CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3273 |
1.3092 |
-0.0181 |
-1.4% |
1.3327 |
| High |
1.3283 |
1.3126 |
-0.0157 |
-1.2% |
1.3390 |
| Low |
1.3048 |
1.3070 |
0.0022 |
0.2% |
1.3048 |
| Close |
1.3048 |
1.3079 |
0.0031 |
0.2% |
1.3048 |
| Range |
0.0235 |
0.0056 |
-0.0179 |
-76.2% |
0.0342 |
| ATR |
0.0107 |
0.0104 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
447 |
49 |
-398 |
-89.0% |
546 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3260 |
1.3225 |
1.3110 |
|
| R3 |
1.3204 |
1.3169 |
1.3094 |
|
| R2 |
1.3148 |
1.3148 |
1.3089 |
|
| R1 |
1.3113 |
1.3113 |
1.3084 |
1.3103 |
| PP |
1.3092 |
1.3092 |
1.3092 |
1.3086 |
| S1 |
1.3057 |
1.3057 |
1.3074 |
1.3047 |
| S2 |
1.3036 |
1.3036 |
1.3069 |
|
| S3 |
1.2980 |
1.3001 |
1.3064 |
|
| S4 |
1.2924 |
1.2945 |
1.3048 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4188 |
1.3960 |
1.3236 |
|
| R3 |
1.3846 |
1.3618 |
1.3142 |
|
| R2 |
1.3504 |
1.3504 |
1.3111 |
|
| R1 |
1.3276 |
1.3276 |
1.3079 |
1.3219 |
| PP |
1.3162 |
1.3162 |
1.3162 |
1.3134 |
| S1 |
1.2934 |
1.2934 |
1.3017 |
1.2877 |
| S2 |
1.2820 |
1.2820 |
1.2985 |
|
| S3 |
1.2478 |
1.2592 |
1.2954 |
|
| S4 |
1.2136 |
1.2250 |
1.2860 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3364 |
|
2.618 |
1.3273 |
|
1.618 |
1.3217 |
|
1.000 |
1.3182 |
|
0.618 |
1.3161 |
|
HIGH |
1.3126 |
|
0.618 |
1.3105 |
|
0.500 |
1.3098 |
|
0.382 |
1.3091 |
|
LOW |
1.3070 |
|
0.618 |
1.3035 |
|
1.000 |
1.3014 |
|
1.618 |
1.2979 |
|
2.618 |
1.2923 |
|
4.250 |
1.2832 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3098 |
1.3181 |
| PP |
1.3092 |
1.3147 |
| S1 |
1.3085 |
1.3113 |
|