CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2170 |
1.2155 |
-0.0015 |
-0.1% |
1.2295 |
| High |
1.2196 |
1.2190 |
-0.0006 |
0.0% |
1.2303 |
| Low |
1.2134 |
1.2139 |
0.0005 |
0.0% |
1.2134 |
| Close |
1.2178 |
1.2178 |
0.0000 |
0.0% |
1.2178 |
| Range |
0.0062 |
0.0051 |
-0.0011 |
-17.7% |
0.0169 |
| ATR |
0.0101 |
0.0098 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
195,965 |
29,962 |
-166,003 |
-84.7% |
631,253 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2322 |
1.2301 |
1.2206 |
|
| R3 |
1.2271 |
1.2250 |
1.2192 |
|
| R2 |
1.2220 |
1.2220 |
1.2187 |
|
| R1 |
1.2199 |
1.2199 |
1.2183 |
1.2210 |
| PP |
1.2169 |
1.2169 |
1.2169 |
1.2174 |
| S1 |
1.2148 |
1.2148 |
1.2173 |
1.2159 |
| S2 |
1.2118 |
1.2118 |
1.2169 |
|
| S3 |
1.2067 |
1.2097 |
1.2164 |
|
| S4 |
1.2016 |
1.2046 |
1.2150 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2712 |
1.2614 |
1.2271 |
|
| R3 |
1.2543 |
1.2445 |
1.2224 |
|
| R2 |
1.2374 |
1.2374 |
1.2209 |
|
| R1 |
1.2276 |
1.2276 |
1.2193 |
1.2241 |
| PP |
1.2205 |
1.2205 |
1.2205 |
1.2187 |
| S1 |
1.2107 |
1.2107 |
1.2163 |
1.2072 |
| S2 |
1.2036 |
1.2036 |
1.2147 |
|
| S3 |
1.1867 |
1.1938 |
1.2132 |
|
| S4 |
1.1698 |
1.1769 |
1.2085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2303 |
1.2134 |
0.0169 |
1.4% |
0.0070 |
0.6% |
26% |
False |
False |
126,250 |
| 10 |
1.2481 |
1.2134 |
0.0347 |
2.8% |
0.0083 |
0.7% |
13% |
False |
False |
121,813 |
| 20 |
1.2574 |
1.2134 |
0.0440 |
3.6% |
0.0090 |
0.7% |
10% |
False |
False |
112,711 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.9% |
0.0118 |
1.0% |
25% |
False |
False |
113,744 |
| 60 |
1.2760 |
1.2001 |
0.0759 |
6.2% |
0.0120 |
1.0% |
23% |
False |
False |
106,845 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0122 |
1.0% |
22% |
False |
False |
81,471 |
| 100 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0121 |
1.0% |
22% |
False |
False |
65,276 |
| 120 |
1.3165 |
1.2001 |
0.1164 |
9.6% |
0.0123 |
1.0% |
15% |
False |
False |
54,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2407 |
|
2.618 |
1.2324 |
|
1.618 |
1.2273 |
|
1.000 |
1.2241 |
|
0.618 |
1.2222 |
|
HIGH |
1.2190 |
|
0.618 |
1.2171 |
|
0.500 |
1.2165 |
|
0.382 |
1.2158 |
|
LOW |
1.2139 |
|
0.618 |
1.2107 |
|
1.000 |
1.2088 |
|
1.618 |
1.2056 |
|
2.618 |
1.2005 |
|
4.250 |
1.1922 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2174 |
1.2177 |
| PP |
1.2169 |
1.2176 |
| S1 |
1.2165 |
1.2175 |
|