CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2508 |
1.2508 |
0.0000 |
0.0% |
1.2196 |
| High |
1.2536 |
1.2560 |
0.0024 |
0.2% |
1.2435 |
| Low |
1.2452 |
1.2491 |
0.0039 |
0.3% |
1.2138 |
| Close |
1.2516 |
1.2543 |
0.0027 |
0.2% |
1.2426 |
| Range |
0.0084 |
0.0069 |
-0.0015 |
-17.9% |
0.0297 |
| ATR |
0.0104 |
0.0102 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
113,163 |
96,068 |
-17,095 |
-15.1% |
570,692 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2738 |
1.2710 |
1.2581 |
|
| R3 |
1.2669 |
1.2641 |
1.2562 |
|
| R2 |
1.2600 |
1.2600 |
1.2556 |
|
| R1 |
1.2572 |
1.2572 |
1.2549 |
1.2586 |
| PP |
1.2531 |
1.2531 |
1.2531 |
1.2539 |
| S1 |
1.2503 |
1.2503 |
1.2537 |
1.2517 |
| S2 |
1.2462 |
1.2462 |
1.2530 |
|
| S3 |
1.2393 |
1.2434 |
1.2524 |
|
| S4 |
1.2324 |
1.2365 |
1.2505 |
|
|
| 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 |
1.2560 |
1.2353 |
0.0207 |
1.7% |
0.0098 |
0.8% |
92% |
True |
False |
104,680 |
| 10 |
1.2560 |
1.2138 |
0.0422 |
3.4% |
0.0105 |
0.8% |
96% |
True |
False |
110,540 |
| 20 |
1.2604 |
1.2138 |
0.0466 |
3.7% |
0.0097 |
0.8% |
87% |
False |
False |
73,027 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.8% |
0.0102 |
0.8% |
67% |
False |
False |
36,724 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0116 |
0.9% |
72% |
False |
False |
24,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2853 |
|
2.618 |
1.2741 |
|
1.618 |
1.2672 |
|
1.000 |
1.2629 |
|
0.618 |
1.2603 |
|
HIGH |
1.2560 |
|
0.618 |
1.2534 |
|
0.500 |
1.2526 |
|
0.382 |
1.2517 |
|
LOW |
1.2491 |
|
0.618 |
1.2448 |
|
1.000 |
1.2422 |
|
1.618 |
1.2379 |
|
2.618 |
1.2310 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2537 |
1.2517 |
| PP |
1.2531 |
1.2491 |
| S1 |
1.2526 |
1.2466 |
|