CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2302 |
1.2323 |
0.0021 |
0.2% |
1.2489 |
| High |
1.2333 |
1.2331 |
-0.0002 |
0.0% |
1.2510 |
| Low |
1.2245 |
1.2256 |
0.0011 |
0.1% |
1.2245 |
| Close |
1.2311 |
1.2271 |
-0.0040 |
-0.3% |
1.2311 |
| Range |
0.0088 |
0.0075 |
-0.0013 |
-14.8% |
0.0265 |
| ATR |
0.0107 |
0.0104 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
5,964 |
50,627 |
44,663 |
748.9% |
34,564 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2511 |
1.2466 |
1.2312 |
|
| R3 |
1.2436 |
1.2391 |
1.2292 |
|
| R2 |
1.2361 |
1.2361 |
1.2285 |
|
| R1 |
1.2316 |
1.2316 |
1.2278 |
1.2301 |
| PP |
1.2286 |
1.2286 |
1.2286 |
1.2279 |
| S1 |
1.2241 |
1.2241 |
1.2264 |
1.2226 |
| S2 |
1.2211 |
1.2211 |
1.2257 |
|
| S3 |
1.2136 |
1.2166 |
1.2250 |
|
| S4 |
1.2061 |
1.2091 |
1.2230 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.2996 |
1.2457 |
|
| R3 |
1.2885 |
1.2731 |
1.2384 |
|
| R2 |
1.2620 |
1.2620 |
1.2360 |
|
| R1 |
1.2466 |
1.2466 |
1.2335 |
1.2411 |
| PP |
1.2355 |
1.2355 |
1.2355 |
1.2328 |
| S1 |
1.2201 |
1.2201 |
1.2287 |
1.2146 |
| S2 |
1.2090 |
1.2090 |
1.2262 |
|
| S3 |
1.1825 |
1.1936 |
1.2238 |
|
| S4 |
1.1560 |
1.1671 |
1.2165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2502 |
1.2245 |
0.0257 |
2.1% |
0.0090 |
0.7% |
10% |
False |
False |
16,302 |
| 10 |
1.2604 |
1.2245 |
0.0359 |
2.9% |
0.0096 |
0.8% |
7% |
False |
False |
8,899 |
| 20 |
1.2616 |
1.2245 |
0.0371 |
3.0% |
0.0095 |
0.8% |
7% |
False |
False |
4,620 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0123 |
1.0% |
33% |
False |
False |
2,483 |
| 60 |
1.2780 |
1.2035 |
0.0745 |
6.1% |
0.0117 |
1.0% |
32% |
False |
False |
1,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2650 |
|
2.618 |
1.2527 |
|
1.618 |
1.2452 |
|
1.000 |
1.2406 |
|
0.618 |
1.2377 |
|
HIGH |
1.2331 |
|
0.618 |
1.2302 |
|
0.500 |
1.2294 |
|
0.382 |
1.2285 |
|
LOW |
1.2256 |
|
0.618 |
1.2210 |
|
1.000 |
1.2181 |
|
1.618 |
1.2135 |
|
2.618 |
1.2060 |
|
4.250 |
1.1937 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2294 |
1.2293 |
| PP |
1.2286 |
1.2285 |
| S1 |
1.2279 |
1.2278 |
|