CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2392 |
1.2416 |
0.0024 |
0.2% |
1.2196 |
| High |
1.2435 |
1.2465 |
0.0030 |
0.2% |
1.2435 |
| Low |
1.2353 |
1.2365 |
0.0012 |
0.1% |
1.2138 |
| Close |
1.2426 |
1.2378 |
-0.0048 |
-0.4% |
1.2426 |
| Range |
0.0082 |
0.0100 |
0.0018 |
22.0% |
0.0297 |
| ATR |
0.0103 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
99,021 |
78,582 |
-20,439 |
-20.6% |
570,692 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2703 |
1.2640 |
1.2433 |
|
| R3 |
1.2603 |
1.2540 |
1.2406 |
|
| R2 |
1.2503 |
1.2503 |
1.2396 |
|
| R1 |
1.2440 |
1.2440 |
1.2387 |
1.2422 |
| PP |
1.2403 |
1.2403 |
1.2403 |
1.2393 |
| S1 |
1.2340 |
1.2340 |
1.2369 |
1.2322 |
| S2 |
1.2303 |
1.2303 |
1.2360 |
|
| S3 |
1.2203 |
1.2240 |
1.2351 |
|
| S4 |
1.2103 |
1.2140 |
1.2323 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3224 |
1.3122 |
1.2589 |
|
| R3 |
1.2927 |
1.2825 |
1.2508 |
|
| R2 |
1.2630 |
1.2630 |
1.2480 |
|
| R1 |
1.2528 |
1.2528 |
1.2453 |
1.2579 |
| PP |
1.2333 |
1.2333 |
1.2333 |
1.2359 |
| S1 |
1.2231 |
1.2231 |
1.2399 |
1.2282 |
| S2 |
1.2036 |
1.2036 |
1.2372 |
|
| S3 |
1.1739 |
1.1934 |
1.2344 |
|
| S4 |
1.1442 |
1.1637 |
1.2263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2465 |
1.2138 |
0.0327 |
2.6% |
0.0119 |
1.0% |
73% |
True |
False |
106,466 |
| 10 |
1.2465 |
1.2138 |
0.0327 |
2.6% |
0.0096 |
0.8% |
73% |
True |
False |
102,828 |
| 20 |
1.2604 |
1.2138 |
0.0466 |
3.8% |
0.0096 |
0.8% |
52% |
False |
False |
55,863 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.9% |
0.0105 |
0.9% |
40% |
False |
False |
28,103 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0114 |
0.9% |
48% |
False |
False |
18,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2890 |
|
2.618 |
1.2727 |
|
1.618 |
1.2627 |
|
1.000 |
1.2565 |
|
0.618 |
1.2527 |
|
HIGH |
1.2465 |
|
0.618 |
1.2427 |
|
0.500 |
1.2415 |
|
0.382 |
1.2403 |
|
LOW |
1.2365 |
|
0.618 |
1.2303 |
|
1.000 |
1.2265 |
|
1.618 |
1.2203 |
|
2.618 |
1.2103 |
|
4.250 |
1.1940 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2415 |
1.2375 |
| PP |
1.2403 |
1.2371 |
| S1 |
1.2390 |
1.2368 |
|