CME British Pound Future March 2017
Trading Metrics calculated at close of trading on 02-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.2541 |
1.2624 |
0.0083 |
0.7% |
1.2499 |
High |
1.2726 |
1.2768 |
0.0042 |
0.3% |
1.2768 |
Low |
1.2538 |
1.2603 |
0.0065 |
0.5% |
1.2419 |
Close |
1.2613 |
1.2740 |
0.0127 |
1.0% |
1.2740 |
Range |
0.0188 |
0.0165 |
-0.0023 |
-12.2% |
0.0349 |
ATR |
0.0132 |
0.0135 |
0.0002 |
1.8% |
0.0000 |
Volume |
9,385 |
980 |
-8,405 |
-89.6% |
14,958 |
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3199 |
1.3134 |
1.2831 |
|
R3 |
1.3034 |
1.2969 |
1.2785 |
|
R2 |
1.2869 |
1.2869 |
1.2770 |
|
R1 |
1.2804 |
1.2804 |
1.2755 |
1.2837 |
PP |
1.2704 |
1.2704 |
1.2704 |
1.2720 |
S1 |
1.2639 |
1.2639 |
1.2725 |
1.2672 |
S2 |
1.2539 |
1.2539 |
1.2710 |
|
S3 |
1.2374 |
1.2474 |
1.2695 |
|
S4 |
1.2209 |
1.2309 |
1.2649 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3689 |
1.3564 |
1.2932 |
|
R3 |
1.3340 |
1.3215 |
1.2836 |
|
R2 |
1.2991 |
1.2991 |
1.2804 |
|
R1 |
1.2866 |
1.2866 |
1.2772 |
1.2929 |
PP |
1.2642 |
1.2642 |
1.2642 |
1.2674 |
S1 |
1.2517 |
1.2517 |
1.2708 |
1.2580 |
S2 |
1.2293 |
1.2293 |
1.2676 |
|
S3 |
1.1944 |
1.2168 |
1.2644 |
|
S4 |
1.1595 |
1.1819 |
1.2548 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2768 |
1.2419 |
0.0349 |
2.7% |
0.0147 |
1.2% |
92% |
True |
False |
2,991 |
10 |
1.2768 |
1.2336 |
0.0432 |
3.4% |
0.0139 |
1.1% |
94% |
True |
False |
2,042 |
20 |
1.2768 |
1.2336 |
0.0432 |
3.4% |
0.0135 |
1.1% |
94% |
True |
False |
1,451 |
40 |
1.2768 |
1.2119 |
0.0649 |
5.1% |
0.0138 |
1.1% |
96% |
True |
False |
986 |
60 |
1.3390 |
1.2119 |
0.1271 |
10.0% |
0.0127 |
1.0% |
49% |
False |
False |
704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3469 |
2.618 |
1.3200 |
1.618 |
1.3035 |
1.000 |
1.2933 |
0.618 |
1.2870 |
HIGH |
1.2768 |
0.618 |
1.2705 |
0.500 |
1.2686 |
0.382 |
1.2666 |
LOW |
1.2603 |
0.618 |
1.2501 |
1.000 |
1.2438 |
1.618 |
1.2336 |
2.618 |
1.2171 |
4.250 |
1.1902 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.2722 |
1.2697 |
PP |
1.2704 |
1.2653 |
S1 |
1.2686 |
1.2610 |
|