CME British Pound Future June 2017
Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1.2323 |
1.2271 |
-0.0052 |
-0.4% |
1.2489 |
High |
1.2331 |
1.2284 |
-0.0047 |
-0.4% |
1.2510 |
Low |
1.2256 |
1.2201 |
-0.0055 |
-0.4% |
1.2245 |
Close |
1.2271 |
1.2233 |
-0.0038 |
-0.3% |
1.2311 |
Range |
0.0075 |
0.0083 |
0.0008 |
10.7% |
0.0265 |
ATR |
0.0104 |
0.0103 |
-0.0002 |
-1.5% |
0.0000 |
Volume |
50,627 |
34,081 |
-16,546 |
-32.7% |
34,564 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2488 |
1.2444 |
1.2279 |
|
R3 |
1.2405 |
1.2361 |
1.2256 |
|
R2 |
1.2322 |
1.2322 |
1.2248 |
|
R1 |
1.2278 |
1.2278 |
1.2241 |
1.2259 |
PP |
1.2239 |
1.2239 |
1.2239 |
1.2230 |
S1 |
1.2195 |
1.2195 |
1.2225 |
1.2176 |
S2 |
1.2156 |
1.2156 |
1.2218 |
|
S3 |
1.2073 |
1.2112 |
1.2210 |
|
S4 |
1.1990 |
1.2029 |
1.2187 |
|
|
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 |
1.2437 |
1.2201 |
0.0236 |
1.9% |
0.0087 |
0.7% |
14% |
False |
True |
22,257 |
10 |
1.2604 |
1.2201 |
0.0403 |
3.3% |
0.0096 |
0.8% |
8% |
False |
True |
12,249 |
20 |
1.2616 |
1.2201 |
0.0415 |
3.4% |
0.0096 |
0.8% |
8% |
False |
True |
6,317 |
40 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0121 |
1.0% |
28% |
False |
False |
3,333 |
60 |
1.2780 |
1.2035 |
0.0745 |
6.1% |
0.0116 |
1.0% |
27% |
False |
False |
2,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2637 |
2.618 |
1.2501 |
1.618 |
1.2418 |
1.000 |
1.2367 |
0.618 |
1.2335 |
HIGH |
1.2284 |
0.618 |
1.2252 |
0.500 |
1.2243 |
0.382 |
1.2233 |
LOW |
1.2201 |
0.618 |
1.2150 |
1.000 |
1.2118 |
1.618 |
1.2067 |
2.618 |
1.1984 |
4.250 |
1.1848 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1.2243 |
1.2267 |
PP |
1.2239 |
1.2256 |
S1 |
1.2236 |
1.2244 |
|