CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 25-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2550 |
1.2539 |
-0.0011 |
-0.1% |
1.2064 |
| High |
1.2556 |
1.2652 |
0.0096 |
0.8% |
1.2431 |
| Low |
1.2431 |
1.2504 |
0.0073 |
0.6% |
1.2001 |
| Close |
1.2515 |
1.2639 |
0.0124 |
1.0% |
1.2392 |
| Range |
0.0125 |
0.0148 |
0.0023 |
18.4% |
0.0430 |
| ATR |
0.0147 |
0.0148 |
0.0000 |
0.0% |
0.0000 |
| Volume |
111,884 |
108,707 |
-3,177 |
-2.8% |
659,129 |
|
| Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3042 |
1.2989 |
1.2720 |
|
| R3 |
1.2894 |
1.2841 |
1.2680 |
|
| R2 |
1.2746 |
1.2746 |
1.2666 |
|
| R1 |
1.2693 |
1.2693 |
1.2653 |
1.2720 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2612 |
| S1 |
1.2545 |
1.2545 |
1.2625 |
1.2572 |
| S2 |
1.2450 |
1.2450 |
1.2612 |
|
| S3 |
1.2302 |
1.2397 |
1.2598 |
|
| S4 |
1.2154 |
1.2249 |
1.2558 |
|
|
| 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 |
1.2652 |
1.2263 |
0.0389 |
3.1% |
0.0132 |
1.0% |
97% |
True |
False |
104,220 |
| 10 |
1.2652 |
1.2001 |
0.0651 |
5.2% |
0.0176 |
1.4% |
98% |
True |
False |
140,627 |
| 20 |
1.2652 |
1.2001 |
0.0651 |
5.2% |
0.0146 |
1.2% |
98% |
True |
False |
119,056 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0136 |
1.1% |
79% |
False |
False |
79,355 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0133 |
1.1% |
79% |
False |
False |
53,182 |
| 80 |
1.3065 |
1.2001 |
0.1064 |
8.4% |
0.0135 |
1.1% |
60% |
False |
False |
40,005 |
| 100 |
1.3492 |
1.2001 |
0.1491 |
11.8% |
0.0129 |
1.0% |
43% |
False |
False |
32,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3281 |
|
2.618 |
1.3039 |
|
1.618 |
1.2891 |
|
1.000 |
1.2800 |
|
0.618 |
1.2743 |
|
HIGH |
1.2652 |
|
0.618 |
1.2595 |
|
0.500 |
1.2578 |
|
0.382 |
1.2561 |
|
LOW |
1.2504 |
|
0.618 |
1.2413 |
|
1.000 |
1.2356 |
|
1.618 |
1.2265 |
|
2.618 |
1.2117 |
|
4.250 |
1.1875 |
|
|
| Fisher Pivots for day following 25-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2619 |
1.2600 |
| PP |
1.2598 |
1.2560 |
| S1 |
1.2578 |
1.2521 |
|