CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2508 |
1.2547 |
0.0039 |
0.3% |
1.2416 |
| High |
1.2560 |
1.2549 |
-0.0011 |
-0.1% |
1.2560 |
| Low |
1.2491 |
1.2496 |
0.0005 |
0.0% |
1.2365 |
| Close |
1.2543 |
1.2526 |
-0.0017 |
-0.1% |
1.2526 |
| Range |
0.0069 |
0.0053 |
-0.0016 |
-23.2% |
0.0195 |
| ATR |
0.0102 |
0.0098 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
96,068 |
68,626 |
-27,442 |
-28.6% |
493,009 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2683 |
1.2657 |
1.2555 |
|
| R3 |
1.2630 |
1.2604 |
1.2541 |
|
| R2 |
1.2577 |
1.2577 |
1.2536 |
|
| R1 |
1.2551 |
1.2551 |
1.2531 |
1.2538 |
| PP |
1.2524 |
1.2524 |
1.2524 |
1.2517 |
| S1 |
1.2498 |
1.2498 |
1.2521 |
1.2485 |
| S2 |
1.2471 |
1.2471 |
1.2516 |
|
| S3 |
1.2418 |
1.2445 |
1.2511 |
|
| S4 |
1.2365 |
1.2392 |
1.2497 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3069 |
1.2992 |
1.2633 |
|
| R3 |
1.2874 |
1.2797 |
1.2580 |
|
| R2 |
1.2679 |
1.2679 |
1.2562 |
|
| R1 |
1.2602 |
1.2602 |
1.2544 |
1.2641 |
| PP |
1.2484 |
1.2484 |
1.2484 |
1.2503 |
| S1 |
1.2407 |
1.2407 |
1.2508 |
1.2446 |
| S2 |
1.2289 |
1.2289 |
1.2490 |
|
| S3 |
1.2094 |
1.2212 |
1.2472 |
|
| S4 |
1.1899 |
1.2017 |
1.2419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2560 |
1.2365 |
0.0195 |
1.6% |
0.0092 |
0.7% |
83% |
False |
False |
98,601 |
| 10 |
1.2560 |
1.2138 |
0.0422 |
3.4% |
0.0105 |
0.8% |
92% |
False |
False |
106,370 |
| 20 |
1.2560 |
1.2138 |
0.0422 |
3.4% |
0.0093 |
0.7% |
92% |
False |
False |
76,394 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.8% |
0.0101 |
0.8% |
64% |
False |
False |
38,432 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0116 |
0.9% |
69% |
False |
False |
25,716 |
| 80 |
1.2831 |
1.2035 |
0.0796 |
6.4% |
0.0113 |
0.9% |
62% |
False |
False |
19,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2774 |
|
2.618 |
1.2688 |
|
1.618 |
1.2635 |
|
1.000 |
1.2602 |
|
0.618 |
1.2582 |
|
HIGH |
1.2549 |
|
0.618 |
1.2529 |
|
0.500 |
1.2523 |
|
0.382 |
1.2516 |
|
LOW |
1.2496 |
|
0.618 |
1.2463 |
|
1.000 |
1.2443 |
|
1.618 |
1.2410 |
|
2.618 |
1.2357 |
|
4.250 |
1.2271 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2525 |
1.2519 |
| PP |
1.2524 |
1.2513 |
| S1 |
1.2523 |
1.2506 |
|