CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2594 |
1.2489 |
-0.0105 |
-0.8% |
1.2473 |
| High |
1.2604 |
1.2510 |
-0.0094 |
-0.7% |
1.2604 |
| Low |
1.2482 |
1.2417 |
-0.0065 |
-0.5% |
1.2437 |
| Close |
1.2491 |
1.2476 |
-0.0015 |
-0.1% |
1.2491 |
| Range |
0.0122 |
0.0093 |
-0.0029 |
-23.8% |
0.0167 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,284 |
3,678 |
2,394 |
186.4% |
3,801 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2747 |
1.2704 |
1.2527 |
|
| R3 |
1.2654 |
1.2611 |
1.2502 |
|
| R2 |
1.2561 |
1.2561 |
1.2493 |
|
| R1 |
1.2518 |
1.2518 |
1.2485 |
1.2493 |
| PP |
1.2468 |
1.2468 |
1.2468 |
1.2455 |
| S1 |
1.2425 |
1.2425 |
1.2467 |
1.2400 |
| S2 |
1.2375 |
1.2375 |
1.2459 |
|
| S3 |
1.2282 |
1.2332 |
1.2450 |
|
| S4 |
1.2189 |
1.2239 |
1.2425 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3012 |
1.2918 |
1.2583 |
|
| R3 |
1.2845 |
1.2751 |
1.2537 |
|
| R2 |
1.2678 |
1.2678 |
1.2522 |
|
| R1 |
1.2584 |
1.2584 |
1.2506 |
1.2631 |
| PP |
1.2511 |
1.2511 |
1.2511 |
1.2534 |
| S1 |
1.2417 |
1.2417 |
1.2476 |
1.2464 |
| S2 |
1.2344 |
1.2344 |
1.2460 |
|
| S3 |
1.2177 |
1.2250 |
1.2445 |
|
| S4 |
1.2010 |
1.2083 |
1.2399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2604 |
1.2417 |
0.0187 |
1.5% |
0.0101 |
0.8% |
32% |
False |
True |
1,495 |
| 10 |
1.2604 |
1.2417 |
0.0187 |
1.5% |
0.0095 |
0.8% |
32% |
False |
True |
930 |
| 20 |
1.2744 |
1.2384 |
0.0360 |
2.9% |
0.0109 |
0.9% |
26% |
False |
False |
639 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0127 |
1.0% |
62% |
False |
False |
469 |
| 60 |
1.2831 |
1.2035 |
0.0796 |
6.4% |
0.0119 |
1.0% |
55% |
False |
False |
329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2905 |
|
2.618 |
1.2753 |
|
1.618 |
1.2660 |
|
1.000 |
1.2603 |
|
0.618 |
1.2567 |
|
HIGH |
1.2510 |
|
0.618 |
1.2474 |
|
0.500 |
1.2464 |
|
0.382 |
1.2453 |
|
LOW |
1.2417 |
|
0.618 |
1.2360 |
|
1.000 |
1.2324 |
|
1.618 |
1.2267 |
|
2.618 |
1.2174 |
|
4.250 |
1.2022 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2472 |
1.2511 |
| PP |
1.2468 |
1.2499 |
| S1 |
1.2464 |
1.2488 |
|