CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2458 |
1.2444 |
-0.0014 |
-0.1% |
1.2425 |
| High |
1.2481 |
1.2473 |
-0.0008 |
-0.1% |
1.2574 |
| Low |
1.2384 |
1.2376 |
-0.0008 |
-0.1% |
1.2406 |
| Close |
1.2446 |
1.2405 |
-0.0041 |
-0.3% |
1.2461 |
| Range |
0.0097 |
0.0097 |
0.0000 |
0.0% |
0.0168 |
| ATR |
0.0116 |
0.0114 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
106,596 |
115,453 |
8,857 |
8.3% |
470,847 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2709 |
1.2654 |
1.2458 |
|
| R3 |
1.2612 |
1.2557 |
1.2432 |
|
| R2 |
1.2515 |
1.2515 |
1.2423 |
|
| R1 |
1.2460 |
1.2460 |
1.2414 |
1.2439 |
| PP |
1.2418 |
1.2418 |
1.2418 |
1.2408 |
| S1 |
1.2363 |
1.2363 |
1.2396 |
1.2342 |
| S2 |
1.2321 |
1.2321 |
1.2387 |
|
| S3 |
1.2224 |
1.2266 |
1.2378 |
|
| S4 |
1.2127 |
1.2169 |
1.2352 |
|
|
| 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 |
1.2376 |
0.0198 |
1.6% |
0.0110 |
0.9% |
15% |
False |
True |
114,016 |
| 10 |
1.2574 |
1.2376 |
0.0198 |
1.6% |
0.0103 |
0.8% |
15% |
False |
True |
109,489 |
| 20 |
1.2715 |
1.2353 |
0.0362 |
2.9% |
0.0110 |
0.9% |
14% |
False |
False |
103,903 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.8% |
0.0132 |
1.1% |
57% |
False |
False |
113,664 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0127 |
1.0% |
50% |
False |
False |
91,766 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0128 |
1.0% |
50% |
False |
False |
69,081 |
| 100 |
1.2807 |
1.2001 |
0.0806 |
6.5% |
0.0130 |
1.0% |
50% |
False |
False |
55,361 |
| 120 |
1.3444 |
1.2001 |
0.1443 |
11.6% |
0.0125 |
1.0% |
28% |
False |
False |
46,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2885 |
|
2.618 |
1.2727 |
|
1.618 |
1.2630 |
|
1.000 |
1.2570 |
|
0.618 |
1.2533 |
|
HIGH |
1.2473 |
|
0.618 |
1.2436 |
|
0.500 |
1.2425 |
|
0.382 |
1.2413 |
|
LOW |
1.2376 |
|
0.618 |
1.2316 |
|
1.000 |
1.2279 |
|
1.618 |
1.2219 |
|
2.618 |
1.2122 |
|
4.250 |
1.1964 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2425 |
1.2475 |
| PP |
1.2418 |
1.2452 |
| S1 |
1.2412 |
1.2428 |
|