CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2648 |
1.2600 |
-0.0048 |
-0.4% |
1.2392 |
| High |
1.2686 |
1.2617 |
-0.0069 |
-0.5% |
1.2686 |
| Low |
1.2568 |
1.2527 |
-0.0041 |
-0.3% |
1.2389 |
| Close |
1.2620 |
1.2569 |
-0.0051 |
-0.4% |
1.2569 |
| Range |
0.0118 |
0.0090 |
-0.0028 |
-23.7% |
0.0297 |
| ATR |
0.0145 |
0.0142 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
96,329 |
78,927 |
-17,402 |
-18.1% |
502,016 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2841 |
1.2795 |
1.2619 |
|
| R3 |
1.2751 |
1.2705 |
1.2594 |
|
| R2 |
1.2661 |
1.2661 |
1.2586 |
|
| R1 |
1.2615 |
1.2615 |
1.2577 |
1.2593 |
| PP |
1.2571 |
1.2571 |
1.2571 |
1.2560 |
| S1 |
1.2525 |
1.2525 |
1.2561 |
1.2503 |
| S2 |
1.2481 |
1.2481 |
1.2553 |
|
| S3 |
1.2391 |
1.2435 |
1.2544 |
|
| S4 |
1.2301 |
1.2345 |
1.2520 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3439 |
1.3301 |
1.2732 |
|
| R3 |
1.3142 |
1.3004 |
1.2651 |
|
| R2 |
1.2845 |
1.2845 |
1.2623 |
|
| R1 |
1.2707 |
1.2707 |
1.2596 |
1.2776 |
| PP |
1.2548 |
1.2548 |
1.2548 |
1.2583 |
| S1 |
1.2410 |
1.2410 |
1.2542 |
1.2479 |
| S2 |
1.2251 |
1.2251 |
1.2515 |
|
| S3 |
1.1954 |
1.2113 |
1.2487 |
|
| S4 |
1.1657 |
1.1816 |
1.2406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2686 |
1.2389 |
0.0297 |
2.4% |
0.0130 |
1.0% |
61% |
False |
False |
100,403 |
| 10 |
1.2686 |
1.2001 |
0.0685 |
5.4% |
0.0157 |
1.2% |
83% |
False |
False |
127,013 |
| 20 |
1.2686 |
1.2001 |
0.0685 |
5.4% |
0.0149 |
1.2% |
83% |
False |
False |
122,780 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0134 |
1.1% |
71% |
False |
False |
83,675 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0133 |
1.1% |
71% |
False |
False |
56,094 |
| 80 |
1.2901 |
1.2001 |
0.0900 |
7.2% |
0.0135 |
1.1% |
63% |
False |
False |
42,189 |
| 100 |
1.3492 |
1.2001 |
0.1491 |
11.9% |
0.0128 |
1.0% |
38% |
False |
False |
33,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3000 |
|
2.618 |
1.2853 |
|
1.618 |
1.2763 |
|
1.000 |
1.2707 |
|
0.618 |
1.2673 |
|
HIGH |
1.2617 |
|
0.618 |
1.2583 |
|
0.500 |
1.2572 |
|
0.382 |
1.2561 |
|
LOW |
1.2527 |
|
0.618 |
1.2471 |
|
1.000 |
1.2437 |
|
1.618 |
1.2381 |
|
2.618 |
1.2291 |
|
4.250 |
1.2145 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2572 |
1.2595 |
| PP |
1.2571 |
1.2586 |
| S1 |
1.2570 |
1.2578 |
|