CME British Pound Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Feb-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Feb-2017 | 
                    13-Feb-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2502 | 
                        1.2497 | 
                        -0.0005 | 
                        0.0% | 
                        1.2481 | 
                     
                    
                        | High | 
                        1.2528 | 
                        1.2546 | 
                        0.0018 | 
                        0.1% | 
                        1.2589 | 
                     
                    
                        | Low | 
                        1.2445 | 
                        1.2486 | 
                        0.0041 | 
                        0.3% | 
                        1.2353 | 
                     
                    
                        | Close | 
                        1.2489 | 
                        1.2533 | 
                        0.0044 | 
                        0.4% | 
                        1.2489 | 
                     
                    
                        | Range | 
                        0.0083 | 
                        0.0060 | 
                        -0.0023 | 
                        -27.7% | 
                        0.0236 | 
                     
                    
                        | ATR | 
                        0.0131 | 
                        0.0125 | 
                        -0.0005 | 
                        -3.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        93,293 | 
                        69,954 | 
                        -23,339 | 
                        -25.0% | 
                        462,904 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2702 | 
                1.2677 | 
                1.2566 | 
                 | 
             
            
                | R3 | 
                1.2642 | 
                1.2617 | 
                1.2550 | 
                 | 
             
            
                | R2 | 
                1.2582 | 
                1.2582 | 
                1.2544 | 
                 | 
             
            
                | R1 | 
                1.2557 | 
                1.2557 | 
                1.2539 | 
                1.2570 | 
             
            
                | PP | 
                1.2522 | 
                1.2522 | 
                1.2522 | 
                1.2528 | 
             
            
                | S1 | 
                1.2497 | 
                1.2497 | 
                1.2528 | 
                1.2510 | 
             
            
                | S2 | 
                1.2462 | 
                1.2462 | 
                1.2522 | 
                 | 
             
            
                | S3 | 
                1.2402 | 
                1.2437 | 
                1.2517 | 
                 | 
             
            
                | S4 | 
                1.2342 | 
                1.2377 | 
                1.2500 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Feb-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3185 | 
                1.3073 | 
                1.2619 | 
                 | 
             
            
                | R3 | 
                1.2949 | 
                1.2837 | 
                1.2554 | 
                 | 
             
            
                | R2 | 
                1.2713 | 
                1.2713 | 
                1.2532 | 
                 | 
             
            
                | R1 | 
                1.2601 | 
                1.2601 | 
                1.2511 | 
                1.2657 | 
             
            
                | PP | 
                1.2477 | 
                1.2477 | 
                1.2477 | 
                1.2505 | 
             
            
                | S1 | 
                1.2365 | 
                1.2365 | 
                1.2467 | 
                1.2421 | 
             
            
                | S2 | 
                1.2241 | 
                1.2241 | 
                1.2446 | 
                 | 
             
            
                | S3 | 
                1.2005 | 
                1.2129 | 
                1.2424 | 
                 | 
             
            
                | S4 | 
                1.1769 | 
                1.1893 | 
                1.2359 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                0.0102 | 
                0.8% | 
                76% | 
                False | 
                False | 
                93,687 | 
                 
                
                | 10 | 
                1.2715 | 
                1.2353 | 
                0.0362 | 
                2.9% | 
                0.0118 | 
                0.9% | 
                50% | 
                False | 
                False | 
                98,317 | 
                 
                
                | 20 | 
                1.2715 | 
                1.2001 | 
                0.0714 | 
                5.7% | 
                0.0139 | 
                1.1% | 
                75% | 
                False | 
                False | 
                111,366 | 
                 
                
                | 40 | 
                1.2715 | 
                1.2001 | 
                0.0714 | 
                5.7% | 
                0.0131 | 
                1.0% | 
                75% | 
                False | 
                False | 
                104,863 | 
                 
                
                | 60 | 
                1.2805 | 
                1.2001 | 
                0.0804 | 
                6.4% | 
                0.0130 | 
                1.0% | 
                66% | 
                False | 
                False | 
                73,697 | 
                 
                
                | 80 | 
                1.2805 | 
                1.2001 | 
                0.0804 | 
                6.4% | 
                0.0127 | 
                1.0% | 
                66% | 
                False | 
                False | 
                55,451 | 
                 
                
                | 100 | 
                1.3165 | 
                1.2001 | 
                0.1164 | 
                9.3% | 
                0.0130 | 
                1.0% | 
                46% | 
                False | 
                False | 
                44,422 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2801 | 
         
        
            | 
2.618             | 
            1.2703 | 
         
        
            | 
1.618             | 
            1.2643 | 
         
        
            | 
1.000             | 
            1.2606 | 
         
        
            | 
0.618             | 
            1.2583 | 
         
        
            | 
HIGH             | 
            1.2546 | 
         
        
            | 
0.618             | 
            1.2523 | 
         
        
            | 
0.500             | 
            1.2516 | 
         
        
            | 
0.382             | 
            1.2509 | 
         
        
            | 
LOW             | 
            1.2486 | 
         
        
            | 
0.618             | 
            1.2449 | 
         
        
            | 
1.000             | 
            1.2426 | 
         
        
            | 
1.618             | 
            1.2389 | 
         
        
            | 
2.618             | 
            1.2329 | 
         
        
            | 
4.250             | 
            1.2231 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Feb-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2527 | 
                                1.2528 | 
                             
                            
                                | PP | 
                                1.2522 | 
                                1.2522 | 
                             
                            
                                | S1 | 
                                1.2516 | 
                                1.2517 | 
                             
             
         |