CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2278 |
1.2349 |
0.0071 |
0.6% |
1.2064 |
| High |
1.2360 |
1.2394 |
0.0034 |
0.3% |
1.2431 |
| Low |
1.2263 |
1.2273 |
0.0010 |
0.1% |
1.2001 |
| Close |
1.2349 |
1.2392 |
0.0043 |
0.3% |
1.2392 |
| Range |
0.0097 |
0.0121 |
0.0024 |
24.7% |
0.0430 |
| ATR |
0.0150 |
0.0148 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
95,730 |
98,611 |
2,881 |
3.0% |
659,129 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2716 |
1.2675 |
1.2459 |
|
| R3 |
1.2595 |
1.2554 |
1.2425 |
|
| R2 |
1.2474 |
1.2474 |
1.2414 |
|
| R1 |
1.2433 |
1.2433 |
1.2403 |
1.2454 |
| PP |
1.2353 |
1.2353 |
1.2353 |
1.2363 |
| S1 |
1.2312 |
1.2312 |
1.2381 |
1.2333 |
| S2 |
1.2232 |
1.2232 |
1.2370 |
|
| S3 |
1.2111 |
1.2191 |
1.2359 |
|
| S4 |
1.1990 |
1.2070 |
1.2325 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3408 |
1.2629 |
|
| R3 |
1.3135 |
1.2978 |
1.2510 |
|
| R2 |
1.2705 |
1.2705 |
1.2471 |
|
| R1 |
1.2548 |
1.2548 |
1.2431 |
1.2627 |
| PP |
1.2275 |
1.2275 |
1.2275 |
1.2314 |
| S1 |
1.2118 |
1.2118 |
1.2353 |
1.2197 |
| S2 |
1.1845 |
1.1845 |
1.2313 |
|
| S3 |
1.1415 |
1.1688 |
1.2274 |
|
| S4 |
1.0985 |
1.1258 |
1.2156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2431 |
1.2001 |
0.0430 |
3.5% |
0.0184 |
1.5% |
91% |
False |
False |
153,624 |
| 10 |
1.2449 |
1.2001 |
0.0448 |
3.6% |
0.0172 |
1.4% |
87% |
False |
False |
142,300 |
| 20 |
1.2450 |
1.2001 |
0.0449 |
3.6% |
0.0136 |
1.1% |
87% |
False |
False |
112,395 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0133 |
1.1% |
49% |
False |
False |
71,297 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0132 |
1.1% |
49% |
False |
False |
47,773 |
| 80 |
1.3094 |
1.2001 |
0.1093 |
8.8% |
0.0132 |
1.1% |
36% |
False |
False |
35,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2908 |
|
2.618 |
1.2711 |
|
1.618 |
1.2590 |
|
1.000 |
1.2515 |
|
0.618 |
1.2469 |
|
HIGH |
1.2394 |
|
0.618 |
1.2348 |
|
0.500 |
1.2334 |
|
0.382 |
1.2319 |
|
LOW |
1.2273 |
|
0.618 |
1.2198 |
|
1.000 |
1.2152 |
|
1.618 |
1.2077 |
|
2.618 |
1.1956 |
|
4.250 |
1.1759 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2373 |
1.2376 |
| PP |
1.2353 |
1.2360 |
| S1 |
1.2334 |
1.2344 |
|