CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2432 |
1.2272 |
-0.0160 |
-1.3% |
1.2299 |
| High |
1.2449 |
1.2288 |
-0.0161 |
-1.3% |
1.2450 |
| Low |
1.2278 |
1.2140 |
-0.0138 |
-1.1% |
1.2217 |
| Close |
1.2293 |
1.2178 |
-0.0115 |
-0.9% |
1.2293 |
| Range |
0.0171 |
0.0148 |
-0.0023 |
-13.5% |
0.0233 |
| ATR |
0.0125 |
0.0127 |
0.0002 |
1.6% |
0.0000 |
| Volume |
114,636 |
131,426 |
16,790 |
14.6% |
471,067 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2646 |
1.2560 |
1.2259 |
|
| R3 |
1.2498 |
1.2412 |
1.2219 |
|
| R2 |
1.2350 |
1.2350 |
1.2205 |
|
| R1 |
1.2264 |
1.2264 |
1.2192 |
1.2233 |
| PP |
1.2202 |
1.2202 |
1.2202 |
1.2187 |
| S1 |
1.2116 |
1.2116 |
1.2164 |
1.2085 |
| S2 |
1.2054 |
1.2054 |
1.2151 |
|
| S3 |
1.1906 |
1.1968 |
1.2137 |
|
| S4 |
1.1758 |
1.1820 |
1.2097 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3019 |
1.2889 |
1.2421 |
|
| R3 |
1.2786 |
1.2656 |
1.2357 |
|
| R2 |
1.2553 |
1.2553 |
1.2336 |
|
| R1 |
1.2423 |
1.2423 |
1.2314 |
1.2372 |
| PP |
1.2320 |
1.2320 |
1.2320 |
1.2294 |
| S1 |
1.2190 |
1.2190 |
1.2272 |
1.2139 |
| S2 |
1.2087 |
1.2087 |
1.2250 |
|
| S3 |
1.1854 |
1.1957 |
1.2229 |
|
| S4 |
1.1621 |
1.1724 |
1.2165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2450 |
1.2140 |
0.0310 |
2.5% |
0.0145 |
1.2% |
12% |
False |
True |
120,498 |
| 10 |
1.2450 |
1.2140 |
0.0310 |
2.5% |
0.0115 |
0.9% |
12% |
False |
True |
93,548 |
| 20 |
1.2760 |
1.2140 |
0.0620 |
5.1% |
0.0118 |
1.0% |
6% |
False |
True |
81,552 |
| 40 |
1.2805 |
1.2140 |
0.0665 |
5.5% |
0.0126 |
1.0% |
6% |
False |
True |
42,058 |
| 60 |
1.2805 |
1.2119 |
0.0686 |
5.6% |
0.0121 |
1.0% |
9% |
False |
False |
28,213 |
| 80 |
1.3314 |
1.2119 |
0.1195 |
9.8% |
0.0126 |
1.0% |
5% |
False |
False |
21,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2917 |
|
2.618 |
1.2675 |
|
1.618 |
1.2527 |
|
1.000 |
1.2436 |
|
0.618 |
1.2379 |
|
HIGH |
1.2288 |
|
0.618 |
1.2231 |
|
0.500 |
1.2214 |
|
0.382 |
1.2197 |
|
LOW |
1.2140 |
|
0.618 |
1.2049 |
|
1.000 |
1.1992 |
|
1.618 |
1.1901 |
|
2.618 |
1.1753 |
|
4.250 |
1.1511 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2214 |
1.2295 |
| PP |
1.2202 |
1.2256 |
| S1 |
1.2190 |
1.2217 |
|