CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2553 |
1.2458 |
-0.0095 |
-0.8% |
1.2425 |
| High |
1.2574 |
1.2481 |
-0.0093 |
-0.7% |
1.2574 |
| Low |
1.2450 |
1.2384 |
-0.0066 |
-0.5% |
1.2406 |
| Close |
1.2461 |
1.2446 |
-0.0015 |
-0.1% |
1.2461 |
| Range |
0.0124 |
0.0097 |
-0.0027 |
-21.8% |
0.0168 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
121,331 |
106,596 |
-14,735 |
-12.1% |
470,847 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2728 |
1.2684 |
1.2499 |
|
| R3 |
1.2631 |
1.2587 |
1.2473 |
|
| R2 |
1.2534 |
1.2534 |
1.2464 |
|
| R1 |
1.2490 |
1.2490 |
1.2455 |
1.2464 |
| PP |
1.2437 |
1.2437 |
1.2437 |
1.2424 |
| S1 |
1.2393 |
1.2393 |
1.2437 |
1.2367 |
| S2 |
1.2340 |
1.2340 |
1.2428 |
|
| S3 |
1.2243 |
1.2296 |
1.2419 |
|
| S4 |
1.2146 |
1.2199 |
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 |
1.2384 |
0.0190 |
1.5% |
0.0107 |
0.9% |
33% |
False |
True |
115,488 |
| 10 |
1.2574 |
1.2384 |
0.0190 |
1.5% |
0.0099 |
0.8% |
33% |
False |
True |
104,939 |
| 20 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0112 |
0.9% |
26% |
False |
False |
102,281 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.7% |
0.0131 |
1.1% |
62% |
False |
False |
112,530 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0127 |
1.0% |
55% |
False |
False |
89,877 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0128 |
1.0% |
55% |
False |
False |
67,640 |
| 100 |
1.2901 |
1.2001 |
0.0900 |
7.2% |
0.0130 |
1.0% |
49% |
False |
False |
54,207 |
| 120 |
1.3492 |
1.2001 |
0.1491 |
12.0% |
0.0126 |
1.0% |
30% |
False |
False |
45,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2893 |
|
2.618 |
1.2735 |
|
1.618 |
1.2638 |
|
1.000 |
1.2578 |
|
0.618 |
1.2541 |
|
HIGH |
1.2481 |
|
0.618 |
1.2444 |
|
0.500 |
1.2433 |
|
0.382 |
1.2421 |
|
LOW |
1.2384 |
|
0.618 |
1.2324 |
|
1.000 |
1.2287 |
|
1.618 |
1.2227 |
|
2.618 |
1.2130 |
|
4.250 |
1.1972 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2442 |
1.2479 |
| PP |
1.2437 |
1.2468 |
| S1 |
1.2433 |
1.2457 |
|