CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2585 |
1.2484 |
-0.0101 |
-0.8% |
1.2416 |
| High |
1.2621 |
1.2502 |
-0.0119 |
-0.9% |
1.2560 |
| Low |
1.2466 |
1.2402 |
-0.0064 |
-0.5% |
1.2365 |
| Close |
1.2476 |
1.2461 |
-0.0015 |
-0.1% |
1.2526 |
| Range |
0.0155 |
0.0100 |
-0.0055 |
-35.5% |
0.0195 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
102,203 |
145,626 |
43,423 |
42.5% |
493,009 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2755 |
1.2708 |
1.2516 |
|
| R3 |
1.2655 |
1.2608 |
1.2489 |
|
| R2 |
1.2555 |
1.2555 |
1.2479 |
|
| R1 |
1.2508 |
1.2508 |
1.2470 |
1.2482 |
| PP |
1.2455 |
1.2455 |
1.2455 |
1.2442 |
| S1 |
1.2408 |
1.2408 |
1.2452 |
1.2382 |
| S2 |
1.2355 |
1.2355 |
1.2443 |
|
| S3 |
1.2255 |
1.2308 |
1.2434 |
|
| S4 |
1.2155 |
1.2208 |
1.2406 |
|
|
| 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 |
1.2402 |
0.0241 |
1.9% |
0.0101 |
0.8% |
24% |
False |
True |
101,803 |
| 10 |
1.2643 |
1.2271 |
0.0372 |
3.0% |
0.0106 |
0.8% |
51% |
False |
False |
106,328 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.1% |
0.0097 |
0.8% |
64% |
False |
False |
92,691 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.9% |
0.0100 |
0.8% |
53% |
False |
False |
47,016 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0117 |
0.9% |
60% |
False |
False |
31,445 |
| 80 |
1.2831 |
1.2035 |
0.0796 |
6.4% |
0.0113 |
0.9% |
54% |
False |
False |
23,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2927 |
|
2.618 |
1.2764 |
|
1.618 |
1.2664 |
|
1.000 |
1.2602 |
|
0.618 |
1.2564 |
|
HIGH |
1.2502 |
|
0.618 |
1.2464 |
|
0.500 |
1.2452 |
|
0.382 |
1.2440 |
|
LOW |
1.2402 |
|
0.618 |
1.2340 |
|
1.000 |
1.2302 |
|
1.618 |
1.2240 |
|
2.618 |
1.2140 |
|
4.250 |
1.1977 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2458 |
1.2523 |
| PP |
1.2455 |
1.2502 |
| S1 |
1.2452 |
1.2482 |
|