CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2461 |
1.2553 |
0.0092 |
0.7% |
1.2425 |
| High |
1.2565 |
1.2574 |
0.0009 |
0.1% |
1.2574 |
| Low |
1.2431 |
1.2450 |
0.0019 |
0.2% |
1.2406 |
| Close |
1.2545 |
1.2461 |
-0.0084 |
-0.7% |
1.2461 |
| Range |
0.0134 |
0.0124 |
-0.0010 |
-7.5% |
0.0168 |
| ATR |
0.0117 |
0.0117 |
0.0001 |
0.4% |
0.0000 |
| Volume |
117,078 |
121,331 |
4,253 |
3.6% |
470,847 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2867 |
1.2788 |
1.2529 |
|
| R3 |
1.2743 |
1.2664 |
1.2495 |
|
| R2 |
1.2619 |
1.2619 |
1.2484 |
|
| R1 |
1.2540 |
1.2540 |
1.2472 |
1.2518 |
| PP |
1.2495 |
1.2495 |
1.2495 |
1.2484 |
| S1 |
1.2416 |
1.2416 |
1.2450 |
1.2394 |
| S2 |
1.2371 |
1.2371 |
1.2438 |
|
| S3 |
1.2247 |
1.2292 |
1.2427 |
|
| S4 |
1.2123 |
1.2168 |
1.2393 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2984 |
1.2891 |
1.2553 |
|
| R3 |
1.2816 |
1.2723 |
1.2507 |
|
| R2 |
1.2648 |
1.2648 |
1.2492 |
|
| R1 |
1.2555 |
1.2555 |
1.2476 |
1.2602 |
| PP |
1.2480 |
1.2480 |
1.2480 |
1.2504 |
| S1 |
1.2387 |
1.2387 |
1.2446 |
1.2434 |
| S2 |
1.2312 |
1.2312 |
1.2430 |
|
| S3 |
1.2144 |
1.2219 |
1.2415 |
|
| S4 |
1.1976 |
1.2051 |
1.2369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2574 |
1.2392 |
0.0182 |
1.5% |
0.0112 |
0.9% |
38% |
True |
False |
115,021 |
| 10 |
1.2574 |
1.2389 |
0.0185 |
1.5% |
0.0098 |
0.8% |
39% |
True |
False |
103,608 |
| 20 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0112 |
0.9% |
30% |
False |
False |
100,897 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0131 |
1.0% |
64% |
False |
False |
111,596 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0127 |
1.0% |
57% |
False |
False |
88,133 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0128 |
1.0% |
57% |
False |
False |
66,311 |
| 100 |
1.2985 |
1.2001 |
0.0984 |
7.9% |
0.0131 |
1.0% |
47% |
False |
False |
53,142 |
| 120 |
1.3492 |
1.2001 |
0.1491 |
12.0% |
0.0126 |
1.0% |
31% |
False |
False |
44,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3101 |
|
2.618 |
1.2899 |
|
1.618 |
1.2775 |
|
1.000 |
1.2698 |
|
0.618 |
1.2651 |
|
HIGH |
1.2574 |
|
0.618 |
1.2527 |
|
0.500 |
1.2512 |
|
0.382 |
1.2497 |
|
LOW |
1.2450 |
|
0.618 |
1.2373 |
|
1.000 |
1.2326 |
|
1.618 |
1.2249 |
|
2.618 |
1.2125 |
|
4.250 |
1.1923 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2512 |
1.2496 |
| PP |
1.2495 |
1.2484 |
| S1 |
1.2478 |
1.2473 |
|