CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2299 |
1.2255 |
-0.0044 |
-0.4% |
1.2301 |
| High |
1.2325 |
1.2371 |
0.0046 |
0.4% |
1.2409 |
| Low |
1.2217 |
1.2238 |
0.0021 |
0.2% |
1.2227 |
| Close |
1.2254 |
1.2333 |
0.0079 |
0.6% |
1.2358 |
| Range |
0.0108 |
0.0133 |
0.0025 |
23.1% |
0.0182 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
1.0% |
0.0000 |
| Volume |
122,364 |
91,122 |
-31,242 |
-25.5% |
274,935 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2713 |
1.2656 |
1.2406 |
|
| R3 |
1.2580 |
1.2523 |
1.2370 |
|
| R2 |
1.2447 |
1.2447 |
1.2357 |
|
| R1 |
1.2390 |
1.2390 |
1.2345 |
1.2419 |
| PP |
1.2314 |
1.2314 |
1.2314 |
1.2328 |
| S1 |
1.2257 |
1.2257 |
1.2321 |
1.2286 |
| S2 |
1.2181 |
1.2181 |
1.2309 |
|
| S3 |
1.2048 |
1.2124 |
1.2296 |
|
| S4 |
1.1915 |
1.1991 |
1.2260 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2800 |
1.2458 |
|
| R3 |
1.2695 |
1.2618 |
1.2408 |
|
| R2 |
1.2513 |
1.2513 |
1.2391 |
|
| R1 |
1.2436 |
1.2436 |
1.2375 |
1.2475 |
| PP |
1.2331 |
1.2331 |
1.2331 |
1.2351 |
| S1 |
1.2254 |
1.2254 |
1.2341 |
1.2293 |
| S2 |
1.2149 |
1.2149 |
1.2325 |
|
| S3 |
1.1967 |
1.2072 |
1.2308 |
|
| S4 |
1.1785 |
1.1890 |
1.2258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2409 |
1.2217 |
0.0192 |
1.6% |
0.0109 |
0.9% |
60% |
False |
False |
91,372 |
| 10 |
1.2437 |
1.2217 |
0.0220 |
1.8% |
0.0093 |
0.8% |
53% |
False |
False |
76,713 |
| 20 |
1.2805 |
1.2217 |
0.0588 |
4.8% |
0.0113 |
0.9% |
20% |
False |
False |
63,078 |
| 40 |
1.2805 |
1.2217 |
0.0588 |
4.8% |
0.0124 |
1.0% |
20% |
False |
False |
32,374 |
| 60 |
1.2805 |
1.2119 |
0.0686 |
5.6% |
0.0122 |
1.0% |
31% |
False |
False |
21,757 |
| 80 |
1.3390 |
1.2119 |
0.1271 |
10.3% |
0.0124 |
1.0% |
17% |
False |
False |
16,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2936 |
|
2.618 |
1.2719 |
|
1.618 |
1.2586 |
|
1.000 |
1.2504 |
|
0.618 |
1.2453 |
|
HIGH |
1.2371 |
|
0.618 |
1.2320 |
|
0.500 |
1.2305 |
|
0.382 |
1.2289 |
|
LOW |
1.2238 |
|
0.618 |
1.2156 |
|
1.000 |
1.2105 |
|
1.618 |
1.2023 |
|
2.618 |
1.1890 |
|
4.250 |
1.1673 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2324 |
1.2326 |
| PP |
1.2314 |
1.2320 |
| S1 |
1.2305 |
1.2313 |
|