CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2580 |
1.2502 |
-0.0078 |
-0.6% |
1.2392 |
| High |
1.2612 |
1.2606 |
-0.0006 |
0.0% |
1.2686 |
| Low |
1.2475 |
1.2421 |
-0.0054 |
-0.4% |
1.2389 |
| Close |
1.2494 |
1.2591 |
0.0097 |
0.8% |
1.2569 |
| Range |
0.0137 |
0.0185 |
0.0048 |
35.0% |
0.0297 |
| ATR |
0.0141 |
0.0144 |
0.0003 |
2.2% |
0.0000 |
| Volume |
83,011 |
120,624 |
37,613 |
45.3% |
502,016 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3094 |
1.3028 |
1.2693 |
|
| R3 |
1.2909 |
1.2843 |
1.2642 |
|
| R2 |
1.2724 |
1.2724 |
1.2625 |
|
| R1 |
1.2658 |
1.2658 |
1.2608 |
1.2691 |
| PP |
1.2539 |
1.2539 |
1.2539 |
1.2556 |
| S1 |
1.2473 |
1.2473 |
1.2574 |
1.2506 |
| S2 |
1.2354 |
1.2354 |
1.2557 |
|
| S3 |
1.2169 |
1.2288 |
1.2540 |
|
| S4 |
1.1984 |
1.2103 |
1.2489 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3439 |
1.3301 |
1.2732 |
|
| R3 |
1.3142 |
1.3004 |
1.2651 |
|
| R2 |
1.2845 |
1.2845 |
1.2623 |
|
| R1 |
1.2707 |
1.2707 |
1.2596 |
1.2776 |
| PP |
1.2548 |
1.2548 |
1.2548 |
1.2583 |
| S1 |
1.2410 |
1.2410 |
1.2542 |
1.2479 |
| S2 |
1.2251 |
1.2251 |
1.2515 |
|
| S3 |
1.1954 |
1.2113 |
1.2487 |
|
| S4 |
1.1657 |
1.1816 |
1.2406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2686 |
1.2421 |
0.0265 |
2.1% |
0.0136 |
1.1% |
64% |
False |
True |
97,519 |
| 10 |
1.2686 |
1.2263 |
0.0423 |
3.4% |
0.0135 |
1.1% |
78% |
False |
False |
102,911 |
| 20 |
1.2686 |
1.2001 |
0.0685 |
5.4% |
0.0155 |
1.2% |
86% |
False |
False |
124,254 |
| 40 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0135 |
1.1% |
73% |
False |
False |
88,478 |
| 60 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0135 |
1.1% |
73% |
False |
False |
59,478 |
| 80 |
1.2805 |
1.2001 |
0.0804 |
6.4% |
0.0136 |
1.1% |
73% |
False |
False |
44,728 |
| 100 |
1.3412 |
1.2001 |
0.1411 |
11.2% |
0.0129 |
1.0% |
42% |
False |
False |
35,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3392 |
|
2.618 |
1.3090 |
|
1.618 |
1.2905 |
|
1.000 |
1.2791 |
|
0.618 |
1.2720 |
|
HIGH |
1.2606 |
|
0.618 |
1.2535 |
|
0.500 |
1.2514 |
|
0.382 |
1.2492 |
|
LOW |
1.2421 |
|
0.618 |
1.2307 |
|
1.000 |
1.2236 |
|
1.618 |
1.2122 |
|
2.618 |
1.1937 |
|
4.250 |
1.1635 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2565 |
1.2567 |
| PP |
1.2539 |
1.2543 |
| S1 |
1.2514 |
1.2519 |
|