CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2517 |
1.2585 |
0.0068 |
0.5% |
1.2416 |
| High |
1.2643 |
1.2621 |
-0.0022 |
-0.2% |
1.2560 |
| Low |
1.2517 |
1.2466 |
-0.0051 |
-0.4% |
1.2365 |
| Close |
1.2593 |
1.2476 |
-0.0117 |
-0.9% |
1.2526 |
| Range |
0.0126 |
0.0155 |
0.0029 |
23.0% |
0.0195 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
3.9% |
0.0000 |
| Volume |
96,494 |
102,203 |
5,709 |
5.9% |
493,009 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2986 |
1.2886 |
1.2561 |
|
| R3 |
1.2831 |
1.2731 |
1.2519 |
|
| R2 |
1.2676 |
1.2676 |
1.2504 |
|
| R1 |
1.2576 |
1.2576 |
1.2490 |
1.2549 |
| PP |
1.2521 |
1.2521 |
1.2521 |
1.2507 |
| S1 |
1.2421 |
1.2421 |
1.2462 |
1.2394 |
| S2 |
1.2366 |
1.2366 |
1.2448 |
|
| S3 |
1.2211 |
1.2266 |
1.2433 |
|
| S4 |
1.2056 |
1.2111 |
1.2391 |
|
|
| 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 |
1.2643 |
1.2452 |
0.0191 |
1.5% |
0.0097 |
0.8% |
13% |
False |
False |
95,310 |
| 10 |
1.2643 |
1.2177 |
0.0466 |
3.7% |
0.0112 |
0.9% |
64% |
False |
False |
104,159 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0098 |
0.8% |
67% |
False |
False |
85,930 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.9% |
0.0102 |
0.8% |
56% |
False |
False |
43,388 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0118 |
0.9% |
62% |
False |
False |
29,023 |
| 80 |
1.2831 |
1.2035 |
0.0796 |
6.4% |
0.0114 |
0.9% |
55% |
False |
False |
21,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3280 |
|
2.618 |
1.3027 |
|
1.618 |
1.2872 |
|
1.000 |
1.2776 |
|
0.618 |
1.2717 |
|
HIGH |
1.2621 |
|
0.618 |
1.2562 |
|
0.500 |
1.2544 |
|
0.382 |
1.2525 |
|
LOW |
1.2466 |
|
0.618 |
1.2370 |
|
1.000 |
1.2311 |
|
1.618 |
1.2215 |
|
2.618 |
1.2060 |
|
4.250 |
1.1807 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2544 |
1.2555 |
| PP |
1.2521 |
1.2528 |
| S1 |
1.2499 |
1.2502 |
|