CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2185 |
1.2196 |
0.0011 |
0.1% |
1.2323 |
| High |
1.2218 |
1.2281 |
0.0063 |
0.5% |
1.2331 |
| Low |
1.2168 |
1.2185 |
0.0017 |
0.1% |
1.2161 |
| Close |
1.2206 |
1.2261 |
0.0055 |
0.5% |
1.2206 |
| Range |
0.0050 |
0.0096 |
0.0046 |
92.0% |
0.0170 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.1% |
0.0000 |
| Volume |
110,330 |
116,940 |
6,610 |
6.0% |
429,634 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2530 |
1.2492 |
1.2314 |
|
| R3 |
1.2434 |
1.2396 |
1.2287 |
|
| R2 |
1.2338 |
1.2338 |
1.2279 |
|
| R1 |
1.2300 |
1.2300 |
1.2270 |
1.2319 |
| PP |
1.2242 |
1.2242 |
1.2242 |
1.2252 |
| S1 |
1.2204 |
1.2204 |
1.2252 |
1.2223 |
| S2 |
1.2146 |
1.2146 |
1.2243 |
|
| S3 |
1.2050 |
1.2108 |
1.2235 |
|
| S4 |
1.1954 |
1.2012 |
1.2208 |
|
|
| 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 |
1.2284 |
1.2161 |
0.0123 |
1.0% |
0.0074 |
0.6% |
81% |
False |
False |
99,189 |
| 10 |
1.2502 |
1.2161 |
0.0341 |
2.8% |
0.0082 |
0.7% |
29% |
False |
False |
57,746 |
| 20 |
1.2604 |
1.2161 |
0.0443 |
3.6% |
0.0088 |
0.7% |
23% |
False |
False |
29,338 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0113 |
0.9% |
32% |
False |
False |
14,862 |
| 60 |
1.2777 |
1.2035 |
0.0742 |
6.1% |
0.0116 |
0.9% |
30% |
False |
False |
9,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2689 |
|
2.618 |
1.2532 |
|
1.618 |
1.2436 |
|
1.000 |
1.2377 |
|
0.618 |
1.2340 |
|
HIGH |
1.2281 |
|
0.618 |
1.2244 |
|
0.500 |
1.2233 |
|
0.382 |
1.2222 |
|
LOW |
1.2185 |
|
0.618 |
1.2126 |
|
1.000 |
1.2089 |
|
1.618 |
1.2030 |
|
2.618 |
1.1934 |
|
4.250 |
1.1777 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2252 |
1.2248 |
| PP |
1.2242 |
1.2234 |
| S1 |
1.2233 |
1.2221 |
|