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 |
|