CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2155 |
1.2173 |
0.0018 |
0.1% |
1.2295 |
| High |
1.2190 |
1.2240 |
0.0050 |
0.4% |
1.2303 |
| Low |
1.2139 |
1.2158 |
0.0019 |
0.2% |
1.2134 |
| Close |
1.2178 |
1.2232 |
0.0054 |
0.4% |
1.2178 |
| Range |
0.0051 |
0.0082 |
0.0031 |
60.8% |
0.0169 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
29,962 |
5,999 |
-23,963 |
-80.0% |
631,253 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2456 |
1.2426 |
1.2277 |
|
| R3 |
1.2374 |
1.2344 |
1.2255 |
|
| R2 |
1.2292 |
1.2292 |
1.2247 |
|
| R1 |
1.2262 |
1.2262 |
1.2240 |
1.2277 |
| PP |
1.2210 |
1.2210 |
1.2210 |
1.2218 |
| S1 |
1.2180 |
1.2180 |
1.2224 |
1.2195 |
| S2 |
1.2128 |
1.2128 |
1.2217 |
|
| S3 |
1.2046 |
1.2098 |
1.2209 |
|
| S4 |
1.1964 |
1.2016 |
1.2187 |
|
|
| 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 |
1.2255 |
1.2134 |
0.0121 |
1.0% |
0.0071 |
0.6% |
81% |
False |
False |
103,719 |
| 10 |
1.2473 |
1.2134 |
0.0339 |
2.8% |
0.0081 |
0.7% |
29% |
False |
False |
111,753 |
| 20 |
1.2574 |
1.2134 |
0.0440 |
3.6% |
0.0090 |
0.7% |
22% |
False |
False |
108,346 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.8% |
0.0116 |
0.9% |
32% |
False |
False |
110,832 |
| 60 |
1.2760 |
1.2001 |
0.0759 |
6.2% |
0.0120 |
1.0% |
30% |
False |
False |
106,062 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0121 |
1.0% |
29% |
False |
False |
81,543 |
| 100 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0121 |
1.0% |
29% |
False |
False |
65,335 |
| 120 |
1.3165 |
1.2001 |
0.1164 |
9.5% |
0.0124 |
1.0% |
20% |
False |
False |
54,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2589 |
|
2.618 |
1.2455 |
|
1.618 |
1.2373 |
|
1.000 |
1.2322 |
|
0.618 |
1.2291 |
|
HIGH |
1.2240 |
|
0.618 |
1.2209 |
|
0.500 |
1.2199 |
|
0.382 |
1.2189 |
|
LOW |
1.2158 |
|
0.618 |
1.2107 |
|
1.000 |
1.2076 |
|
1.618 |
1.2025 |
|
2.618 |
1.1943 |
|
4.250 |
1.1810 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2221 |
1.2217 |
| PP |
1.2210 |
1.2202 |
| S1 |
1.2199 |
1.2187 |
|