CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2488 |
1.2594 |
0.0106 |
0.8% |
1.2473 |
| High |
1.2595 |
1.2604 |
0.0009 |
0.1% |
1.2604 |
| Low |
1.2463 |
1.2482 |
0.0019 |
0.2% |
1.2437 |
| Close |
1.2576 |
1.2491 |
-0.0085 |
-0.7% |
1.2491 |
| Range |
0.0132 |
0.0122 |
-0.0010 |
-7.6% |
0.0167 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
0.6% |
0.0000 |
| Volume |
1,505 |
1,284 |
-221 |
-14.7% |
3,801 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2813 |
1.2558 |
|
| R3 |
1.2770 |
1.2691 |
1.2525 |
|
| R2 |
1.2648 |
1.2648 |
1.2513 |
|
| R1 |
1.2569 |
1.2569 |
1.2502 |
1.2548 |
| PP |
1.2526 |
1.2526 |
1.2526 |
1.2515 |
| S1 |
1.2447 |
1.2447 |
1.2480 |
1.2426 |
| S2 |
1.2404 |
1.2404 |
1.2469 |
|
| S3 |
1.2282 |
1.2325 |
1.2457 |
|
| S4 |
1.2160 |
1.2203 |
1.2424 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3012 |
1.2918 |
1.2583 |
|
| R3 |
1.2845 |
1.2751 |
1.2537 |
|
| R2 |
1.2678 |
1.2678 |
1.2522 |
|
| R1 |
1.2584 |
1.2584 |
1.2506 |
1.2631 |
| PP |
1.2511 |
1.2511 |
1.2511 |
1.2534 |
| S1 |
1.2417 |
1.2417 |
1.2476 |
1.2464 |
| S2 |
1.2344 |
1.2344 |
1.2460 |
|
| S3 |
1.2177 |
1.2250 |
1.2445 |
|
| S4 |
1.2010 |
1.2083 |
1.2399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2604 |
1.2423 |
0.0181 |
1.4% |
0.0107 |
0.9% |
38% |
True |
False |
826 |
| 10 |
1.2604 |
1.2420 |
0.0184 |
1.5% |
0.0094 |
0.7% |
39% |
True |
False |
597 |
| 20 |
1.2744 |
1.2384 |
0.0360 |
2.9% |
0.0108 |
0.9% |
30% |
False |
False |
469 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0127 |
1.0% |
64% |
False |
False |
377 |
| 60 |
1.2831 |
1.2035 |
0.0796 |
6.4% |
0.0120 |
1.0% |
57% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3123 |
|
2.618 |
1.2923 |
|
1.618 |
1.2801 |
|
1.000 |
1.2726 |
|
0.618 |
1.2679 |
|
HIGH |
1.2604 |
|
0.618 |
1.2557 |
|
0.500 |
1.2543 |
|
0.382 |
1.2529 |
|
LOW |
1.2482 |
|
0.618 |
1.2407 |
|
1.000 |
1.2360 |
|
1.618 |
1.2285 |
|
2.618 |
1.2163 |
|
4.250 |
1.1964 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2543 |
1.2532 |
| PP |
1.2526 |
1.2518 |
| S1 |
1.2508 |
1.2505 |
|