CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2321 |
1.2392 |
0.0071 |
0.6% |
1.2196 |
| High |
1.2407 |
1.2435 |
0.0028 |
0.2% |
1.2435 |
| Low |
1.2271 |
1.2353 |
0.0082 |
0.7% |
1.2138 |
| Close |
1.2388 |
1.2426 |
0.0038 |
0.3% |
1.2426 |
| Range |
0.0136 |
0.0082 |
-0.0054 |
-39.7% |
0.0297 |
| ATR |
0.0104 |
0.0103 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
126,931 |
99,021 |
-27,910 |
-22.0% |
570,692 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2620 |
1.2471 |
|
| R3 |
1.2569 |
1.2538 |
1.2449 |
|
| R2 |
1.2487 |
1.2487 |
1.2441 |
|
| R1 |
1.2456 |
1.2456 |
1.2434 |
1.2472 |
| PP |
1.2405 |
1.2405 |
1.2405 |
1.2412 |
| S1 |
1.2374 |
1.2374 |
1.2418 |
1.2390 |
| S2 |
1.2323 |
1.2323 |
1.2411 |
|
| S3 |
1.2241 |
1.2292 |
1.2403 |
|
| S4 |
1.2159 |
1.2210 |
1.2381 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3224 |
1.3122 |
1.2589 |
|
| R3 |
1.2927 |
1.2825 |
1.2508 |
|
| R2 |
1.2630 |
1.2630 |
1.2480 |
|
| R1 |
1.2528 |
1.2528 |
1.2453 |
1.2579 |
| PP |
1.2333 |
1.2333 |
1.2333 |
1.2359 |
| S1 |
1.2231 |
1.2231 |
1.2399 |
1.2282 |
| S2 |
1.2036 |
1.2036 |
1.2372 |
|
| S3 |
1.1739 |
1.1934 |
1.2344 |
|
| S4 |
1.1442 |
1.1637 |
1.2263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2435 |
1.2138 |
0.0297 |
2.4% |
0.0118 |
0.9% |
97% |
True |
False |
114,138 |
| 10 |
1.2435 |
1.2138 |
0.0297 |
2.4% |
0.0094 |
0.8% |
97% |
True |
False |
100,032 |
| 20 |
1.2604 |
1.2138 |
0.0466 |
3.8% |
0.0097 |
0.8% |
62% |
False |
False |
51,951 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.9% |
0.0106 |
0.9% |
48% |
False |
False |
26,142 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0114 |
0.9% |
55% |
False |
False |
17,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2784 |
|
2.618 |
1.2650 |
|
1.618 |
1.2568 |
|
1.000 |
1.2517 |
|
0.618 |
1.2486 |
|
HIGH |
1.2435 |
|
0.618 |
1.2404 |
|
0.500 |
1.2394 |
|
0.382 |
1.2384 |
|
LOW |
1.2353 |
|
0.618 |
1.2302 |
|
1.000 |
1.2271 |
|
1.618 |
1.2220 |
|
2.618 |
1.2138 |
|
4.250 |
1.2005 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2415 |
1.2386 |
| PP |
1.2405 |
1.2346 |
| S1 |
1.2394 |
1.2306 |
|