CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 02-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2591 |
1.2665 |
0.0074 |
0.6% |
1.2392 |
| High |
1.2690 |
1.2715 |
0.0025 |
0.2% |
1.2686 |
| Low |
1.2552 |
1.2526 |
-0.0026 |
-0.2% |
1.2389 |
| Close |
1.2685 |
1.2532 |
-0.0153 |
-1.2% |
1.2569 |
| Range |
0.0138 |
0.0189 |
0.0051 |
37.0% |
0.0297 |
| ATR |
0.0144 |
0.0147 |
0.0003 |
2.2% |
0.0000 |
| Volume |
103,516 |
134,927 |
31,411 |
30.3% |
502,016 |
|
| Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3158 |
1.3034 |
1.2636 |
|
| R3 |
1.2969 |
1.2845 |
1.2584 |
|
| R2 |
1.2780 |
1.2780 |
1.2567 |
|
| R1 |
1.2656 |
1.2656 |
1.2549 |
1.2624 |
| PP |
1.2591 |
1.2591 |
1.2591 |
1.2575 |
| S1 |
1.2467 |
1.2467 |
1.2515 |
1.2435 |
| S2 |
1.2402 |
1.2402 |
1.2497 |
|
| S3 |
1.2213 |
1.2278 |
1.2480 |
|
| S4 |
1.2024 |
1.2089 |
1.2428 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3439 |
1.3301 |
1.2732 |
|
| R3 |
1.3142 |
1.3004 |
1.2651 |
|
| R2 |
1.2845 |
1.2845 |
1.2623 |
|
| R1 |
1.2707 |
1.2707 |
1.2596 |
1.2776 |
| PP |
1.2548 |
1.2548 |
1.2548 |
1.2583 |
| S1 |
1.2410 |
1.2410 |
1.2542 |
1.2479 |
| S2 |
1.2251 |
1.2251 |
1.2515 |
|
| S3 |
1.1954 |
1.2113 |
1.2487 |
|
| S4 |
1.1657 |
1.1816 |
1.2406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2715 |
1.2421 |
0.0294 |
2.3% |
0.0148 |
1.2% |
38% |
True |
False |
104,201 |
| 10 |
1.2715 |
1.2273 |
0.0442 |
3.5% |
0.0142 |
1.1% |
59% |
True |
False |
104,270 |
| 20 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0159 |
1.3% |
74% |
True |
False |
125,502 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0136 |
1.1% |
66% |
False |
False |
94,290 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0136 |
1.1% |
66% |
False |
False |
63,416 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0132 |
1.0% |
66% |
False |
False |
47,693 |
| 100 |
1.3390 |
1.2001 |
0.1389 |
11.1% |
0.0131 |
1.0% |
38% |
False |
False |
38,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3518 |
|
2.618 |
1.3210 |
|
1.618 |
1.3021 |
|
1.000 |
1.2904 |
|
0.618 |
1.2832 |
|
HIGH |
1.2715 |
|
0.618 |
1.2643 |
|
0.500 |
1.2621 |
|
0.382 |
1.2598 |
|
LOW |
1.2526 |
|
0.618 |
1.2409 |
|
1.000 |
1.2337 |
|
1.618 |
1.2220 |
|
2.618 |
1.2031 |
|
4.250 |
1.1723 |
|
|
| Fisher Pivots for day following 02-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2621 |
1.2568 |
| PP |
1.2591 |
1.2556 |
| S1 |
1.2562 |
1.2544 |
|