CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2380 |
1.2304 |
-0.0076 |
-0.6% |
1.2425 |
| High |
1.2408 |
1.2309 |
-0.0099 |
-0.8% |
1.2574 |
| Low |
1.2282 |
1.2244 |
-0.0038 |
-0.3% |
1.2406 |
| Close |
1.2284 |
1.2263 |
-0.0021 |
-0.2% |
1.2461 |
| Range |
0.0126 |
0.0065 |
-0.0061 |
-48.4% |
0.0168 |
| ATR |
0.0115 |
0.0112 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
138,277 |
117,496 |
-20,781 |
-15.0% |
470,847 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2467 |
1.2430 |
1.2299 |
|
| R3 |
1.2402 |
1.2365 |
1.2281 |
|
| R2 |
1.2337 |
1.2337 |
1.2275 |
|
| R1 |
1.2300 |
1.2300 |
1.2269 |
1.2286 |
| PP |
1.2272 |
1.2272 |
1.2272 |
1.2265 |
| S1 |
1.2235 |
1.2235 |
1.2257 |
1.2221 |
| S2 |
1.2207 |
1.2207 |
1.2251 |
|
| S3 |
1.2142 |
1.2170 |
1.2245 |
|
| S4 |
1.2077 |
1.2105 |
1.2227 |
|
|
| 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 |
1.2244 |
0.0330 |
2.7% |
0.0102 |
0.8% |
6% |
False |
True |
119,830 |
| 10 |
1.2574 |
1.2244 |
0.0330 |
2.7% |
0.0102 |
0.8% |
6% |
False |
True |
114,443 |
| 20 |
1.2715 |
1.2244 |
0.0471 |
3.8% |
0.0104 |
0.8% |
4% |
False |
True |
105,484 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.8% |
0.0130 |
1.1% |
37% |
False |
False |
114,398 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0124 |
1.0% |
33% |
False |
False |
95,856 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0127 |
1.0% |
33% |
False |
False |
72,255 |
| 100 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0130 |
1.1% |
33% |
False |
False |
57,908 |
| 120 |
1.3390 |
1.2001 |
0.1389 |
11.3% |
0.0126 |
1.0% |
19% |
False |
False |
48,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2585 |
|
2.618 |
1.2479 |
|
1.618 |
1.2414 |
|
1.000 |
1.2374 |
|
0.618 |
1.2349 |
|
HIGH |
1.2309 |
|
0.618 |
1.2284 |
|
0.500 |
1.2277 |
|
0.382 |
1.2269 |
|
LOW |
1.2244 |
|
0.618 |
1.2204 |
|
1.000 |
1.2179 |
|
1.618 |
1.2139 |
|
2.618 |
1.2074 |
|
4.250 |
1.1968 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2277 |
1.2359 |
| PP |
1.2272 |
1.2327 |
| S1 |
1.2268 |
1.2295 |
|