CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2192 |
1.2216 |
0.0024 |
0.2% |
1.2299 |
| High |
1.2289 |
1.2331 |
0.0042 |
0.3% |
1.2450 |
| Low |
1.2052 |
1.2166 |
0.0114 |
0.9% |
1.2217 |
| Close |
1.2223 |
1.2178 |
-0.0045 |
-0.4% |
1.2293 |
| Range |
0.0237 |
0.0165 |
-0.0072 |
-30.4% |
0.0233 |
| ATR |
0.0132 |
0.0134 |
0.0002 |
1.8% |
0.0000 |
| Volume |
188,898 |
122,493 |
-66,405 |
-35.2% |
471,067 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2720 |
1.2614 |
1.2269 |
|
| R3 |
1.2555 |
1.2449 |
1.2223 |
|
| R2 |
1.2390 |
1.2390 |
1.2208 |
|
| R1 |
1.2284 |
1.2284 |
1.2193 |
1.2255 |
| PP |
1.2225 |
1.2225 |
1.2225 |
1.2210 |
| S1 |
1.2119 |
1.2119 |
1.2163 |
1.2090 |
| S2 |
1.2060 |
1.2060 |
1.2148 |
|
| S3 |
1.1895 |
1.1954 |
1.2133 |
|
| S4 |
1.1730 |
1.1789 |
1.2087 |
|
|
| 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 |
1.2449 |
1.2052 |
0.0397 |
3.3% |
0.0161 |
1.3% |
32% |
False |
False |
130,975 |
| 10 |
1.2450 |
1.2052 |
0.0398 |
3.3% |
0.0142 |
1.2% |
32% |
False |
False |
118,546 |
| 20 |
1.2760 |
1.2052 |
0.0708 |
5.8% |
0.0128 |
1.1% |
18% |
False |
False |
96,521 |
| 40 |
1.2805 |
1.2052 |
0.0753 |
6.2% |
0.0127 |
1.0% |
17% |
False |
False |
52,253 |
| 60 |
1.2805 |
1.2052 |
0.0753 |
6.2% |
0.0124 |
1.0% |
17% |
False |
False |
35,004 |
| 80 |
1.3165 |
1.2052 |
0.1113 |
9.1% |
0.0128 |
1.0% |
11% |
False |
False |
26,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3032 |
|
2.618 |
1.2763 |
|
1.618 |
1.2598 |
|
1.000 |
1.2496 |
|
0.618 |
1.2433 |
|
HIGH |
1.2331 |
|
0.618 |
1.2268 |
|
0.500 |
1.2249 |
|
0.382 |
1.2229 |
|
LOW |
1.2166 |
|
0.618 |
1.2064 |
|
1.000 |
1.2001 |
|
1.618 |
1.1899 |
|
2.618 |
1.1734 |
|
4.250 |
1.1465 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2249 |
1.2192 |
| PP |
1.2225 |
1.2187 |
| S1 |
1.2202 |
1.2183 |
|