CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 22-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2425 |
1.2481 |
0.0056 |
0.5% |
1.2497 |
| High |
1.2488 |
1.2514 |
0.0026 |
0.2% |
1.2555 |
| Low |
1.2406 |
1.2417 |
0.0011 |
0.1% |
1.2389 |
| Close |
1.2478 |
1.2461 |
-0.0017 |
-0.1% |
1.2417 |
| Range |
0.0082 |
0.0097 |
0.0015 |
18.3% |
0.0166 |
| ATR |
0.0117 |
0.0115 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
122,812 |
109,626 |
-13,186 |
-10.7% |
471,948 |
|
| Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2755 |
1.2705 |
1.2514 |
|
| R3 |
1.2658 |
1.2608 |
1.2488 |
|
| R2 |
1.2561 |
1.2561 |
1.2479 |
|
| R1 |
1.2511 |
1.2511 |
1.2470 |
1.2488 |
| PP |
1.2464 |
1.2464 |
1.2464 |
1.2452 |
| S1 |
1.2414 |
1.2414 |
1.2452 |
1.2391 |
| S2 |
1.2367 |
1.2367 |
1.2443 |
|
| S3 |
1.2270 |
1.2317 |
1.2434 |
|
| S4 |
1.2173 |
1.2220 |
1.2408 |
|
|
| 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 |
1.2529 |
1.2389 |
0.0140 |
1.1% |
0.0094 |
0.8% |
51% |
False |
False |
105,499 |
| 10 |
1.2589 |
1.2389 |
0.0200 |
1.6% |
0.0089 |
0.7% |
36% |
False |
False |
97,026 |
| 20 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0113 |
0.9% |
30% |
False |
False |
99,228 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0127 |
1.0% |
64% |
False |
False |
107,876 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0127 |
1.0% |
57% |
False |
False |
84,186 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0128 |
1.0% |
57% |
False |
False |
63,348 |
| 100 |
1.3094 |
1.2001 |
0.1093 |
8.8% |
0.0130 |
1.0% |
42% |
False |
False |
50,763 |
| 120 |
1.3492 |
1.2001 |
0.1491 |
12.0% |
0.0125 |
1.0% |
31% |
False |
False |
42,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2926 |
|
2.618 |
1.2768 |
|
1.618 |
1.2671 |
|
1.000 |
1.2611 |
|
0.618 |
1.2574 |
|
HIGH |
1.2514 |
|
0.618 |
1.2477 |
|
0.500 |
1.2466 |
|
0.382 |
1.2454 |
|
LOW |
1.2417 |
|
0.618 |
1.2357 |
|
1.000 |
1.2320 |
|
1.618 |
1.2260 |
|
2.618 |
1.2163 |
|
4.250 |
1.2005 |
|
|
| Fisher Pivots for day following 22-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2466 |
1.2459 |
| PP |
1.2464 |
1.2456 |
| S1 |
1.2463 |
1.2454 |
|