CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2518 |
1.2541 |
0.0023 |
0.2% |
1.2384 |
| High |
1.2553 |
1.2726 |
0.0173 |
1.4% |
1.2545 |
| Low |
1.2452 |
1.2538 |
0.0086 |
0.7% |
1.2347 |
| Close |
1.2537 |
1.2613 |
0.0076 |
0.6% |
1.2490 |
| Range |
0.0101 |
0.0188 |
0.0087 |
86.1% |
0.0198 |
| ATR |
0.0128 |
0.0132 |
0.0004 |
3.4% |
0.0000 |
| Volume |
2,129 |
9,385 |
7,256 |
340.8% |
4,840 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3089 |
1.2716 |
|
| R3 |
1.3002 |
1.2901 |
1.2665 |
|
| R2 |
1.2814 |
1.2814 |
1.2647 |
|
| R1 |
1.2713 |
1.2713 |
1.2630 |
1.2764 |
| PP |
1.2626 |
1.2626 |
1.2626 |
1.2651 |
| S1 |
1.2525 |
1.2525 |
1.2596 |
1.2576 |
| S2 |
1.2438 |
1.2438 |
1.2579 |
|
| S3 |
1.2250 |
1.2337 |
1.2561 |
|
| S4 |
1.2062 |
1.2149 |
1.2510 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.2970 |
1.2599 |
|
| R3 |
1.2857 |
1.2772 |
1.2544 |
|
| R2 |
1.2659 |
1.2659 |
1.2526 |
|
| R1 |
1.2574 |
1.2574 |
1.2508 |
1.2617 |
| PP |
1.2461 |
1.2461 |
1.2461 |
1.2482 |
| S1 |
1.2376 |
1.2376 |
1.2472 |
1.2419 |
| S2 |
1.2263 |
1.2263 |
1.2454 |
|
| S3 |
1.2065 |
1.2178 |
1.2436 |
|
| S4 |
1.1867 |
1.1980 |
1.2381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2726 |
1.2419 |
0.0307 |
2.4% |
0.0132 |
1.0% |
63% |
True |
False |
3,013 |
| 10 |
1.2726 |
1.2336 |
0.0390 |
3.1% |
0.0132 |
1.0% |
71% |
True |
False |
1,973 |
| 20 |
1.2726 |
1.2333 |
0.0393 |
3.1% |
0.0136 |
1.1% |
71% |
True |
False |
1,478 |
| 40 |
1.2795 |
1.2119 |
0.0676 |
5.4% |
0.0138 |
1.1% |
73% |
False |
False |
978 |
| 60 |
1.3412 |
1.2119 |
0.1293 |
10.3% |
0.0126 |
1.0% |
38% |
False |
False |
689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3525 |
|
2.618 |
1.3218 |
|
1.618 |
1.3030 |
|
1.000 |
1.2914 |
|
0.618 |
1.2842 |
|
HIGH |
1.2726 |
|
0.618 |
1.2654 |
|
0.500 |
1.2632 |
|
0.382 |
1.2610 |
|
LOW |
1.2538 |
|
0.618 |
1.2422 |
|
1.000 |
1.2350 |
|
1.618 |
1.2234 |
|
2.618 |
1.2046 |
|
4.250 |
1.1739 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2632 |
1.2600 |
| PP |
1.2626 |
1.2587 |
| S1 |
1.2619 |
1.2574 |
|