CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3000 |
1.2998 |
-0.0002 |
0.0% |
1.3092 |
| High |
1.3030 |
1.3070 |
0.0040 |
0.3% |
1.3165 |
| Low |
1.2962 |
1.2984 |
0.0022 |
0.2% |
1.2959 |
| Close |
1.3011 |
1.3067 |
0.0056 |
0.4% |
1.3006 |
| Range |
0.0068 |
0.0086 |
0.0018 |
26.5% |
0.0206 |
| ATR |
0.0107 |
0.0106 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
133 |
29 |
-104 |
-78.2% |
396 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3298 |
1.3269 |
1.3114 |
|
| R3 |
1.3212 |
1.3183 |
1.3091 |
|
| R2 |
1.3126 |
1.3126 |
1.3083 |
|
| R1 |
1.3097 |
1.3097 |
1.3075 |
1.3112 |
| PP |
1.3040 |
1.3040 |
1.3040 |
1.3048 |
| S1 |
1.3011 |
1.3011 |
1.3059 |
1.3026 |
| S2 |
1.2954 |
1.2954 |
1.3051 |
|
| S3 |
1.2868 |
1.2925 |
1.3043 |
|
| S4 |
1.2782 |
1.2839 |
1.3020 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3661 |
1.3540 |
1.3119 |
|
| R3 |
1.3455 |
1.3334 |
1.3063 |
|
| R2 |
1.3249 |
1.3249 |
1.3044 |
|
| R1 |
1.3128 |
1.3128 |
1.3025 |
1.3086 |
| PP |
1.3043 |
1.3043 |
1.3043 |
1.3022 |
| S1 |
1.2922 |
1.2922 |
1.2987 |
1.2880 |
| S2 |
1.2837 |
1.2837 |
1.2968 |
|
| S3 |
1.2631 |
1.2716 |
1.2949 |
|
| S4 |
1.2425 |
1.2510 |
1.2893 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3436 |
|
2.618 |
1.3295 |
|
1.618 |
1.3209 |
|
1.000 |
1.3156 |
|
0.618 |
1.3123 |
|
HIGH |
1.3070 |
|
0.618 |
1.3037 |
|
0.500 |
1.3027 |
|
0.382 |
1.3017 |
|
LOW |
1.2984 |
|
0.618 |
1.2931 |
|
1.000 |
1.2898 |
|
1.618 |
1.2845 |
|
2.618 |
1.2759 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3054 |
1.3060 |
| PP |
1.3040 |
1.3052 |
| S1 |
1.3027 |
1.3045 |
|