CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2473 |
1.2514 |
0.0041 |
0.3% |
1.2580 |
| High |
1.2554 |
1.2556 |
0.0002 |
0.0% |
1.2715 |
| Low |
1.2353 |
1.2481 |
0.0128 |
1.0% |
1.2421 |
| Close |
1.2525 |
1.2533 |
0.0008 |
0.1% |
1.2489 |
| Range |
0.0201 |
0.0075 |
-0.0126 |
-62.7% |
0.0294 |
| ATR |
0.0142 |
0.0137 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
132,606 |
79,337 |
-53,269 |
-40.2% |
533,325 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2748 |
1.2716 |
1.2574 |
|
| R3 |
1.2673 |
1.2641 |
1.2554 |
|
| R2 |
1.2598 |
1.2598 |
1.2547 |
|
| R1 |
1.2566 |
1.2566 |
1.2540 |
1.2582 |
| PP |
1.2523 |
1.2523 |
1.2523 |
1.2532 |
| S1 |
1.2491 |
1.2491 |
1.2526 |
1.2507 |
| S2 |
1.2448 |
1.2448 |
1.2519 |
|
| S3 |
1.2373 |
1.2416 |
1.2512 |
|
| S4 |
1.2298 |
1.2341 |
1.2492 |
|
|
| 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% |
0.0124 |
1.0% |
50% |
False |
False |
100,507 |
| 10 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0129 |
1.0% |
50% |
False |
False |
98,494 |
| 20 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0153 |
1.2% |
75% |
False |
False |
119,560 |
| 40 |
1.2760 |
1.2001 |
0.0759 |
6.1% |
0.0135 |
1.1% |
70% |
False |
False |
102,729 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0133 |
1.1% |
66% |
False |
False |
69,512 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0128 |
1.0% |
66% |
False |
False |
52,253 |
| 100 |
1.3283 |
1.2001 |
0.1282 |
10.2% |
0.0131 |
1.0% |
41% |
False |
False |
41,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2875 |
|
2.618 |
1.2752 |
|
1.618 |
1.2677 |
|
1.000 |
1.2631 |
|
0.618 |
1.2602 |
|
HIGH |
1.2556 |
|
0.618 |
1.2527 |
|
0.500 |
1.2519 |
|
0.382 |
1.2510 |
|
LOW |
1.2481 |
|
0.618 |
1.2435 |
|
1.000 |
1.2406 |
|
1.618 |
1.2360 |
|
2.618 |
1.2285 |
|
4.250 |
1.2162 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2528 |
1.2507 |
| PP |
1.2523 |
1.2481 |
| S1 |
1.2519 |
1.2455 |
|