CME British Pound Future March 2017
Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.2392 |
1.2550 |
0.0158 |
1.3% |
1.2064 |
High |
1.2556 |
1.2556 |
0.0000 |
0.0% |
1.2431 |
Low |
1.2389 |
1.2431 |
0.0042 |
0.3% |
1.2001 |
Close |
1.2514 |
1.2515 |
0.0001 |
0.0% |
1.2392 |
Range |
0.0167 |
0.0125 |
-0.0042 |
-25.1% |
0.0430 |
ATR |
0.0149 |
0.0147 |
-0.0002 |
-1.2% |
0.0000 |
Volume |
106,169 |
111,884 |
5,715 |
5.4% |
659,129 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2876 |
1.2820 |
1.2584 |
|
R3 |
1.2751 |
1.2695 |
1.2549 |
|
R2 |
1.2626 |
1.2626 |
1.2538 |
|
R1 |
1.2570 |
1.2570 |
1.2526 |
1.2536 |
PP |
1.2501 |
1.2501 |
1.2501 |
1.2483 |
S1 |
1.2445 |
1.2445 |
1.2504 |
1.2411 |
S2 |
1.2376 |
1.2376 |
1.2492 |
|
S3 |
1.2251 |
1.2320 |
1.2481 |
|
S4 |
1.2126 |
1.2195 |
1.2446 |
|
|
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 |
1.2556 |
1.2263 |
0.0293 |
2.3% |
0.0133 |
1.1% |
86% |
True |
False |
108,303 |
10 |
1.2556 |
1.2001 |
0.0555 |
4.4% |
0.0170 |
1.4% |
93% |
True |
False |
139,499 |
20 |
1.2556 |
1.2001 |
0.0555 |
4.4% |
0.0142 |
1.1% |
93% |
True |
False |
116,524 |
40 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0134 |
1.1% |
64% |
False |
False |
76,665 |
60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0133 |
1.1% |
64% |
False |
False |
51,387 |
80 |
1.3094 |
1.2001 |
0.1093 |
8.7% |
0.0134 |
1.1% |
47% |
False |
False |
38,646 |
100 |
1.3492 |
1.2001 |
0.1491 |
11.9% |
0.0128 |
1.0% |
34% |
False |
False |
30,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3087 |
2.618 |
1.2883 |
1.618 |
1.2758 |
1.000 |
1.2681 |
0.618 |
1.2633 |
HIGH |
1.2556 |
0.618 |
1.2508 |
0.500 |
1.2494 |
0.382 |
1.2479 |
LOW |
1.2431 |
0.618 |
1.2354 |
1.000 |
1.2306 |
1.618 |
1.2229 |
2.618 |
1.2104 |
4.250 |
1.1900 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.2508 |
1.2482 |
PP |
1.2501 |
1.2448 |
S1 |
1.2494 |
1.2415 |
|