CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 17-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2465 |
1.2487 |
0.0022 |
0.2% |
1.2497 |
| High |
1.2529 |
1.2515 |
-0.0014 |
-0.1% |
1.2555 |
| Low |
1.2459 |
1.2392 |
-0.0067 |
-0.5% |
1.2389 |
| Close |
1.2501 |
1.2417 |
-0.0084 |
-0.7% |
1.2417 |
| Range |
0.0070 |
0.0123 |
0.0053 |
75.7% |
0.0166 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
0.2% |
0.0000 |
| Volume |
91,508 |
104,260 |
12,752 |
13.9% |
471,948 |
|
| Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2810 |
1.2737 |
1.2485 |
|
| R3 |
1.2687 |
1.2614 |
1.2451 |
|
| R2 |
1.2564 |
1.2564 |
1.2440 |
|
| R1 |
1.2491 |
1.2491 |
1.2428 |
1.2466 |
| PP |
1.2441 |
1.2441 |
1.2441 |
1.2429 |
| S1 |
1.2368 |
1.2368 |
1.2406 |
1.2343 |
| S2 |
1.2318 |
1.2318 |
1.2394 |
|
| S3 |
1.2195 |
1.2245 |
1.2383 |
|
| S4 |
1.2072 |
1.2122 |
1.2349 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2952 |
1.2850 |
1.2508 |
|
| R3 |
1.2786 |
1.2684 |
1.2463 |
|
| R2 |
1.2620 |
1.2620 |
1.2447 |
|
| R1 |
1.2518 |
1.2518 |
1.2432 |
1.2486 |
| PP |
1.2454 |
1.2454 |
1.2454 |
1.2438 |
| S1 |
1.2352 |
1.2352 |
1.2402 |
1.2320 |
| S2 |
1.2288 |
1.2288 |
1.2387 |
|
| S3 |
1.2122 |
1.2186 |
1.2371 |
|
| S4 |
1.1956 |
1.2020 |
1.2326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2555 |
1.2389 |
0.0166 |
1.3% |
0.0092 |
0.7% |
17% |
False |
False |
94,389 |
| 10 |
1.2589 |
1.2353 |
0.0236 |
1.9% |
0.0098 |
0.8% |
27% |
False |
False |
93,485 |
| 20 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0118 |
1.0% |
18% |
False |
False |
98,509 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.8% |
0.0127 |
1.0% |
58% |
False |
False |
105,452 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0128 |
1.0% |
52% |
False |
False |
80,368 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0128 |
1.0% |
52% |
False |
False |
60,457 |
| 100 |
1.3094 |
1.2001 |
0.1093 |
8.8% |
0.0130 |
1.0% |
38% |
False |
False |
48,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3038 |
|
2.618 |
1.2837 |
|
1.618 |
1.2714 |
|
1.000 |
1.2638 |
|
0.618 |
1.2591 |
|
HIGH |
1.2515 |
|
0.618 |
1.2468 |
|
0.500 |
1.2454 |
|
0.382 |
1.2439 |
|
LOW |
1.2392 |
|
0.618 |
1.2316 |
|
1.000 |
1.2269 |
|
1.618 |
1.2193 |
|
2.618 |
1.2070 |
|
4.250 |
1.1869 |
|
|
| Fisher Pivots for day following 17-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2454 |
1.2459 |
| PP |
1.2441 |
1.2445 |
| S1 |
1.2429 |
1.2431 |
|