CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2481 |
1.2473 |
-0.0008 |
-0.1% |
1.2580 |
| High |
1.2506 |
1.2554 |
0.0048 |
0.4% |
1.2715 |
| Low |
1.2435 |
1.2353 |
-0.0082 |
-0.7% |
1.2421 |
| Close |
1.2476 |
1.2525 |
0.0049 |
0.4% |
1.2489 |
| Range |
0.0071 |
0.0201 |
0.0130 |
183.1% |
0.0294 |
| ATR |
0.0138 |
0.0142 |
0.0005 |
3.3% |
0.0000 |
| Volume |
64,419 |
132,606 |
68,187 |
105.8% |
533,325 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3080 |
1.3004 |
1.2636 |
|
| R3 |
1.2879 |
1.2803 |
1.2580 |
|
| R2 |
1.2678 |
1.2678 |
1.2562 |
|
| R1 |
1.2602 |
1.2602 |
1.2543 |
1.2640 |
| PP |
1.2477 |
1.2477 |
1.2477 |
1.2497 |
| S1 |
1.2401 |
1.2401 |
1.2507 |
1.2439 |
| S2 |
1.2276 |
1.2276 |
1.2488 |
|
| S3 |
1.2075 |
1.2200 |
1.2470 |
|
| S4 |
1.1874 |
1.1999 |
1.2414 |
|
|
| 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 |
1.2353 |
0.0362 |
2.9% |
0.0137 |
1.1% |
48% |
False |
True |
105,343 |
| 10 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0136 |
1.1% |
48% |
False |
True |
101,431 |
| 20 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0153 |
1.2% |
73% |
False |
False |
120,465 |
| 40 |
1.2760 |
1.2001 |
0.0759 |
6.1% |
0.0135 |
1.1% |
69% |
False |
False |
101,009 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0135 |
1.1% |
65% |
False |
False |
68,194 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0129 |
1.0% |
65% |
False |
False |
51,276 |
| 100 |
1.3314 |
1.2001 |
0.1313 |
10.5% |
0.0131 |
1.0% |
40% |
False |
False |
41,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3408 |
|
2.618 |
1.3080 |
|
1.618 |
1.2879 |
|
1.000 |
1.2755 |
|
0.618 |
1.2678 |
|
HIGH |
1.2554 |
|
0.618 |
1.2477 |
|
0.500 |
1.2454 |
|
0.382 |
1.2430 |
|
LOW |
1.2353 |
|
0.618 |
1.2229 |
|
1.000 |
1.2152 |
|
1.618 |
1.2028 |
|
2.618 |
1.1827 |
|
4.250 |
1.1499 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2501 |
1.2501 |
| PP |
1.2477 |
1.2477 |
| S1 |
1.2454 |
1.2454 |
|