CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 16-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2478 |
1.2465 |
-0.0013 |
-0.1% |
1.2481 |
| High |
1.2488 |
1.2529 |
0.0041 |
0.3% |
1.2589 |
| Low |
1.2389 |
1.2459 |
0.0070 |
0.6% |
1.2353 |
| Close |
1.2451 |
1.2501 |
0.0050 |
0.4% |
1.2489 |
| Range |
0.0099 |
0.0070 |
-0.0029 |
-29.3% |
0.0236 |
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
99,289 |
91,508 |
-7,781 |
-7.8% |
462,904 |
|
| Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2706 |
1.2674 |
1.2540 |
|
| R3 |
1.2636 |
1.2604 |
1.2520 |
|
| R2 |
1.2566 |
1.2566 |
1.2514 |
|
| R1 |
1.2534 |
1.2534 |
1.2507 |
1.2550 |
| PP |
1.2496 |
1.2496 |
1.2496 |
1.2505 |
| S1 |
1.2464 |
1.2464 |
1.2495 |
1.2480 |
| S2 |
1.2426 |
1.2426 |
1.2488 |
|
| S3 |
1.2356 |
1.2394 |
1.2482 |
|
| S4 |
1.2286 |
1.2324 |
1.2463 |
|
|
| 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 |
1.2555 |
1.2389 |
0.0166 |
1.3% |
0.0084 |
0.7% |
67% |
False |
False |
92,196 |
| 10 |
1.2589 |
1.2353 |
0.0236 |
1.9% |
0.0094 |
0.8% |
63% |
False |
False |
92,183 |
| 20 |
1.2715 |
1.2273 |
0.0442 |
3.5% |
0.0118 |
0.9% |
52% |
False |
False |
98,227 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0126 |
1.0% |
70% |
False |
False |
104,975 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0129 |
1.0% |
62% |
False |
False |
78,637 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0128 |
1.0% |
62% |
False |
False |
59,166 |
| 100 |
1.3094 |
1.2001 |
0.1093 |
8.7% |
0.0129 |
1.0% |
46% |
False |
False |
47,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2827 |
|
2.618 |
1.2712 |
|
1.618 |
1.2642 |
|
1.000 |
1.2599 |
|
0.618 |
1.2572 |
|
HIGH |
1.2529 |
|
0.618 |
1.2502 |
|
0.500 |
1.2494 |
|
0.382 |
1.2486 |
|
LOW |
1.2459 |
|
0.618 |
1.2416 |
|
1.000 |
1.2389 |
|
1.618 |
1.2346 |
|
2.618 |
1.2276 |
|
4.250 |
1.2162 |
|
|
| Fisher Pivots for day following 16-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2499 |
1.2491 |
| PP |
1.2496 |
1.2482 |
| S1 |
1.2494 |
1.2472 |
|