CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2600 |
1.2580 |
-0.0020 |
-0.2% |
1.2392 |
| High |
1.2617 |
1.2612 |
-0.0005 |
0.0% |
1.2686 |
| Low |
1.2527 |
1.2475 |
-0.0052 |
-0.4% |
1.2389 |
| Close |
1.2569 |
1.2494 |
-0.0075 |
-0.6% |
1.2569 |
| Range |
0.0090 |
0.0137 |
0.0047 |
52.2% |
0.0297 |
| ATR |
0.0142 |
0.0141 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
78,927 |
83,011 |
4,084 |
5.2% |
502,016 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2938 |
1.2853 |
1.2569 |
|
| R3 |
1.2801 |
1.2716 |
1.2532 |
|
| R2 |
1.2664 |
1.2664 |
1.2519 |
|
| R1 |
1.2579 |
1.2579 |
1.2507 |
1.2553 |
| PP |
1.2527 |
1.2527 |
1.2527 |
1.2514 |
| S1 |
1.2442 |
1.2442 |
1.2481 |
1.2416 |
| S2 |
1.2390 |
1.2390 |
1.2469 |
|
| S3 |
1.2253 |
1.2305 |
1.2456 |
|
| S4 |
1.2116 |
1.2168 |
1.2419 |
|
|
| 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 |
1.2431 |
0.0255 |
2.0% |
0.0124 |
1.0% |
25% |
False |
False |
95,771 |
| 10 |
1.2686 |
1.2001 |
0.0685 |
5.5% |
0.0159 |
1.3% |
72% |
False |
False |
124,415 |
| 20 |
1.2686 |
1.2001 |
0.0685 |
5.5% |
0.0153 |
1.2% |
72% |
False |
False |
123,425 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0135 |
1.1% |
61% |
False |
False |
85,697 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0134 |
1.1% |
61% |
False |
False |
57,474 |
| 80 |
1.2807 |
1.2001 |
0.0806 |
6.5% |
0.0135 |
1.1% |
61% |
False |
False |
43,226 |
| 100 |
1.3444 |
1.2001 |
0.1443 |
11.5% |
0.0128 |
1.0% |
34% |
False |
False |
34,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3194 |
|
2.618 |
1.2971 |
|
1.618 |
1.2834 |
|
1.000 |
1.2749 |
|
0.618 |
1.2697 |
|
HIGH |
1.2612 |
|
0.618 |
1.2560 |
|
0.500 |
1.2544 |
|
0.382 |
1.2527 |
|
LOW |
1.2475 |
|
0.618 |
1.2390 |
|
1.000 |
1.2338 |
|
1.618 |
1.2253 |
|
2.618 |
1.2116 |
|
4.250 |
1.1893 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2544 |
1.2581 |
| PP |
1.2527 |
1.2552 |
| S1 |
1.2511 |
1.2523 |
|