
1.000 |
1.2258 |
|
0.618 |
1.2234 |
|
HIGH |
1.2196 |
|
0.618 |
1.2172 |
|
0.500 |
1.2165 |
|
0.382 |
1.2158 |
|
LOW |
1.2134 |
|
0.618 |
1.2096 |
|
1.000 |
1.2072 |
|
1.618 |
1.2034 |
|
2.618 |
1.1972 |
|
4.250 |
1.1871 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2174 |
1.2195 |
| PP |
1.2169 |
1.2189 |
| S1 |
1.2165 |
1.2184 |
|