CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2064 |
1.2419 |
0.0355 |
2.9% |
1.2272 |
| High |
1.2431 |
1.2425 |
-0.0006 |
0.0% |
1.2331 |
| Low |
1.2001 |
1.2268 |
0.0267 |
2.2% |
1.2052 |
| Close |
1.2411 |
1.2301 |
-0.0110 |
-0.9% |
1.2200 |
| Range |
0.0430 |
0.0157 |
-0.0273 |
-63.5% |
0.0279 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
0.2% |
0.0000 |
| Volume |
335,663 |
129,125 |
-206,538 |
-61.5% |
649,237 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2802 |
1.2709 |
1.2387 |
|
| R3 |
1.2645 |
1.2552 |
1.2344 |
|
| R2 |
1.2488 |
1.2488 |
1.2330 |
|
| R1 |
1.2395 |
1.2395 |
1.2315 |
1.2363 |
| PP |
1.2331 |
1.2331 |
1.2331 |
1.2316 |
| S1 |
1.2238 |
1.2238 |
1.2287 |
1.2206 |
| S2 |
1.2174 |
1.2174 |
1.2272 |
|
| S3 |
1.2017 |
1.2081 |
1.2258 |
|
| S4 |
1.1860 |
1.1924 |
1.2215 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3031 |
1.2895 |
1.2353 |
|
| R3 |
1.2752 |
1.2616 |
1.2277 |
|
| R2 |
1.2473 |
1.2473 |
1.2251 |
|
| R1 |
1.2337 |
1.2337 |
1.2226 |
1.2266 |
| PP |
1.2194 |
1.2194 |
1.2194 |
1.2159 |
| S1 |
1.2058 |
1.2058 |
1.2174 |
1.1987 |
| S2 |
1.1915 |
1.1915 |
1.2149 |
|
| S3 |
1.1636 |
1.1779 |
1.2123 |
|
| S4 |
1.1357 |
1.1500 |
1.2047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2431 |
1.2001 |
0.0430 |
3.5% |
0.0220 |
1.8% |
70% |
False |
False |
177,034 |
| 10 |
1.2450 |
1.2001 |
0.0449 |
3.7% |
0.0180 |
1.5% |
67% |
False |
False |
146,272 |
| 20 |
1.2530 |
1.2001 |
0.0529 |
4.3% |
0.0137 |
1.1% |
57% |
False |
False |
111,479 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0136 |
1.1% |
37% |
False |
False |
66,465 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0131 |
1.1% |
37% |
False |
False |
44,556 |
| 80 |
1.3131 |
1.2001 |
0.1130 |
9.2% |
0.0133 |
1.1% |
27% |
False |
False |
33,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3092 |
|
2.618 |
1.2836 |
|
1.618 |
1.2679 |
|
1.000 |
1.2582 |
|
0.618 |
1.2522 |
|
HIGH |
1.2425 |
|
0.618 |
1.2365 |
|
0.500 |
1.2347 |
|
0.382 |
1.2328 |
|
LOW |
1.2268 |
|
0.618 |
1.2171 |
|
1.000 |
1.2111 |
|
1.618 |
1.2014 |
|
2.618 |
1.1857 |
|
4.250 |
1.1601 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2347 |
1.2273 |
| PP |
1.2331 |
1.2244 |
| S1 |
1.2316 |
1.2216 |
|