CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2419 |
1.2278 |
-0.0141 |
-1.1% |
1.2272 |
| High |
1.2425 |
1.2360 |
-0.0065 |
-0.5% |
1.2331 |
| Low |
1.2268 |
1.2263 |
-0.0005 |
0.0% |
1.2052 |
| Close |
1.2301 |
1.2349 |
0.0048 |
0.4% |
1.2200 |
| Range |
0.0157 |
0.0097 |
-0.0060 |
-38.2% |
0.0279 |
| ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
129,125 |
95,730 |
-33,395 |
-25.9% |
649,237 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2615 |
1.2579 |
1.2402 |
|
| R3 |
1.2518 |
1.2482 |
1.2376 |
|
| R2 |
1.2421 |
1.2421 |
1.2367 |
|
| R1 |
1.2385 |
1.2385 |
1.2358 |
1.2403 |
| PP |
1.2324 |
1.2324 |
1.2324 |
1.2333 |
| S1 |
1.2288 |
1.2288 |
1.2340 |
1.2306 |
| S2 |
1.2227 |
1.2227 |
1.2331 |
|
| S3 |
1.2130 |
1.2191 |
1.2322 |
|
| S4 |
1.2033 |
1.2094 |
1.2296 |
|
|
| 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% |
0.0192 |
1.6% |
81% |
False |
False |
158,401 |
| 10 |
1.2450 |
1.2001 |
0.0449 |
3.6% |
0.0176 |
1.4% |
78% |
False |
False |
146,733 |
| 20 |
1.2450 |
1.2001 |
0.0449 |
3.6% |
0.0135 |
1.1% |
78% |
False |
False |
111,723 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0135 |
1.1% |
43% |
False |
False |
68,842 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.5% |
0.0131 |
1.1% |
43% |
False |
False |
46,145 |
| 80 |
1.3094 |
1.2001 |
0.1093 |
8.9% |
0.0132 |
1.1% |
32% |
False |
False |
34,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2772 |
|
2.618 |
1.2614 |
|
1.618 |
1.2517 |
|
1.000 |
1.2457 |
|
0.618 |
1.2420 |
|
HIGH |
1.2360 |
|
0.618 |
1.2323 |
|
0.500 |
1.2312 |
|
0.382 |
1.2300 |
|
LOW |
1.2263 |
|
0.618 |
1.2203 |
|
1.000 |
1.2166 |
|
1.618 |
1.2106 |
|
2.618 |
1.2009 |
|
4.250 |
1.1851 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2337 |
1.2305 |
| PP |
1.2324 |
1.2260 |
| S1 |
1.2312 |
1.2216 |
|