CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3059 |
1.3003 |
-0.0056 |
-0.4% |
1.3000 |
| High |
1.3094 |
1.3065 |
-0.0029 |
-0.2% |
1.3094 |
| Low |
1.2998 |
1.2980 |
-0.0018 |
-0.1% |
1.2962 |
| Close |
1.3011 |
1.3022 |
0.0011 |
0.1% |
1.3022 |
| Range |
0.0096 |
0.0085 |
-0.0011 |
-11.5% |
0.0132 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
24 |
453 |
429 |
1,787.5% |
647 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3277 |
1.3235 |
1.3069 |
|
| R3 |
1.3192 |
1.3150 |
1.3045 |
|
| R2 |
1.3107 |
1.3107 |
1.3038 |
|
| R1 |
1.3065 |
1.3065 |
1.3030 |
1.3086 |
| PP |
1.3022 |
1.3022 |
1.3022 |
1.3033 |
| S1 |
1.2980 |
1.2980 |
1.3014 |
1.3001 |
| S2 |
1.2937 |
1.2937 |
1.3006 |
|
| S3 |
1.2852 |
1.2895 |
1.2999 |
|
| S4 |
1.2767 |
1.2810 |
1.2975 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3422 |
1.3354 |
1.3095 |
|
| R3 |
1.3290 |
1.3222 |
1.3058 |
|
| R2 |
1.3158 |
1.3158 |
1.3046 |
|
| R1 |
1.3090 |
1.3090 |
1.3034 |
1.3124 |
| PP |
1.3026 |
1.3026 |
1.3026 |
1.3043 |
| S1 |
1.2958 |
1.2958 |
1.3010 |
1.2992 |
| S2 |
1.2894 |
1.2894 |
1.2998 |
|
| S3 |
1.2762 |
1.2826 |
1.2986 |
|
| S4 |
1.2630 |
1.2694 |
1.2949 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3426 |
|
2.618 |
1.3288 |
|
1.618 |
1.3203 |
|
1.000 |
1.3150 |
|
0.618 |
1.3118 |
|
HIGH |
1.3065 |
|
0.618 |
1.3033 |
|
0.500 |
1.3023 |
|
0.382 |
1.3012 |
|
LOW |
1.2980 |
|
0.618 |
1.2927 |
|
1.000 |
1.2895 |
|
1.618 |
1.2842 |
|
2.618 |
1.2757 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3023 |
1.3037 |
| PP |
1.3022 |
1.3032 |
| S1 |
1.3022 |
1.3027 |
|