CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2547 |
1.2517 |
-0.0030 |
-0.2% |
1.2416 |
| High |
1.2549 |
1.2643 |
0.0094 |
0.7% |
1.2560 |
| Low |
1.2496 |
1.2517 |
0.0021 |
0.2% |
1.2365 |
| Close |
1.2526 |
1.2593 |
0.0067 |
0.5% |
1.2526 |
| Range |
0.0053 |
0.0126 |
0.0073 |
137.7% |
0.0195 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0000 |
| Volume |
68,626 |
96,494 |
27,868 |
40.6% |
493,009 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2904 |
1.2662 |
|
| R3 |
1.2836 |
1.2778 |
1.2628 |
|
| R2 |
1.2710 |
1.2710 |
1.2616 |
|
| R1 |
1.2652 |
1.2652 |
1.2605 |
1.2681 |
| PP |
1.2584 |
1.2584 |
1.2584 |
1.2599 |
| S1 |
1.2526 |
1.2526 |
1.2581 |
1.2555 |
| S2 |
1.2458 |
1.2458 |
1.2570 |
|
| S3 |
1.2332 |
1.2400 |
1.2558 |
|
| S4 |
1.2206 |
1.2274 |
1.2524 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3069 |
1.2992 |
1.2633 |
|
| R3 |
1.2874 |
1.2797 |
1.2580 |
|
| R2 |
1.2679 |
1.2679 |
1.2562 |
|
| R1 |
1.2602 |
1.2602 |
1.2544 |
1.2641 |
| PP |
1.2484 |
1.2484 |
1.2484 |
1.2503 |
| S1 |
1.2407 |
1.2407 |
1.2508 |
1.2446 |
| S2 |
1.2289 |
1.2289 |
1.2490 |
|
| S3 |
1.2094 |
1.2212 |
1.2472 |
|
| S4 |
1.1899 |
1.2017 |
1.2419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2643 |
1.2371 |
0.0272 |
2.2% |
0.0097 |
0.8% |
82% |
True |
False |
102,184 |
| 10 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0108 |
0.9% |
90% |
True |
False |
104,325 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0095 |
0.8% |
90% |
True |
False |
81,035 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.8% |
0.0102 |
0.8% |
75% |
False |
False |
40,837 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.6% |
0.0116 |
0.9% |
79% |
False |
False |
27,324 |
| 80 |
1.2831 |
1.2035 |
0.0796 |
6.3% |
0.0113 |
0.9% |
70% |
False |
False |
20,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3179 |
|
2.618 |
1.2973 |
|
1.618 |
1.2847 |
|
1.000 |
1.2769 |
|
0.618 |
1.2721 |
|
HIGH |
1.2643 |
|
0.618 |
1.2595 |
|
0.500 |
1.2580 |
|
0.382 |
1.2565 |
|
LOW |
1.2517 |
|
0.618 |
1.2439 |
|
1.000 |
1.2391 |
|
1.618 |
1.2313 |
|
2.618 |
1.2187 |
|
4.250 |
1.1982 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2589 |
1.2584 |
| PP |
1.2584 |
1.2576 |
| S1 |
1.2580 |
1.2567 |
|