CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2295 |
1.2240 |
-0.0055 |
-0.4% |
1.2458 |
| High |
1.2303 |
1.2255 |
-0.0048 |
-0.4% |
1.2481 |
| Low |
1.2225 |
1.2171 |
-0.0054 |
-0.4% |
1.2215 |
| Close |
1.2241 |
1.2202 |
-0.0039 |
-0.3% |
1.2281 |
| Range |
0.0078 |
0.0084 |
0.0006 |
7.7% |
0.0266 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
118,655 |
106,755 |
-11,900 |
-10.0% |
586,879 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2461 |
1.2416 |
1.2248 |
|
| R3 |
1.2377 |
1.2332 |
1.2225 |
|
| R2 |
1.2293 |
1.2293 |
1.2217 |
|
| R1 |
1.2248 |
1.2248 |
1.2210 |
1.2229 |
| PP |
1.2209 |
1.2209 |
1.2209 |
1.2200 |
| S1 |
1.2164 |
1.2164 |
1.2194 |
1.2145 |
| S2 |
1.2125 |
1.2125 |
1.2187 |
|
| S3 |
1.2041 |
1.2080 |
1.2179 |
|
| S4 |
1.1957 |
1.1996 |
1.2156 |
|
|
| 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 |
1.2408 |
1.2171 |
0.0237 |
1.9% |
0.0089 |
0.7% |
13% |
False |
True |
118,048 |
| 10 |
1.2574 |
1.2171 |
0.0403 |
3.3% |
0.0100 |
0.8% |
8% |
False |
True |
116,032 |
| 20 |
1.2589 |
1.2171 |
0.0418 |
3.4% |
0.0099 |
0.8% |
7% |
False |
True |
107,678 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.9% |
0.0125 |
1.0% |
28% |
False |
False |
114,042 |
| 60 |
1.2760 |
1.2001 |
0.0759 |
6.2% |
0.0123 |
1.0% |
26% |
False |
False |
101,226 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0126 |
1.0% |
25% |
False |
False |
76,419 |
| 100 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0123 |
1.0% |
25% |
False |
False |
61,233 |
| 120 |
1.3314 |
1.2001 |
0.1313 |
10.8% |
0.0125 |
1.0% |
15% |
False |
False |
51,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2612 |
|
2.618 |
1.2475 |
|
1.618 |
1.2391 |
|
1.000 |
1.2339 |
|
0.618 |
1.2307 |
|
HIGH |
1.2255 |
|
0.618 |
1.2223 |
|
0.500 |
1.2213 |
|
0.382 |
1.2203 |
|
LOW |
1.2171 |
|
0.618 |
1.2119 |
|
1.000 |
1.2087 |
|
1.618 |
1.2035 |
|
2.618 |
1.1951 |
|
4.250 |
1.1814 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2213 |
1.2240 |
| PP |
1.2209 |
1.2227 |
| S1 |
1.2206 |
1.2215 |
|