CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2271 |
1.2229 |
-0.0042 |
-0.3% |
1.2489 |
| High |
1.2284 |
1.2245 |
-0.0039 |
-0.3% |
1.2510 |
| Low |
1.2201 |
1.2169 |
-0.0032 |
-0.3% |
1.2245 |
| Close |
1.2233 |
1.2200 |
-0.0033 |
-0.3% |
1.2311 |
| Range |
0.0083 |
0.0076 |
-0.0007 |
-8.4% |
0.0265 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
34,081 |
110,502 |
76,421 |
224.2% |
34,564 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2433 |
1.2392 |
1.2242 |
|
| R3 |
1.2357 |
1.2316 |
1.2221 |
|
| R2 |
1.2281 |
1.2281 |
1.2214 |
|
| R1 |
1.2240 |
1.2240 |
1.2207 |
1.2223 |
| PP |
1.2205 |
1.2205 |
1.2205 |
1.2196 |
| S1 |
1.2164 |
1.2164 |
1.2193 |
1.2147 |
| S2 |
1.2129 |
1.2129 |
1.2186 |
|
| S3 |
1.2053 |
1.2088 |
1.2179 |
|
| S4 |
1.1977 |
1.2012 |
1.2158 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.2996 |
1.2457 |
|
| R3 |
1.2885 |
1.2731 |
1.2384 |
|
| R2 |
1.2620 |
1.2620 |
1.2360 |
|
| R1 |
1.2466 |
1.2466 |
1.2335 |
1.2411 |
| PP |
1.2355 |
1.2355 |
1.2355 |
1.2328 |
| S1 |
1.2201 |
1.2201 |
1.2287 |
1.2146 |
| S2 |
1.2090 |
1.2090 |
1.2262 |
|
| S3 |
1.1825 |
1.1936 |
1.2238 |
|
| S4 |
1.1560 |
1.1671 |
1.2165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2340 |
1.2169 |
0.0171 |
1.4% |
0.0077 |
0.6% |
18% |
False |
True |
42,275 |
| 10 |
1.2604 |
1.2169 |
0.0435 |
3.6% |
0.0095 |
0.8% |
7% |
False |
True |
23,256 |
| 20 |
1.2616 |
1.2169 |
0.0447 |
3.7% |
0.0090 |
0.7% |
7% |
False |
True |
11,814 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0119 |
1.0% |
23% |
False |
False |
6,092 |
| 60 |
1.2780 |
1.2035 |
0.0745 |
6.1% |
0.0115 |
0.9% |
22% |
False |
False |
4,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2568 |
|
2.618 |
1.2444 |
|
1.618 |
1.2368 |
|
1.000 |
1.2321 |
|
0.618 |
1.2292 |
|
HIGH |
1.2245 |
|
0.618 |
1.2216 |
|
0.500 |
1.2207 |
|
0.382 |
1.2198 |
|
LOW |
1.2169 |
|
0.618 |
1.2122 |
|
1.000 |
1.2093 |
|
1.618 |
1.2046 |
|
2.618 |
1.1970 |
|
4.250 |
1.1846 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2207 |
1.2250 |
| PP |
1.2205 |
1.2233 |
| S1 |
1.2202 |
1.2217 |
|