CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2272 |
1.2192 |
-0.0080 |
-0.7% |
1.2299 |
| High |
1.2288 |
1.2206 |
-0.0082 |
-0.7% |
1.2450 |
| Low |
1.2140 |
1.2123 |
-0.0017 |
-0.1% |
1.2217 |
| Close |
1.2178 |
1.2179 |
0.0001 |
0.0% |
1.2293 |
| Range |
0.0148 |
0.0083 |
-0.0065 |
-43.9% |
0.0233 |
| ATR |
0.0127 |
0.0123 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
131,426 |
97,426 |
-34,000 |
-25.9% |
471,067 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2418 |
1.2382 |
1.2225 |
|
| R3 |
1.2335 |
1.2299 |
1.2202 |
|
| R2 |
1.2252 |
1.2252 |
1.2194 |
|
| R1 |
1.2216 |
1.2216 |
1.2187 |
1.2193 |
| PP |
1.2169 |
1.2169 |
1.2169 |
1.2158 |
| S1 |
1.2133 |
1.2133 |
1.2171 |
1.2110 |
| S2 |
1.2086 |
1.2086 |
1.2164 |
|
| S3 |
1.2003 |
1.2050 |
1.2156 |
|
| S4 |
1.1920 |
1.1967 |
1.2133 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3019 |
1.2889 |
1.2421 |
|
| R3 |
1.2786 |
1.2656 |
1.2357 |
|
| R2 |
1.2553 |
1.2553 |
1.2336 |
|
| R1 |
1.2423 |
1.2423 |
1.2314 |
1.2372 |
| PP |
1.2320 |
1.2320 |
1.2320 |
1.2294 |
| S1 |
1.2190 |
1.2190 |
1.2272 |
1.2139 |
| S2 |
1.2087 |
1.2087 |
1.2250 |
|
| S3 |
1.1854 |
1.1957 |
1.2229 |
|
| S4 |
1.1621 |
1.1724 |
1.2165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2450 |
1.2123 |
0.0327 |
2.7% |
0.0140 |
1.1% |
17% |
False |
True |
115,511 |
| 10 |
1.2450 |
1.2123 |
0.0327 |
2.7% |
0.0116 |
1.0% |
17% |
False |
True |
97,485 |
| 20 |
1.2760 |
1.2123 |
0.0637 |
5.2% |
0.0118 |
1.0% |
9% |
False |
True |
85,898 |
| 40 |
1.2805 |
1.2123 |
0.0682 |
5.6% |
0.0123 |
1.0% |
8% |
False |
True |
44,488 |
| 60 |
1.2805 |
1.2119 |
0.0686 |
5.6% |
0.0120 |
1.0% |
9% |
False |
False |
29,817 |
| 80 |
1.3283 |
1.2119 |
0.1164 |
9.6% |
0.0126 |
1.0% |
5% |
False |
False |
22,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2559 |
|
2.618 |
1.2423 |
|
1.618 |
1.2340 |
|
1.000 |
1.2289 |
|
0.618 |
1.2257 |
|
HIGH |
1.2206 |
|
0.618 |
1.2174 |
|
0.500 |
1.2165 |
|
0.382 |
1.2155 |
|
LOW |
1.2123 |
|
0.618 |
1.2072 |
|
1.000 |
1.2040 |
|
1.618 |
1.1989 |
|
2.618 |
1.1906 |
|
4.250 |
1.1770 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2174 |
1.2286 |
| PP |
1.2169 |
1.2250 |
| S1 |
1.2165 |
1.2215 |
|