CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2390 |
1.2508 |
0.0118 |
1.0% |
1.2196 |
| High |
1.2524 |
1.2536 |
0.0012 |
0.1% |
1.2435 |
| Low |
1.2371 |
1.2452 |
0.0081 |
0.7% |
1.2138 |
| Close |
1.2504 |
1.2516 |
0.0012 |
0.1% |
1.2426 |
| Range |
0.0153 |
0.0084 |
-0.0069 |
-45.1% |
0.0297 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
136,570 |
113,163 |
-23,407 |
-17.1% |
570,692 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2753 |
1.2719 |
1.2562 |
|
| R3 |
1.2669 |
1.2635 |
1.2539 |
|
| R2 |
1.2585 |
1.2585 |
1.2531 |
|
| R1 |
1.2551 |
1.2551 |
1.2524 |
1.2568 |
| PP |
1.2501 |
1.2501 |
1.2501 |
1.2510 |
| S1 |
1.2467 |
1.2467 |
1.2508 |
1.2484 |
| S2 |
1.2417 |
1.2417 |
1.2501 |
|
| S3 |
1.2333 |
1.2383 |
1.2493 |
|
| S4 |
1.2249 |
1.2299 |
1.2470 |
|
|
| 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 |
1.2536 |
1.2271 |
0.0265 |
2.1% |
0.0111 |
0.9% |
92% |
True |
False |
110,853 |
| 10 |
1.2536 |
1.2138 |
0.0398 |
3.2% |
0.0104 |
0.8% |
95% |
True |
False |
113,343 |
| 20 |
1.2604 |
1.2138 |
0.0466 |
3.7% |
0.0100 |
0.8% |
81% |
False |
False |
68,299 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.8% |
0.0104 |
0.8% |
62% |
False |
False |
34,338 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0116 |
0.9% |
68% |
False |
False |
22,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2893 |
|
2.618 |
1.2756 |
|
1.618 |
1.2672 |
|
1.000 |
1.2620 |
|
0.618 |
1.2588 |
|
HIGH |
1.2536 |
|
0.618 |
1.2504 |
|
0.500 |
1.2494 |
|
0.382 |
1.2484 |
|
LOW |
1.2452 |
|
0.618 |
1.2400 |
|
1.000 |
1.2368 |
|
1.618 |
1.2316 |
|
2.618 |
1.2232 |
|
4.250 |
1.2095 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2509 |
1.2494 |
| PP |
1.2501 |
1.2472 |
| S1 |
1.2494 |
1.2451 |
|