CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2474 |
1.2417 |
-0.0057 |
-0.5% |
1.2473 |
| High |
1.2502 |
1.2437 |
-0.0065 |
-0.5% |
1.2604 |
| Low |
1.2405 |
1.2314 |
-0.0091 |
-0.7% |
1.2437 |
| Close |
1.2434 |
1.2315 |
-0.0119 |
-1.0% |
1.2491 |
| Range |
0.0097 |
0.0123 |
0.0026 |
26.8% |
0.0167 |
| ATR |
0.0111 |
0.0111 |
0.0001 |
0.8% |
0.0000 |
| Volume |
4,305 |
10,415 |
6,110 |
141.9% |
3,801 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2724 |
1.2643 |
1.2383 |
|
| R3 |
1.2601 |
1.2520 |
1.2349 |
|
| R2 |
1.2478 |
1.2478 |
1.2338 |
|
| R1 |
1.2397 |
1.2397 |
1.2326 |
1.2376 |
| PP |
1.2355 |
1.2355 |
1.2355 |
1.2345 |
| S1 |
1.2274 |
1.2274 |
1.2304 |
1.2253 |
| S2 |
1.2232 |
1.2232 |
1.2292 |
|
| S3 |
1.2109 |
1.2151 |
1.2281 |
|
| S4 |
1.1986 |
1.2028 |
1.2247 |
|
|
| 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 |
1.2314 |
0.0290 |
2.4% |
0.0113 |
0.9% |
0% |
False |
True |
4,237 |
| 10 |
1.2604 |
1.2314 |
0.0290 |
2.4% |
0.0101 |
0.8% |
0% |
False |
True |
2,349 |
| 20 |
1.2744 |
1.2314 |
0.0430 |
3.5% |
0.0104 |
0.8% |
0% |
False |
True |
1,342 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0127 |
1.0% |
39% |
False |
False |
823 |
| 60 |
1.2831 |
1.2035 |
0.0796 |
6.5% |
0.0119 |
1.0% |
35% |
False |
False |
573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2960 |
|
2.618 |
1.2759 |
|
1.618 |
1.2636 |
|
1.000 |
1.2560 |
|
0.618 |
1.2513 |
|
HIGH |
1.2437 |
|
0.618 |
1.2390 |
|
0.500 |
1.2376 |
|
0.382 |
1.2361 |
|
LOW |
1.2314 |
|
0.618 |
1.2238 |
|
1.000 |
1.2191 |
|
1.618 |
1.2115 |
|
2.618 |
1.1992 |
|
4.250 |
1.1791 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2376 |
1.2412 |
| PP |
1.2355 |
1.2380 |
| S1 |
1.2335 |
1.2347 |
|