CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 13-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2502 |
1.2497 |
-0.0005 |
0.0% |
1.2481 |
| High |
1.2528 |
1.2546 |
0.0018 |
0.1% |
1.2589 |
| Low |
1.2445 |
1.2486 |
0.0041 |
0.3% |
1.2353 |
| Close |
1.2489 |
1.2533 |
0.0044 |
0.4% |
1.2489 |
| Range |
0.0083 |
0.0060 |
-0.0023 |
-27.7% |
0.0236 |
| ATR |
0.0131 |
0.0125 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
93,293 |
69,954 |
-23,339 |
-25.0% |
462,904 |
|
| Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2702 |
1.2677 |
1.2566 |
|
| R3 |
1.2642 |
1.2617 |
1.2550 |
|
| R2 |
1.2582 |
1.2582 |
1.2544 |
|
| R1 |
1.2557 |
1.2557 |
1.2539 |
1.2570 |
| PP |
1.2522 |
1.2522 |
1.2522 |
1.2528 |
| S1 |
1.2497 |
1.2497 |
1.2528 |
1.2510 |
| S2 |
1.2462 |
1.2462 |
1.2522 |
|
| S3 |
1.2402 |
1.2437 |
1.2517 |
|
| S4 |
1.2342 |
1.2377 |
1.2500 |
|
|
| 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% |
0.0102 |
0.8% |
76% |
False |
False |
93,687 |
| 10 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0118 |
0.9% |
50% |
False |
False |
98,317 |
| 20 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0139 |
1.1% |
75% |
False |
False |
111,366 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0131 |
1.0% |
75% |
False |
False |
104,863 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0130 |
1.0% |
66% |
False |
False |
73,697 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0127 |
1.0% |
66% |
False |
False |
55,451 |
| 100 |
1.3165 |
1.2001 |
0.1164 |
9.3% |
0.0130 |
1.0% |
46% |
False |
False |
44,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2801 |
|
2.618 |
1.2703 |
|
1.618 |
1.2643 |
|
1.000 |
1.2606 |
|
0.618 |
1.2583 |
|
HIGH |
1.2546 |
|
0.618 |
1.2523 |
|
0.500 |
1.2516 |
|
0.382 |
1.2509 |
|
LOW |
1.2486 |
|
0.618 |
1.2449 |
|
1.000 |
1.2426 |
|
1.618 |
1.2389 |
|
2.618 |
1.2329 |
|
4.250 |
1.2231 |
|
|
| Fisher Pivots for day following 13-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2527 |
1.2528 |
| PP |
1.2522 |
1.2522 |
| S1 |
1.2516 |
1.2517 |
|