CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2250 |
1.2186 |
-0.0064 |
-0.5% |
1.2323 |
| High |
1.2251 |
1.2340 |
0.0089 |
0.7% |
1.2331 |
| Low |
1.2138 |
1.2177 |
0.0039 |
0.3% |
1.2161 |
| Close |
1.2190 |
1.2321 |
0.0131 |
1.1% |
1.2206 |
| Range |
0.0113 |
0.0163 |
0.0050 |
44.2% |
0.0170 |
| ATR |
0.0097 |
0.0102 |
0.0005 |
4.9% |
0.0000 |
| Volume |
103,864 |
123,936 |
20,072 |
19.3% |
429,634 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2768 |
1.2708 |
1.2411 |
|
| R3 |
1.2605 |
1.2545 |
1.2366 |
|
| R2 |
1.2442 |
1.2442 |
1.2351 |
|
| R1 |
1.2382 |
1.2382 |
1.2336 |
1.2412 |
| PP |
1.2279 |
1.2279 |
1.2279 |
1.2295 |
| S1 |
1.2219 |
1.2219 |
1.2306 |
1.2249 |
| S2 |
1.2116 |
1.2116 |
1.2291 |
|
| S3 |
1.1953 |
1.2056 |
1.2276 |
|
| S4 |
1.1790 |
1.1893 |
1.2231 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2743 |
1.2644 |
1.2300 |
|
| R3 |
1.2573 |
1.2474 |
1.2253 |
|
| R2 |
1.2403 |
1.2403 |
1.2237 |
|
| R1 |
1.2304 |
1.2304 |
1.2222 |
1.2269 |
| PP |
1.2233 |
1.2233 |
1.2233 |
1.2215 |
| S1 |
1.2134 |
1.2134 |
1.2190 |
1.2099 |
| S2 |
1.2063 |
1.2063 |
1.2175 |
|
| S3 |
1.1893 |
1.1964 |
1.2159 |
|
| S4 |
1.1723 |
1.1794 |
1.2113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2340 |
1.2138 |
0.0202 |
1.6% |
0.0097 |
0.8% |
91% |
True |
False |
115,832 |
| 10 |
1.2340 |
1.2138 |
0.0202 |
1.6% |
0.0087 |
0.7% |
91% |
True |
False |
79,054 |
| 20 |
1.2604 |
1.2138 |
0.0466 |
3.8% |
0.0094 |
0.8% |
39% |
False |
False |
40,701 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.9% |
0.0106 |
0.9% |
30% |
False |
False |
20,512 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0115 |
0.9% |
40% |
False |
False |
13,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3033 |
|
2.618 |
1.2767 |
|
1.618 |
1.2604 |
|
1.000 |
1.2503 |
|
0.618 |
1.2441 |
|
HIGH |
1.2340 |
|
0.618 |
1.2278 |
|
0.500 |
1.2259 |
|
0.382 |
1.2239 |
|
LOW |
1.2177 |
|
0.618 |
1.2076 |
|
1.000 |
1.2014 |
|
1.618 |
1.1913 |
|
2.618 |
1.1750 |
|
4.250 |
1.1484 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2300 |
1.2294 |
| PP |
1.2279 |
1.2266 |
| S1 |
1.2259 |
1.2239 |
|