CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2240 |
1.2202 |
-0.0038 |
-0.3% |
1.2458 |
| High |
1.2255 |
1.2215 |
-0.0040 |
-0.3% |
1.2481 |
| Low |
1.2171 |
1.2140 |
-0.0031 |
-0.3% |
1.2215 |
| Close |
1.2202 |
1.2170 |
-0.0032 |
-0.3% |
1.2281 |
| Range |
0.0084 |
0.0075 |
-0.0009 |
-10.7% |
0.0266 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
106,755 |
179,916 |
73,161 |
68.5% |
586,879 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2400 |
1.2360 |
1.2211 |
|
| R3 |
1.2325 |
1.2285 |
1.2191 |
|
| R2 |
1.2250 |
1.2250 |
1.2184 |
|
| R1 |
1.2210 |
1.2210 |
1.2177 |
1.2193 |
| PP |
1.2175 |
1.2175 |
1.2175 |
1.2166 |
| S1 |
1.2135 |
1.2135 |
1.2163 |
1.2118 |
| S2 |
1.2100 |
1.2100 |
1.2156 |
|
| S3 |
1.2025 |
1.2060 |
1.2149 |
|
| S4 |
1.1950 |
1.1985 |
1.2129 |
|
|
| 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 |
1.2309 |
1.2140 |
0.0169 |
1.4% |
0.0079 |
0.7% |
18% |
False |
True |
126,375 |
| 10 |
1.2574 |
1.2140 |
0.0434 |
3.6% |
0.0097 |
0.8% |
7% |
False |
True |
123,061 |
| 20 |
1.2589 |
1.2140 |
0.0449 |
3.7% |
0.0093 |
0.8% |
7% |
False |
True |
110,043 |
| 40 |
1.2715 |
1.2001 |
0.0714 |
5.9% |
0.0123 |
1.0% |
24% |
False |
False |
115,254 |
| 60 |
1.2760 |
1.2001 |
0.0759 |
6.2% |
0.0121 |
1.0% |
22% |
False |
False |
104,020 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0125 |
1.0% |
21% |
False |
False |
78,656 |
| 100 |
1.2805 |
1.2001 |
0.0804 |
6.6% |
0.0122 |
1.0% |
21% |
False |
False |
63,030 |
| 120 |
1.3314 |
1.2001 |
0.1313 |
10.8% |
0.0125 |
1.0% |
13% |
False |
False |
52,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2534 |
|
2.618 |
1.2411 |
|
1.618 |
1.2336 |
|
1.000 |
1.2290 |
|
0.618 |
1.2261 |
|
HIGH |
1.2215 |
|
0.618 |
1.2186 |
|
0.500 |
1.2178 |
|
0.382 |
1.2169 |
|
LOW |
1.2140 |
|
0.618 |
1.2094 |
|
1.000 |
1.2065 |
|
1.618 |
1.2019 |
|
2.618 |
1.1944 |
|
4.250 |
1.1821 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2178 |
1.2222 |
| PP |
1.2175 |
1.2204 |
| S1 |
1.2173 |
1.2187 |
|