CME British Pound Future June 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 |
1.2229 |
1.2196 |
-0.0033 |
-0.3% |
1.2489 |
| High |
1.2245 |
1.2224 |
-0.0021 |
-0.2% |
1.2510 |
| Low |
1.2169 |
1.2161 |
-0.0008 |
-0.1% |
1.2245 |
| Close |
1.2200 |
1.2207 |
0.0007 |
0.1% |
1.2311 |
| Range |
0.0076 |
0.0063 |
-0.0013 |
-17.1% |
0.0265 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
110,502 |
124,094 |
13,592 |
12.3% |
34,564 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2386 |
1.2360 |
1.2242 |
|
| R3 |
1.2323 |
1.2297 |
1.2224 |
|
| R2 |
1.2260 |
1.2260 |
1.2219 |
|
| R1 |
1.2234 |
1.2234 |
1.2213 |
1.2247 |
| PP |
1.2197 |
1.2197 |
1.2197 |
1.2204 |
| S1 |
1.2171 |
1.2171 |
1.2201 |
1.2184 |
| S2 |
1.2134 |
1.2134 |
1.2195 |
|
| S3 |
1.2071 |
1.2108 |
1.2190 |
|
| S4 |
1.2008 |
1.2045 |
1.2172 |
|
|
| 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 |
1.2333 |
1.2161 |
0.0172 |
1.4% |
0.0077 |
0.6% |
27% |
False |
True |
65,053 |
| 10 |
1.2604 |
1.2161 |
0.0443 |
3.6% |
0.0089 |
0.7% |
10% |
False |
True |
35,515 |
| 20 |
1.2616 |
1.2161 |
0.0455 |
3.7% |
0.0089 |
0.7% |
10% |
False |
True |
18,009 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0119 |
1.0% |
24% |
False |
False |
9,192 |
| 60 |
1.2780 |
1.2035 |
0.0745 |
6.1% |
0.0115 |
0.9% |
23% |
False |
False |
6,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2492 |
|
2.618 |
1.2389 |
|
1.618 |
1.2326 |
|
1.000 |
1.2287 |
|
0.618 |
1.2263 |
|
HIGH |
1.2224 |
|
0.618 |
1.2200 |
|
0.500 |
1.2193 |
|
0.382 |
1.2185 |
|
LOW |
1.2161 |
|
0.618 |
1.2122 |
|
1.000 |
1.2098 |
|
1.618 |
1.2059 |
|
2.618 |
1.1996 |
|
4.250 |
1.1893 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2202 |
1.2223 |
| PP |
1.2197 |
1.2217 |
| S1 |
1.2193 |
1.2212 |
|