CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2491 |
1.2560 |
0.0069 |
0.6% |
1.2517 |
| High |
1.2588 |
1.2579 |
-0.0009 |
-0.1% |
1.2643 |
| Low |
1.2455 |
1.2488 |
0.0033 |
0.3% |
1.2402 |
| Close |
1.2556 |
1.2497 |
-0.0059 |
-0.5% |
1.2556 |
| Range |
0.0133 |
0.0091 |
-0.0042 |
-31.6% |
0.0241 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
127,035 |
91,611 |
-35,424 |
-27.9% |
579,376 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2737 |
1.2547 |
|
| R3 |
1.2703 |
1.2646 |
1.2522 |
|
| R2 |
1.2612 |
1.2612 |
1.2514 |
|
| R1 |
1.2555 |
1.2555 |
1.2505 |
1.2538 |
| PP |
1.2521 |
1.2521 |
1.2521 |
1.2513 |
| S1 |
1.2464 |
1.2464 |
1.2489 |
1.2447 |
| S2 |
1.2430 |
1.2430 |
1.2480 |
|
| S3 |
1.2339 |
1.2373 |
1.2472 |
|
| S4 |
1.2248 |
1.2282 |
1.2447 |
|
|
| 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 |
1.2621 |
1.2402 |
0.0219 |
1.8% |
0.0120 |
1.0% |
43% |
False |
False |
114,898 |
| 10 |
1.2643 |
1.2371 |
0.0272 |
2.2% |
0.0109 |
0.9% |
46% |
False |
False |
108,541 |
| 20 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0102 |
0.8% |
71% |
False |
False |
105,684 |
| 40 |
1.2643 |
1.2138 |
0.0505 |
4.0% |
0.0099 |
0.8% |
71% |
False |
False |
55,152 |
| 60 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0116 |
0.9% |
65% |
False |
False |
36,884 |
| 80 |
1.2780 |
1.2035 |
0.0745 |
6.0% |
0.0113 |
0.9% |
62% |
False |
False |
27,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2966 |
|
2.618 |
1.2817 |
|
1.618 |
1.2726 |
|
1.000 |
1.2670 |
|
0.618 |
1.2635 |
|
HIGH |
1.2579 |
|
0.618 |
1.2544 |
|
0.500 |
1.2534 |
|
0.382 |
1.2523 |
|
LOW |
1.2488 |
|
0.618 |
1.2432 |
|
1.000 |
1.2397 |
|
1.618 |
1.2341 |
|
2.618 |
1.2250 |
|
4.250 |
1.2101 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2534 |
1.2507 |
| PP |
1.2521 |
1.2504 |
| S1 |
1.2509 |
1.2500 |
|