CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2502 |
1.2591 |
0.0089 |
0.7% |
1.2392 |
| High |
1.2606 |
1.2690 |
0.0084 |
0.7% |
1.2686 |
| Low |
1.2421 |
1.2552 |
0.0131 |
1.1% |
1.2389 |
| Close |
1.2591 |
1.2685 |
0.0094 |
0.7% |
1.2569 |
| Range |
0.0185 |
0.0138 |
-0.0047 |
-25.4% |
0.0297 |
| ATR |
0.0144 |
0.0144 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
120,624 |
103,516 |
-17,108 |
-14.2% |
502,016 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3056 |
1.3009 |
1.2761 |
|
| R3 |
1.2918 |
1.2871 |
1.2723 |
|
| R2 |
1.2780 |
1.2780 |
1.2710 |
|
| R1 |
1.2733 |
1.2733 |
1.2698 |
1.2757 |
| PP |
1.2642 |
1.2642 |
1.2642 |
1.2654 |
| S1 |
1.2595 |
1.2595 |
1.2672 |
1.2619 |
| S2 |
1.2504 |
1.2504 |
1.2660 |
|
| S3 |
1.2366 |
1.2457 |
1.2647 |
|
| S4 |
1.2228 |
1.2319 |
1.2609 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3439 |
1.3301 |
1.2732 |
|
| R3 |
1.3142 |
1.3004 |
1.2651 |
|
| R2 |
1.2845 |
1.2845 |
1.2623 |
|
| R1 |
1.2707 |
1.2707 |
1.2596 |
1.2776 |
| PP |
1.2548 |
1.2548 |
1.2548 |
1.2583 |
| S1 |
1.2410 |
1.2410 |
1.2542 |
1.2479 |
| S2 |
1.2251 |
1.2251 |
1.2515 |
|
| S3 |
1.1954 |
1.2113 |
1.2487 |
|
| S4 |
1.1657 |
1.1816 |
1.2406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2690 |
1.2421 |
0.0269 |
2.1% |
0.0134 |
1.1% |
98% |
True |
False |
96,481 |
| 10 |
1.2690 |
1.2263 |
0.0427 |
3.4% |
0.0133 |
1.0% |
99% |
True |
False |
100,350 |
| 20 |
1.2690 |
1.2001 |
0.0689 |
5.4% |
0.0156 |
1.2% |
99% |
True |
False |
123,311 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.3% |
0.0134 |
1.1% |
85% |
False |
False |
91,042 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.3% |
0.0134 |
1.1% |
85% |
False |
False |
61,178 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.3% |
0.0136 |
1.1% |
85% |
False |
False |
46,014 |
| 100 |
1.3390 |
1.2001 |
0.1389 |
10.9% |
0.0130 |
1.0% |
49% |
False |
False |
36,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3277 |
|
2.618 |
1.3051 |
|
1.618 |
1.2913 |
|
1.000 |
1.2828 |
|
0.618 |
1.2775 |
|
HIGH |
1.2690 |
|
0.618 |
1.2637 |
|
0.500 |
1.2621 |
|
0.382 |
1.2605 |
|
LOW |
1.2552 |
|
0.618 |
1.2467 |
|
1.000 |
1.2414 |
|
1.618 |
1.2329 |
|
2.618 |
1.2191 |
|
4.250 |
1.1966 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2664 |
1.2642 |
| PP |
1.2642 |
1.2599 |
| S1 |
1.2621 |
1.2556 |
|