CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 09-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2514 |
1.2543 |
0.0029 |
0.2% |
1.2580 |
| High |
1.2556 |
1.2589 |
0.0033 |
0.3% |
1.2715 |
| Low |
1.2481 |
1.2497 |
0.0016 |
0.1% |
1.2421 |
| Close |
1.2533 |
1.2502 |
-0.0031 |
-0.2% |
1.2489 |
| Range |
0.0075 |
0.0092 |
0.0017 |
22.7% |
0.0294 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
79,337 |
93,249 |
13,912 |
17.5% |
533,325 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2805 |
1.2746 |
1.2553 |
|
| R3 |
1.2713 |
1.2654 |
1.2527 |
|
| R2 |
1.2621 |
1.2621 |
1.2519 |
|
| R1 |
1.2562 |
1.2562 |
1.2510 |
1.2546 |
| PP |
1.2529 |
1.2529 |
1.2529 |
1.2521 |
| S1 |
1.2470 |
1.2470 |
1.2494 |
1.2454 |
| S2 |
1.2437 |
1.2437 |
1.2485 |
|
| S3 |
1.2345 |
1.2378 |
1.2477 |
|
| S4 |
1.2253 |
1.2286 |
1.2451 |
|
|
| 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 |
1.2589 |
1.2353 |
0.0236 |
1.9% |
0.0105 |
0.8% |
63% |
True |
False |
92,171 |
| 10 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0126 |
1.0% |
41% |
False |
False |
98,186 |
| 20 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0145 |
1.2% |
70% |
False |
False |
114,778 |
| 40 |
1.2760 |
1.2001 |
0.0759 |
6.1% |
0.0134 |
1.1% |
66% |
False |
False |
103,912 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0132 |
1.1% |
62% |
False |
False |
71,058 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0128 |
1.0% |
62% |
False |
False |
53,417 |
| 100 |
1.3165 |
1.2001 |
0.1164 |
9.3% |
0.0130 |
1.0% |
43% |
False |
False |
42,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2980 |
|
2.618 |
1.2830 |
|
1.618 |
1.2738 |
|
1.000 |
1.2681 |
|
0.618 |
1.2646 |
|
HIGH |
1.2589 |
|
0.618 |
1.2554 |
|
0.500 |
1.2543 |
|
0.382 |
1.2532 |
|
LOW |
1.2497 |
|
0.618 |
1.2440 |
|
1.000 |
1.2405 |
|
1.618 |
1.2348 |
|
2.618 |
1.2256 |
|
4.250 |
1.2106 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2543 |
1.2492 |
| PP |
1.2529 |
1.2481 |
| S1 |
1.2516 |
1.2471 |
|