CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2255 |
1.2342 |
0.0087 |
0.7% |
1.2301 |
| High |
1.2371 |
1.2450 |
0.0079 |
0.6% |
1.2409 |
| Low |
1.2238 |
1.2287 |
0.0049 |
0.4% |
1.2227 |
| Close |
1.2333 |
1.2427 |
0.0094 |
0.8% |
1.2358 |
| Range |
0.0133 |
0.0163 |
0.0030 |
22.6% |
0.0182 |
| ATR |
0.0118 |
0.0121 |
0.0003 |
2.7% |
0.0000 |
| Volume |
91,122 |
142,945 |
51,823 |
56.9% |
274,935 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2815 |
1.2517 |
|
| R3 |
1.2714 |
1.2652 |
1.2472 |
|
| R2 |
1.2551 |
1.2551 |
1.2457 |
|
| R1 |
1.2489 |
1.2489 |
1.2442 |
1.2520 |
| PP |
1.2388 |
1.2388 |
1.2388 |
1.2404 |
| S1 |
1.2326 |
1.2326 |
1.2412 |
1.2357 |
| S2 |
1.2225 |
1.2225 |
1.2397 |
|
| S3 |
1.2062 |
1.2163 |
1.2382 |
|
| S4 |
1.1899 |
1.2000 |
1.2337 |
|
|
| 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 |
1.2450 |
1.2217 |
0.0233 |
1.9% |
0.0123 |
1.0% |
90% |
True |
False |
106,117 |
| 10 |
1.2450 |
1.2217 |
0.0233 |
1.9% |
0.0100 |
0.8% |
90% |
True |
False |
82,491 |
| 20 |
1.2760 |
1.2217 |
0.0543 |
4.4% |
0.0115 |
0.9% |
39% |
False |
False |
70,069 |
| 40 |
1.2805 |
1.2217 |
0.0588 |
4.7% |
0.0125 |
1.0% |
36% |
False |
False |
35,932 |
| 60 |
1.2805 |
1.2119 |
0.0686 |
5.5% |
0.0123 |
1.0% |
45% |
False |
False |
24,129 |
| 80 |
1.3365 |
1.2119 |
0.1246 |
10.0% |
0.0125 |
1.0% |
25% |
False |
False |
18,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3143 |
|
2.618 |
1.2877 |
|
1.618 |
1.2714 |
|
1.000 |
1.2613 |
|
0.618 |
1.2551 |
|
HIGH |
1.2450 |
|
0.618 |
1.2388 |
|
0.500 |
1.2369 |
|
0.382 |
1.2349 |
|
LOW |
1.2287 |
|
0.618 |
1.2186 |
|
1.000 |
1.2124 |
|
1.618 |
1.2023 |
|
2.618 |
1.1860 |
|
4.250 |
1.1594 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2408 |
1.2396 |
| PP |
1.2388 |
1.2365 |
| S1 |
1.2369 |
1.2334 |
|