CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2196 |
1.2185 |
-0.0011 |
-0.1% |
1.2323 |
| High |
1.2224 |
1.2218 |
-0.0006 |
0.0% |
1.2331 |
| Low |
1.2161 |
1.2168 |
0.0007 |
0.1% |
1.2161 |
| Close |
1.2207 |
1.2206 |
-0.0001 |
0.0% |
1.2206 |
| Range |
0.0063 |
0.0050 |
-0.0013 |
-20.6% |
0.0170 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
124,094 |
110,330 |
-13,764 |
-11.1% |
429,634 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2347 |
1.2327 |
1.2234 |
|
| R3 |
1.2297 |
1.2277 |
1.2220 |
|
| R2 |
1.2247 |
1.2247 |
1.2215 |
|
| R1 |
1.2227 |
1.2227 |
1.2211 |
1.2237 |
| PP |
1.2197 |
1.2197 |
1.2197 |
1.2203 |
| S1 |
1.2177 |
1.2177 |
1.2201 |
1.2187 |
| S2 |
1.2147 |
1.2147 |
1.2197 |
|
| S3 |
1.2097 |
1.2127 |
1.2192 |
|
| S4 |
1.2047 |
1.2077 |
1.2179 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2743 |
1.2644 |
1.2300 |
|
| R3 |
1.2573 |
1.2474 |
1.2253 |
|
| R2 |
1.2403 |
1.2403 |
1.2237 |
|
| R1 |
1.2304 |
1.2304 |
1.2222 |
1.2269 |
| PP |
1.2233 |
1.2233 |
1.2233 |
1.2215 |
| S1 |
1.2134 |
1.2134 |
1.2190 |
1.2099 |
| S2 |
1.2063 |
1.2063 |
1.2175 |
|
| S3 |
1.1893 |
1.1964 |
1.2159 |
|
| S4 |
1.1723 |
1.1794 |
1.2113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2331 |
1.2161 |
0.0170 |
1.4% |
0.0069 |
0.6% |
26% |
False |
False |
85,926 |
| 10 |
1.2510 |
1.2161 |
0.0349 |
2.9% |
0.0081 |
0.7% |
13% |
False |
False |
46,419 |
| 20 |
1.2604 |
1.2161 |
0.0443 |
3.6% |
0.0087 |
0.7% |
10% |
False |
False |
23,508 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0114 |
0.9% |
24% |
False |
False |
11,945 |
| 60 |
1.2780 |
1.2035 |
0.0745 |
6.1% |
0.0116 |
0.9% |
23% |
False |
False |
8,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2431 |
|
2.618 |
1.2349 |
|
1.618 |
1.2299 |
|
1.000 |
1.2268 |
|
0.618 |
1.2249 |
|
HIGH |
1.2218 |
|
0.618 |
1.2199 |
|
0.500 |
1.2193 |
|
0.382 |
1.2187 |
|
LOW |
1.2168 |
|
0.618 |
1.2137 |
|
1.000 |
1.2118 |
|
1.618 |
1.2087 |
|
2.618 |
1.2037 |
|
4.250 |
1.1956 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2202 |
1.2205 |
| PP |
1.2197 |
1.2204 |
| S1 |
1.2193 |
1.2203 |
|