CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2444 |
1.2380 |
-0.0064 |
-0.5% |
1.2425 |
| High |
1.2473 |
1.2408 |
-0.0065 |
-0.5% |
1.2574 |
| Low |
1.2376 |
1.2282 |
-0.0094 |
-0.8% |
1.2406 |
| Close |
1.2405 |
1.2284 |
-0.0121 |
-1.0% |
1.2461 |
| Range |
0.0097 |
0.0126 |
0.0029 |
29.9% |
0.0168 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
0.7% |
0.0000 |
| Volume |
115,453 |
138,277 |
22,824 |
19.8% |
470,847 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2703 |
1.2619 |
1.2353 |
|
| R3 |
1.2577 |
1.2493 |
1.2319 |
|
| R2 |
1.2451 |
1.2451 |
1.2307 |
|
| R1 |
1.2367 |
1.2367 |
1.2296 |
1.2346 |
| PP |
1.2325 |
1.2325 |
1.2325 |
1.2314 |
| S1 |
1.2241 |
1.2241 |
1.2272 |
1.2220 |
| S2 |
1.2199 |
1.2199 |
1.2261 |
|
| S3 |
1.2073 |
1.2115 |
1.2249 |
|
| S4 |
1.1947 |
1.1989 |
1.2215 |
|
|
| 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 |
1.2282 |
0.0292 |
2.4% |
0.0116 |
0.9% |
1% |
False |
True |
119,747 |
| 10 |
1.2574 |
1.2282 |
0.0292 |
2.4% |
0.0105 |
0.9% |
1% |
False |
True |
112,623 |
| 20 |
1.2715 |
1.2282 |
0.0433 |
3.5% |
0.0108 |
0.9% |
0% |
False |
True |
104,785 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.8% |
0.0131 |
1.1% |
40% |
False |
False |
114,519 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0126 |
1.0% |
35% |
False |
False |
93,914 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0128 |
1.0% |
35% |
False |
False |
70,805 |
| 100 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0131 |
1.1% |
35% |
False |
False |
56,739 |
| 120 |
1.3412 |
1.2001 |
0.1411 |
11.5% |
0.0126 |
1.0% |
20% |
False |
False |
47,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2944 |
|
2.618 |
1.2738 |
|
1.618 |
1.2612 |
|
1.000 |
1.2534 |
|
0.618 |
1.2486 |
|
HIGH |
1.2408 |
|
0.618 |
1.2360 |
|
0.500 |
1.2345 |
|
0.382 |
1.2330 |
|
LOW |
1.2282 |
|
0.618 |
1.2204 |
|
1.000 |
1.2156 |
|
1.618 |
1.2078 |
|
2.618 |
1.1952 |
|
4.250 |
1.1747 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2345 |
1.2382 |
| PP |
1.2325 |
1.2349 |
| S1 |
1.2304 |
1.2317 |
|