CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2539 |
1.2648 |
0.0109 |
0.9% |
1.2064 |
| High |
1.2652 |
1.2686 |
0.0034 |
0.3% |
1.2431 |
| Low |
1.2504 |
1.2568 |
0.0064 |
0.5% |
1.2001 |
| Close |
1.2639 |
1.2620 |
-0.0019 |
-0.2% |
1.2392 |
| Range |
0.0148 |
0.0118 |
-0.0030 |
-20.3% |
0.0430 |
| ATR |
0.0148 |
0.0145 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
108,707 |
96,329 |
-12,378 |
-11.4% |
659,129 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2979 |
1.2917 |
1.2685 |
|
| R3 |
1.2861 |
1.2799 |
1.2652 |
|
| R2 |
1.2743 |
1.2743 |
1.2642 |
|
| R1 |
1.2681 |
1.2681 |
1.2631 |
1.2653 |
| PP |
1.2625 |
1.2625 |
1.2625 |
1.2611 |
| S1 |
1.2563 |
1.2563 |
1.2609 |
1.2535 |
| S2 |
1.2507 |
1.2507 |
1.2598 |
|
| S3 |
1.2389 |
1.2445 |
1.2588 |
|
| S4 |
1.2271 |
1.2327 |
1.2555 |
|
|
| 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 |
1.2686 |
1.2273 |
0.0413 |
3.3% |
0.0136 |
1.1% |
84% |
True |
False |
104,340 |
| 10 |
1.2686 |
1.2001 |
0.0685 |
5.4% |
0.0164 |
1.3% |
90% |
True |
False |
131,370 |
| 20 |
1.2686 |
1.2001 |
0.0685 |
5.4% |
0.0149 |
1.2% |
90% |
True |
False |
122,295 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0135 |
1.1% |
77% |
False |
False |
81,751 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0133 |
1.1% |
77% |
False |
False |
54,782 |
| 80 |
1.2985 |
1.2001 |
0.0984 |
7.8% |
0.0135 |
1.1% |
63% |
False |
False |
41,203 |
| 100 |
1.3492 |
1.2001 |
0.1491 |
11.8% |
0.0128 |
1.0% |
42% |
False |
False |
32,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3188 |
|
2.618 |
1.2995 |
|
1.618 |
1.2877 |
|
1.000 |
1.2804 |
|
0.618 |
1.2759 |
|
HIGH |
1.2686 |
|
0.618 |
1.2641 |
|
0.500 |
1.2627 |
|
0.382 |
1.2613 |
|
LOW |
1.2568 |
|
0.618 |
1.2495 |
|
1.000 |
1.2450 |
|
1.618 |
1.2377 |
|
2.618 |
1.2259 |
|
4.250 |
1.2067 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2627 |
1.2600 |
| PP |
1.2625 |
1.2579 |
| S1 |
1.2622 |
1.2559 |
|