CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2186 |
1.2321 |
0.0135 |
1.1% |
1.2323 |
| High |
1.2340 |
1.2407 |
0.0067 |
0.5% |
1.2331 |
| Low |
1.2177 |
1.2271 |
0.0094 |
0.8% |
1.2161 |
| Close |
1.2321 |
1.2388 |
0.0067 |
0.5% |
1.2206 |
| Range |
0.0163 |
0.0136 |
-0.0027 |
-16.6% |
0.0170 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.4% |
0.0000 |
| Volume |
123,936 |
126,931 |
2,995 |
2.4% |
429,634 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2712 |
1.2463 |
|
| R3 |
1.2627 |
1.2576 |
1.2425 |
|
| R2 |
1.2491 |
1.2491 |
1.2413 |
|
| R1 |
1.2440 |
1.2440 |
1.2400 |
1.2466 |
| PP |
1.2355 |
1.2355 |
1.2355 |
1.2368 |
| S1 |
1.2304 |
1.2304 |
1.2376 |
1.2330 |
| S2 |
1.2219 |
1.2219 |
1.2363 |
|
| S3 |
1.2083 |
1.2168 |
1.2351 |
|
| S4 |
1.1947 |
1.2032 |
1.2313 |
|
|
| 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 |
1.2407 |
1.2138 |
0.0269 |
2.2% |
0.0112 |
0.9% |
93% |
True |
False |
116,400 |
| 10 |
1.2407 |
1.2138 |
0.0269 |
2.2% |
0.0094 |
0.8% |
93% |
True |
False |
90,726 |
| 20 |
1.2604 |
1.2138 |
0.0466 |
3.8% |
0.0096 |
0.8% |
54% |
False |
False |
47,016 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.9% |
0.0106 |
0.9% |
41% |
False |
False |
23,678 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0115 |
0.9% |
50% |
False |
False |
15,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2985 |
|
2.618 |
1.2763 |
|
1.618 |
1.2627 |
|
1.000 |
1.2543 |
|
0.618 |
1.2491 |
|
HIGH |
1.2407 |
|
0.618 |
1.2355 |
|
0.500 |
1.2339 |
|
0.382 |
1.2323 |
|
LOW |
1.2271 |
|
0.618 |
1.2187 |
|
1.000 |
1.2135 |
|
1.618 |
1.2051 |
|
2.618 |
1.1915 |
|
4.250 |
1.1693 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2372 |
1.2350 |
| PP |
1.2355 |
1.2311 |
| S1 |
1.2339 |
1.2273 |
|