CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2543 |
1.2502 |
-0.0041 |
-0.3% |
1.2481 |
| High |
1.2589 |
1.2528 |
-0.0061 |
-0.5% |
1.2589 |
| Low |
1.2497 |
1.2445 |
-0.0052 |
-0.4% |
1.2353 |
| Close |
1.2502 |
1.2489 |
-0.0013 |
-0.1% |
1.2489 |
| Range |
0.0092 |
0.0083 |
-0.0009 |
-9.8% |
0.0236 |
| ATR |
0.0134 |
0.0131 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
93,249 |
93,293 |
44 |
0.0% |
462,904 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2736 |
1.2696 |
1.2535 |
|
| R3 |
1.2653 |
1.2613 |
1.2512 |
|
| R2 |
1.2570 |
1.2570 |
1.2504 |
|
| R1 |
1.2530 |
1.2530 |
1.2497 |
1.2509 |
| PP |
1.2487 |
1.2487 |
1.2487 |
1.2477 |
| S1 |
1.2447 |
1.2447 |
1.2481 |
1.2426 |
| S2 |
1.2404 |
1.2404 |
1.2474 |
|
| S3 |
1.2321 |
1.2364 |
1.2466 |
|
| S4 |
1.2238 |
1.2281 |
1.2443 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3185 |
1.3073 |
1.2619 |
|
| R3 |
1.2949 |
1.2837 |
1.2554 |
|
| R2 |
1.2713 |
1.2713 |
1.2532 |
|
| R1 |
1.2601 |
1.2601 |
1.2511 |
1.2657 |
| PP |
1.2477 |
1.2477 |
1.2477 |
1.2505 |
| S1 |
1.2365 |
1.2365 |
1.2467 |
1.2421 |
| S2 |
1.2241 |
1.2241 |
1.2446 |
|
| S3 |
1.2005 |
1.2129 |
1.2424 |
|
| S4 |
1.1769 |
1.1893 |
1.2359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2589 |
1.2353 |
0.0236 |
1.9% |
0.0104 |
0.8% |
58% |
False |
False |
92,580 |
| 10 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0126 |
1.0% |
38% |
False |
False |
99,622 |
| 20 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0141 |
1.1% |
68% |
False |
False |
113,318 |
| 40 |
1.2760 |
1.2001 |
0.0759 |
6.1% |
0.0135 |
1.1% |
64% |
False |
False |
104,919 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0131 |
1.1% |
61% |
False |
False |
72,608 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0128 |
1.0% |
61% |
False |
False |
54,582 |
| 100 |
1.3165 |
1.2001 |
0.1164 |
9.3% |
0.0130 |
1.0% |
42% |
False |
False |
43,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2881 |
|
2.618 |
1.2745 |
|
1.618 |
1.2662 |
|
1.000 |
1.2611 |
|
0.618 |
1.2579 |
|
HIGH |
1.2528 |
|
0.618 |
1.2496 |
|
0.500 |
1.2487 |
|
0.382 |
1.2477 |
|
LOW |
1.2445 |
|
0.618 |
1.2394 |
|
1.000 |
1.2362 |
|
1.618 |
1.2311 |
|
2.618 |
1.2228 |
|
4.250 |
1.2092 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2488 |
1.2517 |
| PP |
1.2487 |
1.2508 |
| S1 |
1.2487 |
1.2498 |
|