CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2540 |
1.2481 |
-0.0059 |
-0.5% |
1.2580 |
| High |
1.2546 |
1.2506 |
-0.0040 |
-0.3% |
1.2715 |
| Low |
1.2460 |
1.2435 |
-0.0025 |
-0.2% |
1.2421 |
| Close |
1.2489 |
1.2476 |
-0.0013 |
-0.1% |
1.2489 |
| Range |
0.0086 |
0.0071 |
-0.0015 |
-17.4% |
0.0294 |
| ATR |
0.0143 |
0.0138 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
91,247 |
64,419 |
-26,828 |
-29.4% |
533,325 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2685 |
1.2652 |
1.2515 |
|
| R3 |
1.2614 |
1.2581 |
1.2496 |
|
| R2 |
1.2543 |
1.2543 |
1.2489 |
|
| R1 |
1.2510 |
1.2510 |
1.2483 |
1.2491 |
| PP |
1.2472 |
1.2472 |
1.2472 |
1.2463 |
| S1 |
1.2439 |
1.2439 |
1.2469 |
1.2420 |
| S2 |
1.2401 |
1.2401 |
1.2463 |
|
| S3 |
1.2330 |
1.2368 |
1.2456 |
|
| S4 |
1.2259 |
1.2297 |
1.2437 |
|
|
| 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% |
0.0134 |
1.1% |
19% |
False |
False |
102,946 |
| 10 |
1.2715 |
1.2421 |
0.0294 |
2.4% |
0.0129 |
1.0% |
19% |
False |
False |
99,359 |
| 20 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0150 |
1.2% |
67% |
False |
False |
120,406 |
| 40 |
1.2760 |
1.2001 |
0.0759 |
6.1% |
0.0134 |
1.1% |
63% |
False |
False |
98,000 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0135 |
1.1% |
59% |
False |
False |
65,999 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0129 |
1.0% |
59% |
False |
False |
49,622 |
| 100 |
1.3314 |
1.2001 |
0.1313 |
10.5% |
0.0130 |
1.0% |
36% |
False |
False |
39,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2808 |
|
2.618 |
1.2692 |
|
1.618 |
1.2621 |
|
1.000 |
1.2577 |
|
0.618 |
1.2550 |
|
HIGH |
1.2506 |
|
0.618 |
1.2479 |
|
0.500 |
1.2471 |
|
0.382 |
1.2462 |
|
LOW |
1.2435 |
|
0.618 |
1.2391 |
|
1.000 |
1.2364 |
|
1.618 |
1.2320 |
|
2.618 |
1.2249 |
|
4.250 |
1.2133 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2474 |
1.2575 |
| PP |
1.2472 |
1.2542 |
| S1 |
1.2471 |
1.2509 |
|