CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2192 |
1.2192 |
0.0000 |
0.0% |
1.2299 |
| High |
1.2206 |
1.2289 |
0.0083 |
0.7% |
1.2450 |
| Low |
1.2123 |
1.2052 |
-0.0071 |
-0.6% |
1.2217 |
| Close |
1.2179 |
1.2223 |
0.0044 |
0.4% |
1.2293 |
| Range |
0.0083 |
0.0237 |
0.0154 |
185.5% |
0.0233 |
| ATR |
0.0123 |
0.0132 |
0.0008 |
6.6% |
0.0000 |
| Volume |
97,426 |
188,898 |
91,472 |
93.9% |
471,067 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2899 |
1.2798 |
1.2353 |
|
| R3 |
1.2662 |
1.2561 |
1.2288 |
|
| R2 |
1.2425 |
1.2425 |
1.2266 |
|
| R1 |
1.2324 |
1.2324 |
1.2245 |
1.2375 |
| PP |
1.2188 |
1.2188 |
1.2188 |
1.2213 |
| S1 |
1.2087 |
1.2087 |
1.2201 |
1.2138 |
| S2 |
1.1951 |
1.1951 |
1.2180 |
|
| S3 |
1.1714 |
1.1850 |
1.2158 |
|
| S4 |
1.1477 |
1.1613 |
1.2093 |
|
|
| 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 |
1.2052 |
0.0398 |
3.3% |
0.0160 |
1.3% |
43% |
False |
True |
135,066 |
| 10 |
1.2450 |
1.2052 |
0.0398 |
3.3% |
0.0135 |
1.1% |
43% |
False |
True |
113,219 |
| 20 |
1.2760 |
1.2052 |
0.0708 |
5.8% |
0.0124 |
1.0% |
24% |
False |
True |
93,046 |
| 40 |
1.2805 |
1.2052 |
0.0753 |
6.2% |
0.0126 |
1.0% |
23% |
False |
True |
49,198 |
| 60 |
1.2805 |
1.2052 |
0.0753 |
6.2% |
0.0122 |
1.0% |
23% |
False |
True |
32,964 |
| 80 |
1.3165 |
1.2052 |
0.1113 |
9.1% |
0.0126 |
1.0% |
15% |
False |
True |
24,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3296 |
|
2.618 |
1.2909 |
|
1.618 |
1.2672 |
|
1.000 |
1.2526 |
|
0.618 |
1.2435 |
|
HIGH |
1.2289 |
|
0.618 |
1.2198 |
|
0.500 |
1.2171 |
|
0.382 |
1.2143 |
|
LOW |
1.2052 |
|
0.618 |
1.1906 |
|
1.000 |
1.1815 |
|
1.618 |
1.1669 |
|
2.618 |
1.1432 |
|
4.250 |
1.1045 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2206 |
1.2206 |
| PP |
1.2188 |
1.2188 |
| S1 |
1.2171 |
1.2171 |
|