CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2531 |
1.2478 |
-0.0053 |
-0.4% |
1.2481 |
| High |
1.2555 |
1.2488 |
-0.0067 |
-0.5% |
1.2589 |
| Low |
1.2449 |
1.2389 |
-0.0060 |
-0.5% |
1.2353 |
| Close |
1.2471 |
1.2451 |
-0.0020 |
-0.2% |
1.2489 |
| Range |
0.0106 |
0.0099 |
-0.0007 |
-6.6% |
0.0236 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
106,937 |
99,289 |
-7,648 |
-7.2% |
462,904 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2740 |
1.2694 |
1.2505 |
|
| R3 |
1.2641 |
1.2595 |
1.2478 |
|
| R2 |
1.2542 |
1.2542 |
1.2469 |
|
| R1 |
1.2496 |
1.2496 |
1.2460 |
1.2470 |
| PP |
1.2443 |
1.2443 |
1.2443 |
1.2429 |
| S1 |
1.2397 |
1.2397 |
1.2442 |
1.2371 |
| S2 |
1.2344 |
1.2344 |
1.2433 |
|
| S3 |
1.2245 |
1.2298 |
1.2424 |
|
| S4 |
1.2146 |
1.2199 |
1.2397 |
|
|
| 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 |
1.2389 |
0.0200 |
1.6% |
0.0088 |
0.7% |
31% |
False |
True |
92,544 |
| 10 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0106 |
0.9% |
27% |
False |
False |
96,525 |
| 20 |
1.2715 |
1.2263 |
0.0452 |
3.6% |
0.0119 |
1.0% |
42% |
False |
False |
98,438 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0128 |
1.0% |
63% |
False |
False |
104,958 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0130 |
1.0% |
56% |
False |
False |
77,122 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0128 |
1.0% |
56% |
False |
False |
58,027 |
| 100 |
1.3131 |
1.2001 |
0.1130 |
9.1% |
0.0130 |
1.0% |
40% |
False |
False |
46,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2909 |
|
2.618 |
1.2747 |
|
1.618 |
1.2648 |
|
1.000 |
1.2587 |
|
0.618 |
1.2549 |
|
HIGH |
1.2488 |
|
0.618 |
1.2450 |
|
0.500 |
1.2439 |
|
0.382 |
1.2427 |
|
LOW |
1.2389 |
|
0.618 |
1.2328 |
|
1.000 |
1.2290 |
|
1.618 |
1.2229 |
|
2.618 |
1.2130 |
|
4.250 |
1.1968 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2447 |
1.2472 |
| PP |
1.2443 |
1.2465 |
| S1 |
1.2439 |
1.2458 |
|