CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2632 |
1.2582 |
-0.0050 |
-0.4% |
1.2654 |
| High |
1.2708 |
1.2622 |
-0.0086 |
-0.7% |
1.2777 |
| Low |
1.2550 |
1.2555 |
0.0005 |
0.0% |
1.2550 |
| Close |
1.2590 |
1.2570 |
-0.0020 |
-0.2% |
1.2570 |
| Range |
0.0158 |
0.0067 |
-0.0091 |
-57.6% |
0.0227 |
| ATR |
0.0135 |
0.0130 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
135,041 |
92,043 |
-42,998 |
-31.8% |
539,228 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2783 |
1.2744 |
1.2607 |
|
| R3 |
1.2716 |
1.2677 |
1.2588 |
|
| R2 |
1.2649 |
1.2649 |
1.2582 |
|
| R1 |
1.2610 |
1.2610 |
1.2576 |
1.2596 |
| PP |
1.2582 |
1.2582 |
1.2582 |
1.2576 |
| S1 |
1.2543 |
1.2543 |
1.2564 |
1.2529 |
| S2 |
1.2515 |
1.2515 |
1.2558 |
|
| S3 |
1.2448 |
1.2476 |
1.2552 |
|
| S4 |
1.2381 |
1.2409 |
1.2533 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3313 |
1.3169 |
1.2695 |
|
| R3 |
1.3086 |
1.2942 |
1.2632 |
|
| R2 |
1.2859 |
1.2859 |
1.2612 |
|
| R1 |
1.2715 |
1.2715 |
1.2591 |
1.2674 |
| PP |
1.2632 |
1.2632 |
1.2632 |
1.2612 |
| S1 |
1.2488 |
1.2488 |
1.2549 |
1.2447 |
| S2 |
1.2405 |
1.2405 |
1.2528 |
|
| S3 |
1.2178 |
1.2261 |
1.2508 |
|
| S4 |
1.1951 |
1.2034 |
1.2445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2777 |
1.2550 |
0.0227 |
1.8% |
0.0114 |
0.9% |
9% |
False |
False |
107,845 |
| 10 |
1.2777 |
1.2390 |
0.0387 |
3.1% |
0.0132 |
1.0% |
47% |
False |
False |
115,231 |
| 20 |
1.2777 |
1.2308 |
0.0469 |
3.7% |
0.0131 |
1.0% |
56% |
False |
False |
118,689 |
| 40 |
1.2777 |
1.2093 |
0.0684 |
5.4% |
0.0124 |
1.0% |
70% |
False |
False |
119,853 |
| 60 |
1.3268 |
1.2034 |
0.1234 |
9.8% |
0.0134 |
1.1% |
43% |
False |
False |
119,135 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0129 |
1.0% |
37% |
False |
False |
93,841 |
| 100 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0129 |
1.0% |
37% |
False |
False |
75,177 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.6% |
0.0156 |
1.2% |
18% |
False |
False |
62,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2907 |
|
2.618 |
1.2797 |
|
1.618 |
1.2730 |
|
1.000 |
1.2689 |
|
0.618 |
1.2663 |
|
HIGH |
1.2622 |
|
0.618 |
1.2596 |
|
0.500 |
1.2589 |
|
0.382 |
1.2581 |
|
LOW |
1.2555 |
|
0.618 |
1.2514 |
|
1.000 |
1.2488 |
|
1.618 |
1.2447 |
|
2.618 |
1.2380 |
|
4.250 |
1.2270 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2589 |
1.2629 |
| PP |
1.2582 |
1.2609 |
| S1 |
1.2576 |
1.2590 |
|