CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2416 |
1.2390 |
-0.0026 |
-0.2% |
1.2196 |
| High |
1.2465 |
1.2524 |
0.0059 |
0.5% |
1.2435 |
| Low |
1.2365 |
1.2371 |
0.0006 |
0.0% |
1.2138 |
| Close |
1.2378 |
1.2504 |
0.0126 |
1.0% |
1.2426 |
| Range |
0.0100 |
0.0153 |
0.0053 |
53.0% |
0.0297 |
| ATR |
0.0102 |
0.0106 |
0.0004 |
3.5% |
0.0000 |
| Volume |
78,582 |
136,570 |
57,988 |
73.8% |
570,692 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2925 |
1.2868 |
1.2588 |
|
| R3 |
1.2772 |
1.2715 |
1.2546 |
|
| R2 |
1.2619 |
1.2619 |
1.2532 |
|
| R1 |
1.2562 |
1.2562 |
1.2518 |
1.2591 |
| PP |
1.2466 |
1.2466 |
1.2466 |
1.2481 |
| S1 |
1.2409 |
1.2409 |
1.2490 |
1.2438 |
| S2 |
1.2313 |
1.2313 |
1.2476 |
|
| S3 |
1.2160 |
1.2256 |
1.2462 |
|
| S4 |
1.2007 |
1.2103 |
1.2420 |
|
|
| 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 |
1.2524 |
1.2177 |
0.0347 |
2.8% |
0.0127 |
1.0% |
94% |
True |
False |
113,008 |
| 10 |
1.2524 |
1.2138 |
0.0386 |
3.1% |
0.0103 |
0.8% |
95% |
True |
False |
113,077 |
| 20 |
1.2604 |
1.2138 |
0.0466 |
3.7% |
0.0100 |
0.8% |
79% |
False |
False |
62,663 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.8% |
0.0105 |
0.8% |
60% |
False |
False |
31,514 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0116 |
0.9% |
66% |
False |
False |
21,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3174 |
|
2.618 |
1.2925 |
|
1.618 |
1.2772 |
|
1.000 |
1.2677 |
|
0.618 |
1.2619 |
|
HIGH |
1.2524 |
|
0.618 |
1.2466 |
|
0.500 |
1.2448 |
|
0.382 |
1.2429 |
|
LOW |
1.2371 |
|
0.618 |
1.2276 |
|
1.000 |
1.2218 |
|
1.618 |
1.2123 |
|
2.618 |
1.1970 |
|
4.250 |
1.1721 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2485 |
1.2482 |
| PP |
1.2466 |
1.2460 |
| S1 |
1.2448 |
1.2439 |
|