CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2269 |
1.2295 |
0.0026 |
0.2% |
1.2458 |
| High |
1.2309 |
1.2303 |
-0.0006 |
0.0% |
1.2481 |
| Low |
1.2215 |
1.2225 |
0.0010 |
0.1% |
1.2215 |
| Close |
1.2281 |
1.2241 |
-0.0040 |
-0.3% |
1.2281 |
| Range |
0.0094 |
0.0078 |
-0.0016 |
-17.0% |
0.0266 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
109,057 |
118,655 |
9,598 |
8.8% |
586,879 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2490 |
1.2444 |
1.2284 |
|
| R3 |
1.2412 |
1.2366 |
1.2262 |
|
| R2 |
1.2334 |
1.2334 |
1.2255 |
|
| R1 |
1.2288 |
1.2288 |
1.2248 |
1.2272 |
| PP |
1.2256 |
1.2256 |
1.2256 |
1.2249 |
| S1 |
1.2210 |
1.2210 |
1.2234 |
1.2194 |
| S2 |
1.2178 |
1.2178 |
1.2227 |
|
| S3 |
1.2100 |
1.2132 |
1.2220 |
|
| S4 |
1.2022 |
1.2054 |
1.2198 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3124 |
1.2968 |
1.2427 |
|
| R3 |
1.2858 |
1.2702 |
1.2354 |
|
| R2 |
1.2592 |
1.2592 |
1.2330 |
|
| R1 |
1.2436 |
1.2436 |
1.2305 |
1.2381 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2298 |
| S1 |
1.2170 |
1.2170 |
1.2257 |
1.2115 |
| S2 |
1.2060 |
1.2060 |
1.2232 |
|
| S3 |
1.1794 |
1.1904 |
1.2208 |
|
| S4 |
1.1528 |
1.1638 |
1.2135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2473 |
1.2215 |
0.0258 |
2.1% |
0.0092 |
0.8% |
10% |
False |
False |
119,787 |
| 10 |
1.2574 |
1.2215 |
0.0359 |
2.9% |
0.0099 |
0.8% |
7% |
False |
False |
117,638 |
| 20 |
1.2589 |
1.2215 |
0.0374 |
3.1% |
0.0099 |
0.8% |
7% |
False |
False |
105,561 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.8% |
0.0127 |
1.0% |
34% |
False |
False |
114,239 |
| 60 |
1.2760 |
1.2001 |
0.0759 |
6.2% |
0.0123 |
1.0% |
32% |
False |
False |
99,516 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0126 |
1.0% |
30% |
False |
False |
75,086 |
| 100 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0125 |
1.0% |
30% |
False |
False |
60,173 |
| 120 |
1.3365 |
1.2001 |
0.1364 |
11.1% |
0.0126 |
1.0% |
18% |
False |
False |
50,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2635 |
|
2.618 |
1.2507 |
|
1.618 |
1.2429 |
|
1.000 |
1.2381 |
|
0.618 |
1.2351 |
|
HIGH |
1.2303 |
|
0.618 |
1.2273 |
|
0.500 |
1.2264 |
|
0.382 |
1.2255 |
|
LOW |
1.2225 |
|
0.618 |
1.2177 |
|
1.000 |
1.2147 |
|
1.618 |
1.2099 |
|
2.618 |
1.2021 |
|
4.250 |
1.1894 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2264 |
1.2262 |
| PP |
1.2256 |
1.2255 |
| S1 |
1.2249 |
1.2248 |
|