CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2600 |
1.2654 |
0.0054 |
0.4% |
1.2475 |
| High |
1.2741 |
1.2748 |
0.0007 |
0.1% |
1.2741 |
| Low |
1.2573 |
1.2634 |
0.0061 |
0.5% |
1.2390 |
| Close |
1.2712 |
1.2727 |
0.0015 |
0.1% |
1.2712 |
| Range |
0.0168 |
0.0114 |
-0.0054 |
-32.1% |
0.0351 |
| ATR |
0.0138 |
0.0136 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
98,879 |
113,563 |
14,684 |
14.9% |
613,083 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3045 |
1.3000 |
1.2790 |
|
| R3 |
1.2931 |
1.2886 |
1.2758 |
|
| R2 |
1.2817 |
1.2817 |
1.2748 |
|
| R1 |
1.2772 |
1.2772 |
1.2737 |
1.2795 |
| PP |
1.2703 |
1.2703 |
1.2703 |
1.2714 |
| S1 |
1.2658 |
1.2658 |
1.2717 |
1.2681 |
| S2 |
1.2589 |
1.2589 |
1.2706 |
|
| S3 |
1.2475 |
1.2544 |
1.2696 |
|
| S4 |
1.2361 |
1.2430 |
1.2664 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3667 |
1.3541 |
1.2905 |
|
| R3 |
1.3316 |
1.3190 |
1.2809 |
|
| R2 |
1.2965 |
1.2965 |
1.2776 |
|
| R1 |
1.2839 |
1.2839 |
1.2744 |
1.2902 |
| PP |
1.2614 |
1.2614 |
1.2614 |
1.2646 |
| S1 |
1.2488 |
1.2488 |
1.2680 |
1.2551 |
| S2 |
1.2263 |
1.2263 |
1.2648 |
|
| S3 |
1.1912 |
1.2137 |
1.2615 |
|
| S4 |
1.1561 |
1.1786 |
1.2519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2748 |
1.2393 |
0.0355 |
2.8% |
0.0143 |
1.1% |
94% |
True |
False |
124,274 |
| 10 |
1.2748 |
1.2319 |
0.0429 |
3.4% |
0.0139 |
1.1% |
95% |
True |
False |
118,758 |
| 20 |
1.2748 |
1.2308 |
0.0440 |
3.5% |
0.0139 |
1.1% |
95% |
True |
False |
123,397 |
| 40 |
1.2748 |
1.2093 |
0.0655 |
5.1% |
0.0131 |
1.0% |
97% |
True |
False |
124,726 |
| 60 |
1.3369 |
1.2034 |
0.1335 |
10.5% |
0.0135 |
1.1% |
52% |
False |
False |
116,554 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.3% |
0.0130 |
1.0% |
48% |
False |
False |
88,578 |
| 100 |
1.3501 |
1.2034 |
0.1467 |
11.5% |
0.0132 |
1.0% |
47% |
False |
False |
70,932 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.3% |
0.0158 |
1.2% |
23% |
False |
False |
59,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3233 |
|
2.618 |
1.3046 |
|
1.618 |
1.2932 |
|
1.000 |
1.2862 |
|
0.618 |
1.2818 |
|
HIGH |
1.2748 |
|
0.618 |
1.2704 |
|
0.500 |
1.2691 |
|
0.382 |
1.2678 |
|
LOW |
1.2634 |
|
0.618 |
1.2564 |
|
1.000 |
1.2520 |
|
1.618 |
1.2450 |
|
2.618 |
1.2336 |
|
4.250 |
1.2150 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2694 |
| PP |
1.2703 |
1.2662 |
| S1 |
1.2691 |
1.2629 |
|