CME British Pound Future September 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 | 
                        1.2545 | 
                        1.2569 | 
                        0.0024 | 
                        0.2% | 
                        1.2460 | 
                     
                    
                        | High | 
                        1.2579 | 
                        1.2671 | 
                        0.0092 | 
                        0.7% | 
                        1.2590 | 
                     
                    
                        | Low | 
                        1.2529 | 
                        1.2550 | 
                        0.0021 | 
                        0.2% | 
                        1.2400 | 
                     
                    
                        | Close | 
                        1.2557 | 
                        1.2623 | 
                        0.0066 | 
                        0.5% | 
                        1.2557 | 
                     
                    
                        | Range | 
                        0.0050 | 
                        0.0121 | 
                        0.0071 | 
                        142.0% | 
                        0.0190 | 
                     
                    
                        | ATR | 
                        0.0087 | 
                        0.0089 | 
                        0.0002 | 
                        2.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        21 | 
                        73 | 
                        52 | 
                        247.6% | 
                        174 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2978 | 
                1.2921 | 
                1.2690 | 
                 | 
             
            
                | R3 | 
                1.2857 | 
                1.2800 | 
                1.2656 | 
                 | 
             
            
                | R2 | 
                1.2736 | 
                1.2736 | 
                1.2645 | 
                 | 
             
            
                | R1 | 
                1.2679 | 
                1.2679 | 
                1.2634 | 
                1.2708 | 
             
            
                | PP | 
                1.2615 | 
                1.2615 | 
                1.2615 | 
                1.2629 | 
             
            
                | S1 | 
                1.2558 | 
                1.2558 | 
                1.2612 | 
                1.2587 | 
             
            
                | S2 | 
                1.2494 | 
                1.2494 | 
                1.2601 | 
                 | 
             
            
                | S3 | 
                1.2373 | 
                1.2437 | 
                1.2590 | 
                 | 
             
            
                | S4 | 
                1.2252 | 
                1.2316 | 
                1.2556 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Mar-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3086 | 
                1.3011 | 
                1.2662 | 
                 | 
             
            
                | R3 | 
                1.2896 | 
                1.2821 | 
                1.2609 | 
                 | 
             
            
                | R2 | 
                1.2706 | 
                1.2706 | 
                1.2592 | 
                 | 
             
            
                | R1 | 
                1.2631 | 
                1.2631 | 
                1.2574 | 
                1.2669 | 
             
            
                | PP | 
                1.2516 | 
                1.2516 | 
                1.2516 | 
                1.2534 | 
             
            
                | S1 | 
                1.2441 | 
                1.2441 | 
                1.2540 | 
                1.2479 | 
             
            
                | S2 | 
                1.2326 | 
                1.2326 | 
                1.2522 | 
                 | 
             
            
                | S3 | 
                1.2136 | 
                1.2251 | 
                1.2505 | 
                 | 
             
            
                | S4 | 
                1.1946 | 
                1.2061 | 
                1.2453 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3185 | 
         
        
            | 
2.618             | 
            1.2988 | 
         
        
            | 
1.618             | 
            1.2867 | 
         
        
            | 
1.000             | 
            1.2792 | 
         
        
            | 
0.618             | 
            1.2746 | 
         
        
            | 
HIGH             | 
            1.2671 | 
         
        
            | 
0.618             | 
            1.2625 | 
         
        
            | 
0.500             | 
            1.2611 | 
         
        
            | 
0.382             | 
            1.2596 | 
         
        
            | 
LOW             | 
            1.2550 | 
         
        
            | 
0.618             | 
            1.2475 | 
         
        
            | 
1.000             | 
            1.2429 | 
         
        
            | 
1.618             | 
            1.2354 | 
         
        
            | 
2.618             | 
            1.2233 | 
         
        
            | 
4.250             | 
            1.2036 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Mar-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2619 | 
                                1.2615 | 
                             
                            
                                | PP | 
                                1.2615 | 
                                1.2607 | 
                             
                            
                                | S1 | 
                                1.2611 | 
                                1.2599 | 
                             
             
         |