CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2417 |
1.2321 |
-0.0096 |
-0.8% |
1.2473 |
| High |
1.2437 |
1.2340 |
-0.0097 |
-0.8% |
1.2604 |
| Low |
1.2314 |
1.2275 |
-0.0039 |
-0.3% |
1.2437 |
| Close |
1.2315 |
1.2293 |
-0.0022 |
-0.2% |
1.2491 |
| Range |
0.0123 |
0.0065 |
-0.0058 |
-47.2% |
0.0167 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
10,415 |
10,202 |
-213 |
-2.0% |
3,801 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2460 |
1.2329 |
|
| R3 |
1.2433 |
1.2395 |
1.2311 |
|
| R2 |
1.2368 |
1.2368 |
1.2305 |
|
| R1 |
1.2330 |
1.2330 |
1.2299 |
1.2317 |
| PP |
1.2303 |
1.2303 |
1.2303 |
1.2296 |
| S1 |
1.2265 |
1.2265 |
1.2287 |
1.2252 |
| S2 |
1.2238 |
1.2238 |
1.2281 |
|
| S3 |
1.2173 |
1.2200 |
1.2275 |
|
| S4 |
1.2108 |
1.2135 |
1.2257 |
|
|
| 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 |
1.2275 |
0.0329 |
2.7% |
0.0100 |
0.8% |
5% |
False |
True |
5,976 |
| 10 |
1.2604 |
1.2275 |
0.0329 |
2.7% |
0.0098 |
0.8% |
5% |
False |
True |
3,305 |
| 20 |
1.2744 |
1.2275 |
0.0469 |
3.8% |
0.0100 |
0.8% |
4% |
False |
True |
1,835 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0126 |
1.0% |
36% |
False |
False |
1,075 |
| 60 |
1.2831 |
1.2035 |
0.0796 |
6.5% |
0.0117 |
1.0% |
32% |
False |
False |
743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2616 |
|
2.618 |
1.2510 |
|
1.618 |
1.2445 |
|
1.000 |
1.2405 |
|
0.618 |
1.2380 |
|
HIGH |
1.2340 |
|
0.618 |
1.2315 |
|
0.500 |
1.2308 |
|
0.382 |
1.2300 |
|
LOW |
1.2275 |
|
0.618 |
1.2235 |
|
1.000 |
1.2210 |
|
1.618 |
1.2170 |
|
2.618 |
1.2105 |
|
4.250 |
1.1999 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2308 |
1.2389 |
| PP |
1.2303 |
1.2357 |
| S1 |
1.2298 |
1.2325 |
|