CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2280 |
1.2299 |
0.0019 |
0.2% |
1.2301 |
| High |
1.2409 |
1.2325 |
-0.0084 |
-0.7% |
1.2409 |
| Low |
1.2265 |
1.2217 |
-0.0048 |
-0.4% |
1.2227 |
| Close |
1.2358 |
1.2254 |
-0.0104 |
-0.8% |
1.2358 |
| Range |
0.0144 |
0.0108 |
-0.0036 |
-25.0% |
0.0182 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.6% |
0.0000 |
| Volume |
104,045 |
122,364 |
18,319 |
17.6% |
274,935 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2589 |
1.2530 |
1.2313 |
|
| R3 |
1.2481 |
1.2422 |
1.2284 |
|
| R2 |
1.2373 |
1.2373 |
1.2274 |
|
| R1 |
1.2314 |
1.2314 |
1.2264 |
1.2290 |
| PP |
1.2265 |
1.2265 |
1.2265 |
1.2253 |
| S1 |
1.2206 |
1.2206 |
1.2244 |
1.2182 |
| S2 |
1.2157 |
1.2157 |
1.2234 |
|
| S3 |
1.2049 |
1.2098 |
1.2224 |
|
| S4 |
1.1941 |
1.1990 |
1.2195 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2800 |
1.2458 |
|
| R3 |
1.2695 |
1.2618 |
1.2408 |
|
| R2 |
1.2513 |
1.2513 |
1.2391 |
|
| R1 |
1.2436 |
1.2436 |
1.2375 |
1.2475 |
| PP |
1.2331 |
1.2331 |
1.2331 |
1.2351 |
| S1 |
1.2254 |
1.2254 |
1.2341 |
1.2293 |
| S2 |
1.2149 |
1.2149 |
1.2325 |
|
| S3 |
1.1967 |
1.2072 |
1.2308 |
|
| S4 |
1.1785 |
1.1890 |
1.2258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2409 |
1.2217 |
0.0192 |
1.6% |
0.0092 |
0.8% |
19% |
False |
True |
79,459 |
| 10 |
1.2530 |
1.2217 |
0.0313 |
2.6% |
0.0094 |
0.8% |
12% |
False |
True |
76,686 |
| 20 |
1.2805 |
1.2217 |
0.0588 |
4.8% |
0.0112 |
0.9% |
6% |
False |
True |
58,772 |
| 40 |
1.2805 |
1.2217 |
0.0588 |
4.8% |
0.0123 |
1.0% |
6% |
False |
True |
30,112 |
| 60 |
1.2805 |
1.2119 |
0.0686 |
5.6% |
0.0129 |
1.1% |
20% |
False |
False |
20,248 |
| 80 |
1.3390 |
1.2119 |
0.1271 |
10.4% |
0.0123 |
1.0% |
11% |
False |
False |
15,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2784 |
|
2.618 |
1.2608 |
|
1.618 |
1.2500 |
|
1.000 |
1.2433 |
|
0.618 |
1.2392 |
|
HIGH |
1.2325 |
|
0.618 |
1.2284 |
|
0.500 |
1.2271 |
|
0.382 |
1.2258 |
|
LOW |
1.2217 |
|
0.618 |
1.2150 |
|
1.000 |
1.2109 |
|
1.618 |
1.2042 |
|
2.618 |
1.1934 |
|
4.250 |
1.1758 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2271 |
1.2313 |
| PP |
1.2265 |
1.2293 |
| S1 |
1.2260 |
1.2274 |
|