CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2321 |
1.2302 |
-0.0019 |
-0.2% |
1.2489 |
| High |
1.2340 |
1.2333 |
-0.0007 |
-0.1% |
1.2510 |
| Low |
1.2275 |
1.2245 |
-0.0030 |
-0.2% |
1.2245 |
| Close |
1.2293 |
1.2311 |
0.0018 |
0.1% |
1.2311 |
| Range |
0.0065 |
0.0088 |
0.0023 |
35.4% |
0.0265 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
10,202 |
5,964 |
-4,238 |
-41.5% |
34,564 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2560 |
1.2524 |
1.2359 |
|
| R3 |
1.2472 |
1.2436 |
1.2335 |
|
| R2 |
1.2384 |
1.2384 |
1.2327 |
|
| R1 |
1.2348 |
1.2348 |
1.2319 |
1.2366 |
| PP |
1.2296 |
1.2296 |
1.2296 |
1.2306 |
| S1 |
1.2260 |
1.2260 |
1.2303 |
1.2278 |
| S2 |
1.2208 |
1.2208 |
1.2295 |
|
| S3 |
1.2120 |
1.2172 |
1.2287 |
|
| S4 |
1.2032 |
1.2084 |
1.2263 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.2996 |
1.2457 |
|
| R3 |
1.2885 |
1.2731 |
1.2384 |
|
| R2 |
1.2620 |
1.2620 |
1.2360 |
|
| R1 |
1.2466 |
1.2466 |
1.2335 |
1.2411 |
| PP |
1.2355 |
1.2355 |
1.2355 |
1.2328 |
| S1 |
1.2201 |
1.2201 |
1.2287 |
1.2146 |
| S2 |
1.2090 |
1.2090 |
1.2262 |
|
| S3 |
1.1825 |
1.1936 |
1.2238 |
|
| S4 |
1.1560 |
1.1671 |
1.2165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2510 |
1.2245 |
0.0265 |
2.2% |
0.0093 |
0.8% |
25% |
False |
True |
6,912 |
| 10 |
1.2604 |
1.2245 |
0.0359 |
2.9% |
0.0100 |
0.8% |
18% |
False |
True |
3,869 |
| 20 |
1.2616 |
1.2245 |
0.0371 |
3.0% |
0.0095 |
0.8% |
18% |
False |
True |
2,101 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.8% |
0.0125 |
1.0% |
39% |
False |
False |
1,220 |
| 60 |
1.2831 |
1.2035 |
0.0796 |
6.5% |
0.0117 |
1.0% |
35% |
False |
False |
842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2707 |
|
2.618 |
1.2563 |
|
1.618 |
1.2475 |
|
1.000 |
1.2421 |
|
0.618 |
1.2387 |
|
HIGH |
1.2333 |
|
0.618 |
1.2299 |
|
0.500 |
1.2289 |
|
0.382 |
1.2279 |
|
LOW |
1.2245 |
|
0.618 |
1.2191 |
|
1.000 |
1.2157 |
|
1.618 |
1.2103 |
|
2.618 |
1.2015 |
|
4.250 |
1.1871 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2304 |
1.2341 |
| PP |
1.2296 |
1.2331 |
| S1 |
1.2289 |
1.2321 |
|