CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2461 |
1.2491 |
0.0030 |
0.2% |
1.2517 |
| High |
1.2547 |
1.2588 |
0.0041 |
0.3% |
1.2643 |
| Low |
1.2426 |
1.2455 |
0.0029 |
0.2% |
1.2402 |
| Close |
1.2502 |
1.2556 |
0.0054 |
0.4% |
1.2556 |
| Range |
0.0121 |
0.0133 |
0.0012 |
9.9% |
0.0241 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
1.9% |
0.0000 |
| Volume |
108,018 |
127,035 |
19,017 |
17.6% |
579,376 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2932 |
1.2877 |
1.2629 |
|
| R3 |
1.2799 |
1.2744 |
1.2593 |
|
| R2 |
1.2666 |
1.2666 |
1.2580 |
|
| R1 |
1.2611 |
1.2611 |
1.2568 |
1.2639 |
| PP |
1.2533 |
1.2533 |
1.2533 |
1.2547 |
| S1 |
1.2478 |
1.2478 |
1.2544 |
1.2506 |
| S2 |
1.2400 |
1.2400 |
1.2532 |
|
| S3 |
1.2267 |
1.2345 |
1.2519 |
|
| S4 |
1.2134 |
1.2212 |
1.2483 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3257 |
1.3147 |
1.2689 |
|
| R3 |
1.3016 |
1.2906 |
1.2622 |
|
| R2 |
1.2775 |
1.2775 |
1.2600 |
|
| R1 |
1.2665 |
1.2665 |
1.2578 |
1.2720 |
| PP |
1.2534 |
1.2534 |
1.2534 |
1.2561 |
| S1 |
1.2424 |
1.2424 |
1.2534 |
1.2479 |
| S2 |
1.2293 |
1.2293 |
1.2512 |
|
| S3 |
1.2052 |
1.2183 |
1.2490 |
|
| S4 |
1.1811 |
1.1942 |
1.2423 |
|
|
| 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% |
0.0127 |
1.0% |
64% |
False |
False |
115,875 |
| 10 |
1.2643 |
1.2365 |
0.0278 |
2.2% |
0.0109 |
0.9% |
69% |
False |
False |
107,238 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0102 |
0.8% |
83% |
False |
False |
103,635 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0098 |
0.8% |
83% |
False |
False |
52,868 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.6% |
0.0117 |
0.9% |
73% |
False |
False |
35,358 |
| 80 |
1.2831 |
1.2035 |
0.0796 |
6.3% |
0.0113 |
0.9% |
65% |
False |
False |
26,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3153 |
|
2.618 |
1.2936 |
|
1.618 |
1.2803 |
|
1.000 |
1.2721 |
|
0.618 |
1.2670 |
|
HIGH |
1.2588 |
|
0.618 |
1.2537 |
|
0.500 |
1.2522 |
|
0.382 |
1.2506 |
|
LOW |
1.2455 |
|
0.618 |
1.2373 |
|
1.000 |
1.2322 |
|
1.618 |
1.2240 |
|
2.618 |
1.2107 |
|
4.250 |
1.1890 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2545 |
1.2536 |
| PP |
1.2533 |
1.2515 |
| S1 |
1.2522 |
1.2495 |
|