CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2216 |
1.2174 |
-0.0042 |
-0.3% |
1.2272 |
| High |
1.2331 |
1.2248 |
-0.0083 |
-0.7% |
1.2331 |
| Low |
1.2166 |
1.2135 |
-0.0031 |
-0.3% |
1.2052 |
| Close |
1.2178 |
1.2200 |
0.0022 |
0.2% |
1.2200 |
| Range |
0.0165 |
0.0113 |
-0.0052 |
-31.5% |
0.0279 |
| ATR |
0.0134 |
0.0132 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
122,493 |
108,994 |
-13,499 |
-11.0% |
649,237 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2533 |
1.2480 |
1.2262 |
|
| R3 |
1.2420 |
1.2367 |
1.2231 |
|
| R2 |
1.2307 |
1.2307 |
1.2221 |
|
| R1 |
1.2254 |
1.2254 |
1.2210 |
1.2281 |
| PP |
1.2194 |
1.2194 |
1.2194 |
1.2208 |
| S1 |
1.2141 |
1.2141 |
1.2190 |
1.2168 |
| S2 |
1.2081 |
1.2081 |
1.2179 |
|
| S3 |
1.1968 |
1.2028 |
1.2169 |
|
| S4 |
1.1855 |
1.1915 |
1.2138 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3031 |
1.2895 |
1.2353 |
|
| R3 |
1.2752 |
1.2616 |
1.2277 |
|
| R2 |
1.2473 |
1.2473 |
1.2251 |
|
| R1 |
1.2337 |
1.2337 |
1.2226 |
1.2266 |
| PP |
1.2194 |
1.2194 |
1.2194 |
1.2159 |
| S1 |
1.2058 |
1.2058 |
1.2174 |
1.1987 |
| S2 |
1.1915 |
1.1915 |
1.2149 |
|
| S3 |
1.1636 |
1.1779 |
1.2123 |
|
| S4 |
1.1357 |
1.1500 |
1.2047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2331 |
1.2052 |
0.0279 |
2.3% |
0.0149 |
1.2% |
53% |
False |
False |
129,847 |
| 10 |
1.2450 |
1.2052 |
0.0398 |
3.3% |
0.0147 |
1.2% |
37% |
False |
False |
122,434 |
| 20 |
1.2595 |
1.2052 |
0.0543 |
4.5% |
0.0124 |
1.0% |
27% |
False |
False |
98,359 |
| 40 |
1.2805 |
1.2052 |
0.0753 |
6.2% |
0.0126 |
1.0% |
20% |
False |
False |
54,863 |
| 60 |
1.2805 |
1.2052 |
0.0753 |
6.2% |
0.0124 |
1.0% |
20% |
False |
False |
36,812 |
| 80 |
1.3165 |
1.2052 |
0.1113 |
9.1% |
0.0128 |
1.0% |
13% |
False |
False |
27,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2728 |
|
2.618 |
1.2544 |
|
1.618 |
1.2431 |
|
1.000 |
1.2361 |
|
0.618 |
1.2318 |
|
HIGH |
1.2248 |
|
0.618 |
1.2205 |
|
0.500 |
1.2192 |
|
0.382 |
1.2178 |
|
LOW |
1.2135 |
|
0.618 |
1.2065 |
|
1.000 |
1.2022 |
|
1.618 |
1.1952 |
|
2.618 |
1.1839 |
|
4.250 |
1.1655 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2197 |
1.2197 |
| PP |
1.2194 |
1.2194 |
| S1 |
1.2192 |
1.2192 |
|