CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2665 |
1.2540 |
-0.0125 |
-1.0% |
1.2580 |
| High |
1.2715 |
1.2546 |
-0.0169 |
-1.3% |
1.2715 |
| Low |
1.2526 |
1.2460 |
-0.0066 |
-0.5% |
1.2421 |
| Close |
1.2532 |
1.2489 |
-0.0043 |
-0.3% |
1.2489 |
| Range |
0.0189 |
0.0086 |
-0.0103 |
-54.5% |
0.0294 |
| ATR |
0.0147 |
0.0143 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
134,927 |
91,247 |
-43,680 |
-32.4% |
533,325 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2756 |
1.2709 |
1.2536 |
|
| R3 |
1.2670 |
1.2623 |
1.2513 |
|
| R2 |
1.2584 |
1.2584 |
1.2505 |
|
| R1 |
1.2537 |
1.2537 |
1.2497 |
1.2518 |
| PP |
1.2498 |
1.2498 |
1.2498 |
1.2489 |
| S1 |
1.2451 |
1.2451 |
1.2481 |
1.2432 |
| S2 |
1.2412 |
1.2412 |
1.2473 |
|
| S3 |
1.2326 |
1.2365 |
1.2465 |
|
| S4 |
1.2240 |
1.2279 |
1.2442 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3424 |
1.3250 |
1.2651 |
|
| R3 |
1.3130 |
1.2956 |
1.2570 |
|
| R2 |
1.2836 |
1.2836 |
1.2543 |
|
| R1 |
1.2662 |
1.2662 |
1.2516 |
1.2602 |
| PP |
1.2542 |
1.2542 |
1.2542 |
1.2512 |
| S1 |
1.2368 |
1.2368 |
1.2462 |
1.2308 |
| S2 |
1.2248 |
1.2248 |
1.2435 |
|
| S3 |
1.1954 |
1.2074 |
1.2408 |
|
| S4 |
1.1660 |
1.1780 |
1.2327 |
|
|
| 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 |
2.4% |
0.0147 |
1.2% |
23% |
False |
False |
106,665 |
| 10 |
1.2715 |
1.2389 |
0.0326 |
2.6% |
0.0138 |
1.1% |
31% |
False |
False |
103,534 |
| 20 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0155 |
1.2% |
68% |
False |
False |
122,917 |
| 40 |
1.2760 |
1.2001 |
0.0759 |
6.1% |
0.0135 |
1.1% |
64% |
False |
False |
96,493 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0135 |
1.1% |
61% |
False |
False |
64,927 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0131 |
1.1% |
61% |
False |
False |
48,826 |
| 100 |
1.3365 |
1.2001 |
0.1364 |
10.9% |
0.0131 |
1.0% |
36% |
False |
False |
39,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2912 |
|
2.618 |
1.2771 |
|
1.618 |
1.2685 |
|
1.000 |
1.2632 |
|
0.618 |
1.2599 |
|
HIGH |
1.2546 |
|
0.618 |
1.2513 |
|
0.500 |
1.2503 |
|
0.382 |
1.2493 |
|
LOW |
1.2460 |
|
0.618 |
1.2407 |
|
1.000 |
1.2374 |
|
1.618 |
1.2321 |
|
2.618 |
1.2235 |
|
4.250 |
1.2095 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2503 |
1.2588 |
| PP |
1.2498 |
1.2555 |
| S1 |
1.2494 |
1.2522 |
|