CME British Pound Future June 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2489 |
1.2474 |
-0.0015 |
-0.1% |
1.2473 |
| High |
1.2510 |
1.2502 |
-0.0008 |
-0.1% |
1.2604 |
| Low |
1.2417 |
1.2405 |
-0.0012 |
-0.1% |
1.2437 |
| Close |
1.2476 |
1.2434 |
-0.0042 |
-0.3% |
1.2491 |
| Range |
0.0093 |
0.0097 |
0.0004 |
4.3% |
0.0167 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
3,678 |
4,305 |
627 |
17.0% |
3,801 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2738 |
1.2683 |
1.2487 |
|
| R3 |
1.2641 |
1.2586 |
1.2461 |
|
| R2 |
1.2544 |
1.2544 |
1.2452 |
|
| R1 |
1.2489 |
1.2489 |
1.2443 |
1.2468 |
| PP |
1.2447 |
1.2447 |
1.2447 |
1.2437 |
| S1 |
1.2392 |
1.2392 |
1.2425 |
1.2371 |
| S2 |
1.2350 |
1.2350 |
1.2416 |
|
| S3 |
1.2253 |
1.2295 |
1.2407 |
|
| S4 |
1.2156 |
1.2198 |
1.2381 |
|
|
| 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 |
1.2405 |
0.0199 |
1.6% |
0.0105 |
0.8% |
15% |
False |
True |
2,241 |
| 10 |
1.2604 |
1.2405 |
0.0199 |
1.6% |
0.0099 |
0.8% |
15% |
False |
True |
1,352 |
| 20 |
1.2744 |
1.2384 |
0.0360 |
2.9% |
0.0107 |
0.9% |
14% |
False |
False |
846 |
| 40 |
1.2744 |
1.2035 |
0.0709 |
5.7% |
0.0128 |
1.0% |
56% |
False |
False |
569 |
| 60 |
1.2831 |
1.2035 |
0.0796 |
6.4% |
0.0120 |
1.0% |
50% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2914 |
|
2.618 |
1.2756 |
|
1.618 |
1.2659 |
|
1.000 |
1.2599 |
|
0.618 |
1.2562 |
|
HIGH |
1.2502 |
|
0.618 |
1.2465 |
|
0.500 |
1.2454 |
|
0.382 |
1.2442 |
|
LOW |
1.2405 |
|
0.618 |
1.2345 |
|
1.000 |
1.2308 |
|
1.618 |
1.2248 |
|
2.618 |
1.2151 |
|
4.250 |
1.1993 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2454 |
1.2505 |
| PP |
1.2447 |
1.2481 |
| S1 |
1.2441 |
1.2458 |
|