CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2497 |
1.2531 |
0.0034 |
0.3% |
1.2481 |
| High |
1.2546 |
1.2555 |
0.0009 |
0.1% |
1.2589 |
| Low |
1.2486 |
1.2449 |
-0.0037 |
-0.3% |
1.2353 |
| Close |
1.2533 |
1.2471 |
-0.0062 |
-0.5% |
1.2489 |
| Range |
0.0060 |
0.0106 |
0.0046 |
76.7% |
0.0236 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
69,954 |
106,937 |
36,983 |
52.9% |
462,904 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2810 |
1.2746 |
1.2529 |
|
| R3 |
1.2704 |
1.2640 |
1.2500 |
|
| R2 |
1.2598 |
1.2598 |
1.2490 |
|
| R1 |
1.2534 |
1.2534 |
1.2481 |
1.2513 |
| PP |
1.2492 |
1.2492 |
1.2492 |
1.2481 |
| S1 |
1.2428 |
1.2428 |
1.2461 |
1.2407 |
| S2 |
1.2386 |
1.2386 |
1.2452 |
|
| S3 |
1.2280 |
1.2322 |
1.2442 |
|
| S4 |
1.2174 |
1.2216 |
1.2413 |
|
|
| 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 |
1.2445 |
0.0144 |
1.2% |
0.0083 |
0.7% |
18% |
False |
False |
88,554 |
| 10 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0110 |
0.9% |
33% |
False |
False |
96,948 |
| 20 |
1.2715 |
1.2263 |
0.0452 |
3.6% |
0.0122 |
1.0% |
46% |
False |
False |
99,930 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0129 |
1.0% |
66% |
False |
False |
105,150 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0130 |
1.0% |
58% |
False |
False |
75,472 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0128 |
1.0% |
58% |
False |
False |
56,787 |
| 100 |
1.3165 |
1.2001 |
0.1164 |
9.3% |
0.0130 |
1.0% |
40% |
False |
False |
45,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3006 |
|
2.618 |
1.2833 |
|
1.618 |
1.2727 |
|
1.000 |
1.2661 |
|
0.618 |
1.2621 |
|
HIGH |
1.2555 |
|
0.618 |
1.2515 |
|
0.500 |
1.2502 |
|
0.382 |
1.2489 |
|
LOW |
1.2449 |
|
0.618 |
1.2383 |
|
1.000 |
1.2343 |
|
1.618 |
1.2277 |
|
2.618 |
1.2171 |
|
4.250 |
1.1999 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2502 |
1.2500 |
| PP |
1.2492 |
1.2490 |
| S1 |
1.2481 |
1.2481 |
|