CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2487 |
1.2425 |
-0.0062 |
-0.5% |
1.2497 |
| High |
1.2515 |
1.2488 |
-0.0027 |
-0.2% |
1.2555 |
| Low |
1.2392 |
1.2406 |
0.0014 |
0.1% |
1.2389 |
| Close |
1.2417 |
1.2478 |
0.0061 |
0.5% |
1.2417 |
| Range |
0.0123 |
0.0082 |
-0.0041 |
-33.3% |
0.0166 |
| ATR |
0.0119 |
0.0117 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
104,260 |
122,812 |
18,552 |
17.8% |
471,948 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2703 |
1.2673 |
1.2523 |
|
| R3 |
1.2621 |
1.2591 |
1.2501 |
|
| R2 |
1.2539 |
1.2539 |
1.2493 |
|
| R1 |
1.2509 |
1.2509 |
1.2486 |
1.2524 |
| PP |
1.2457 |
1.2457 |
1.2457 |
1.2465 |
| S1 |
1.2427 |
1.2427 |
1.2470 |
1.2442 |
| S2 |
1.2375 |
1.2375 |
1.2463 |
|
| S3 |
1.2293 |
1.2345 |
1.2455 |
|
| S4 |
1.2211 |
1.2263 |
1.2433 |
|
|
| 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% |
0.0096 |
0.8% |
54% |
False |
False |
104,961 |
| 10 |
1.2589 |
1.2353 |
0.0236 |
1.9% |
0.0099 |
0.8% |
53% |
False |
False |
99,324 |
| 20 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0114 |
0.9% |
35% |
False |
False |
99,341 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0127 |
1.0% |
67% |
False |
False |
106,962 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0127 |
1.0% |
59% |
False |
False |
82,372 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0128 |
1.0% |
59% |
False |
False |
61,987 |
| 100 |
1.3094 |
1.2001 |
0.1093 |
8.8% |
0.0129 |
1.0% |
44% |
False |
False |
49,667 |
| 120 |
1.3492 |
1.2001 |
0.1491 |
11.9% |
0.0125 |
1.0% |
32% |
False |
False |
41,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2837 |
|
2.618 |
1.2703 |
|
1.618 |
1.2621 |
|
1.000 |
1.2570 |
|
0.618 |
1.2539 |
|
HIGH |
1.2488 |
|
0.618 |
1.2457 |
|
0.500 |
1.2447 |
|
0.382 |
1.2437 |
|
LOW |
1.2406 |
|
0.618 |
1.2355 |
|
1.000 |
1.2324 |
|
1.618 |
1.2273 |
|
2.618 |
1.2191 |
|
4.250 |
1.2058 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2468 |
1.2472 |
| PP |
1.2457 |
1.2466 |
| S1 |
1.2447 |
1.2461 |
|