CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2484 |
1.2461 |
-0.0023 |
-0.2% |
1.2416 |
| High |
1.2502 |
1.2547 |
0.0045 |
0.4% |
1.2560 |
| Low |
1.2402 |
1.2426 |
0.0024 |
0.2% |
1.2365 |
| Close |
1.2461 |
1.2502 |
0.0041 |
0.3% |
1.2526 |
| Range |
0.0100 |
0.0121 |
0.0021 |
21.0% |
0.0195 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
1.2% |
0.0000 |
| Volume |
145,626 |
108,018 |
-37,608 |
-25.8% |
493,009 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2855 |
1.2799 |
1.2569 |
|
| R3 |
1.2734 |
1.2678 |
1.2535 |
|
| R2 |
1.2613 |
1.2613 |
1.2524 |
|
| R1 |
1.2557 |
1.2557 |
1.2513 |
1.2585 |
| PP |
1.2492 |
1.2492 |
1.2492 |
1.2506 |
| S1 |
1.2436 |
1.2436 |
1.2491 |
1.2464 |
| S2 |
1.2371 |
1.2371 |
1.2480 |
|
| S3 |
1.2250 |
1.2315 |
1.2469 |
|
| S4 |
1.2129 |
1.2194 |
1.2435 |
|
|
| 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% |
0.0111 |
0.9% |
41% |
False |
False |
104,193 |
| 10 |
1.2643 |
1.2353 |
0.0290 |
2.3% |
0.0104 |
0.8% |
51% |
False |
False |
104,437 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0099 |
0.8% |
72% |
False |
False |
97,582 |
| 40 |
1.2744 |
1.2138 |
0.0606 |
4.8% |
0.0100 |
0.8% |
60% |
False |
False |
49,708 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0117 |
0.9% |
66% |
False |
False |
33,244 |
| 80 |
1.2831 |
1.2035 |
0.0796 |
6.4% |
0.0113 |
0.9% |
59% |
False |
False |
24,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3061 |
|
2.618 |
1.2864 |
|
1.618 |
1.2743 |
|
1.000 |
1.2668 |
|
0.618 |
1.2622 |
|
HIGH |
1.2547 |
|
0.618 |
1.2501 |
|
0.500 |
1.2487 |
|
0.382 |
1.2472 |
|
LOW |
1.2426 |
|
0.618 |
1.2351 |
|
1.000 |
1.2305 |
|
1.618 |
1.2230 |
|
2.618 |
1.2109 |
|
4.250 |
1.1912 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2497 |
1.2512 |
| PP |
1.2492 |
1.2508 |
| S1 |
1.2487 |
1.2505 |
|