CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2349 |
1.2392 |
0.0043 |
0.3% |
1.2064 |
| High |
1.2394 |
1.2556 |
0.0162 |
1.3% |
1.2431 |
| Low |
1.2273 |
1.2389 |
0.0116 |
0.9% |
1.2001 |
| Close |
1.2392 |
1.2514 |
0.0122 |
1.0% |
1.2392 |
| Range |
0.0121 |
0.0167 |
0.0046 |
38.0% |
0.0430 |
| ATR |
0.0148 |
0.0149 |
0.0001 |
0.9% |
0.0000 |
| Volume |
98,611 |
106,169 |
7,558 |
7.7% |
659,129 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2918 |
1.2606 |
|
| R3 |
1.2820 |
1.2751 |
1.2560 |
|
| R2 |
1.2653 |
1.2653 |
1.2545 |
|
| R1 |
1.2584 |
1.2584 |
1.2529 |
1.2619 |
| PP |
1.2486 |
1.2486 |
1.2486 |
1.2504 |
| S1 |
1.2417 |
1.2417 |
1.2499 |
1.2452 |
| S2 |
1.2319 |
1.2319 |
1.2483 |
|
| S3 |
1.2152 |
1.2250 |
1.2468 |
|
| S4 |
1.1985 |
1.2083 |
1.2422 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3408 |
1.2629 |
|
| R3 |
1.3135 |
1.2978 |
1.2510 |
|
| R2 |
1.2705 |
1.2705 |
1.2471 |
|
| R1 |
1.2548 |
1.2548 |
1.2431 |
1.2627 |
| PP |
1.2275 |
1.2275 |
1.2275 |
1.2314 |
| S1 |
1.2118 |
1.2118 |
1.2353 |
1.2197 |
| S2 |
1.1845 |
1.1845 |
1.2313 |
|
| S3 |
1.1415 |
1.1688 |
1.2274 |
|
| S4 |
1.0985 |
1.1258 |
1.2156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2556 |
1.2001 |
0.0555 |
4.4% |
0.0194 |
1.6% |
92% |
True |
False |
153,059 |
| 10 |
1.2556 |
1.2001 |
0.0555 |
4.4% |
0.0172 |
1.4% |
92% |
True |
False |
141,453 |
| 20 |
1.2556 |
1.2001 |
0.0555 |
4.4% |
0.0141 |
1.1% |
92% |
True |
False |
114,583 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0134 |
1.1% |
64% |
False |
False |
73,888 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0132 |
1.1% |
64% |
False |
False |
49,535 |
| 80 |
1.3094 |
1.2001 |
0.1093 |
8.7% |
0.0133 |
1.1% |
47% |
False |
False |
37,248 |
| 100 |
1.3492 |
1.2001 |
0.1491 |
11.9% |
0.0127 |
1.0% |
34% |
False |
False |
29,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3266 |
|
2.618 |
1.2993 |
|
1.618 |
1.2826 |
|
1.000 |
1.2723 |
|
0.618 |
1.2659 |
|
HIGH |
1.2556 |
|
0.618 |
1.2492 |
|
0.500 |
1.2473 |
|
0.382 |
1.2453 |
|
LOW |
1.2389 |
|
0.618 |
1.2286 |
|
1.000 |
1.2222 |
|
1.618 |
1.2119 |
|
2.618 |
1.1952 |
|
4.250 |
1.1679 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2500 |
1.2479 |
| PP |
1.2486 |
1.2444 |
| S1 |
1.2473 |
1.2410 |
|