CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2304 |
1.2269 |
-0.0035 |
-0.3% |
1.2458 |
| High |
1.2309 |
1.2309 |
0.0000 |
0.0% |
1.2481 |
| Low |
1.2244 |
1.2215 |
-0.0029 |
-0.2% |
1.2215 |
| Close |
1.2263 |
1.2281 |
0.0018 |
0.1% |
1.2281 |
| Range |
0.0065 |
0.0094 |
0.0029 |
44.6% |
0.0266 |
| ATR |
0.0112 |
0.0110 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
117,496 |
109,057 |
-8,439 |
-7.2% |
586,879 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2550 |
1.2510 |
1.2333 |
|
| R3 |
1.2456 |
1.2416 |
1.2307 |
|
| R2 |
1.2362 |
1.2362 |
1.2298 |
|
| R1 |
1.2322 |
1.2322 |
1.2290 |
1.2342 |
| PP |
1.2268 |
1.2268 |
1.2268 |
1.2279 |
| S1 |
1.2228 |
1.2228 |
1.2272 |
1.2248 |
| S2 |
1.2174 |
1.2174 |
1.2264 |
|
| S3 |
1.2080 |
1.2134 |
1.2255 |
|
| S4 |
1.1986 |
1.2040 |
1.2229 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3124 |
1.2968 |
1.2427 |
|
| R3 |
1.2858 |
1.2702 |
1.2354 |
|
| R2 |
1.2592 |
1.2592 |
1.2330 |
|
| R1 |
1.2436 |
1.2436 |
1.2305 |
1.2381 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2298 |
| S1 |
1.2170 |
1.2170 |
1.2257 |
1.2115 |
| S2 |
1.2060 |
1.2060 |
1.2232 |
|
| S3 |
1.1794 |
1.1904 |
1.2208 |
|
| S4 |
1.1528 |
1.1638 |
1.2135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2481 |
1.2215 |
0.0266 |
2.2% |
0.0096 |
0.8% |
25% |
False |
True |
117,375 |
| 10 |
1.2574 |
1.2215 |
0.0359 |
2.9% |
0.0104 |
0.8% |
18% |
False |
True |
116,198 |
| 20 |
1.2589 |
1.2215 |
0.0374 |
3.0% |
0.0099 |
0.8% |
18% |
False |
True |
104,191 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.8% |
0.0129 |
1.1% |
39% |
False |
False |
114,846 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0124 |
1.0% |
35% |
False |
False |
97,590 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0127 |
1.0% |
35% |
False |
False |
73,610 |
| 100 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0125 |
1.0% |
35% |
False |
False |
58,992 |
| 120 |
1.3390 |
1.2001 |
0.1389 |
11.3% |
0.0126 |
1.0% |
20% |
False |
False |
49,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2709 |
|
2.618 |
1.2555 |
|
1.618 |
1.2461 |
|
1.000 |
1.2403 |
|
0.618 |
1.2367 |
|
HIGH |
1.2309 |
|
0.618 |
1.2273 |
|
0.500 |
1.2262 |
|
0.382 |
1.2251 |
|
LOW |
1.2215 |
|
0.618 |
1.2157 |
|
1.000 |
1.2121 |
|
1.618 |
1.2063 |
|
2.618 |
1.1969 |
|
4.250 |
1.1816 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2275 |
1.2312 |
| PP |
1.2268 |
1.2301 |
| S1 |
1.2262 |
1.2291 |
|