CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2481 |
1.2461 |
-0.0020 |
-0.2% |
1.2497 |
| High |
1.2514 |
1.2565 |
0.0051 |
0.4% |
1.2555 |
| Low |
1.2417 |
1.2431 |
0.0014 |
0.1% |
1.2389 |
| Close |
1.2461 |
1.2545 |
0.0084 |
0.7% |
1.2417 |
| Range |
0.0097 |
0.0134 |
0.0037 |
38.1% |
0.0166 |
| ATR |
0.0115 |
0.0117 |
0.0001 |
1.2% |
0.0000 |
| Volume |
109,626 |
117,078 |
7,452 |
6.8% |
471,948 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2916 |
1.2864 |
1.2619 |
|
| R3 |
1.2782 |
1.2730 |
1.2582 |
|
| R2 |
1.2648 |
1.2648 |
1.2570 |
|
| R1 |
1.2596 |
1.2596 |
1.2557 |
1.2622 |
| PP |
1.2514 |
1.2514 |
1.2514 |
1.2527 |
| S1 |
1.2462 |
1.2462 |
1.2533 |
1.2488 |
| S2 |
1.2380 |
1.2380 |
1.2520 |
|
| S3 |
1.2246 |
1.2328 |
1.2508 |
|
| S4 |
1.2112 |
1.2194 |
1.2471 |
|
|
| 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 |
1.2565 |
1.2392 |
0.0173 |
1.4% |
0.0101 |
0.8% |
88% |
True |
False |
109,056 |
| 10 |
1.2589 |
1.2389 |
0.0200 |
1.6% |
0.0095 |
0.8% |
78% |
False |
False |
100,800 |
| 20 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0112 |
0.9% |
53% |
False |
False |
99,647 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0129 |
1.0% |
76% |
False |
False |
109,351 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0128 |
1.0% |
68% |
False |
False |
86,119 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0128 |
1.0% |
68% |
False |
False |
64,798 |
| 100 |
1.3065 |
1.2001 |
0.1064 |
8.5% |
0.0130 |
1.0% |
51% |
False |
False |
51,933 |
| 120 |
1.3492 |
1.2001 |
0.1491 |
11.9% |
0.0126 |
1.0% |
36% |
False |
False |
43,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3135 |
|
2.618 |
1.2916 |
|
1.618 |
1.2782 |
|
1.000 |
1.2699 |
|
0.618 |
1.2648 |
|
HIGH |
1.2565 |
|
0.618 |
1.2514 |
|
0.500 |
1.2498 |
|
0.382 |
1.2482 |
|
LOW |
1.2431 |
|
0.618 |
1.2348 |
|
1.000 |
1.2297 |
|
1.618 |
1.2214 |
|
2.618 |
1.2080 |
|
4.250 |
1.1862 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2529 |
1.2525 |
| PP |
1.2514 |
1.2505 |
| S1 |
1.2498 |
1.2486 |
|