CME British Pound Future March 2017
| 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 |
1.2624 |
1.2667 |
0.0043 |
0.3% |
1.2499 |
| High |
1.2768 |
1.2776 |
0.0008 |
0.1% |
1.2768 |
| Low |
1.2603 |
1.2664 |
0.0061 |
0.5% |
1.2419 |
| Close |
1.2740 |
1.2756 |
0.0016 |
0.1% |
1.2740 |
| Range |
0.0165 |
0.0112 |
-0.0053 |
-32.1% |
0.0349 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
980 |
5,009 |
4,029 |
411.1% |
14,958 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.3024 |
1.2818 |
|
| R3 |
1.2956 |
1.2912 |
1.2787 |
|
| R2 |
1.2844 |
1.2844 |
1.2777 |
|
| R1 |
1.2800 |
1.2800 |
1.2766 |
1.2822 |
| PP |
1.2732 |
1.2732 |
1.2732 |
1.2743 |
| S1 |
1.2688 |
1.2688 |
1.2746 |
1.2710 |
| S2 |
1.2620 |
1.2620 |
1.2735 |
|
| S3 |
1.2508 |
1.2576 |
1.2725 |
|
| S4 |
1.2396 |
1.2464 |
1.2694 |
|
|
| 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 |
1.2776 |
1.2422 |
0.0354 |
2.8% |
0.0140 |
1.1% |
94% |
True |
False |
3,888 |
| 10 |
1.2776 |
1.2347 |
0.0429 |
3.4% |
0.0137 |
1.1% |
95% |
True |
False |
2,480 |
| 20 |
1.2776 |
1.2336 |
0.0440 |
3.4% |
0.0135 |
1.1% |
95% |
True |
False |
1,670 |
| 40 |
1.2776 |
1.2119 |
0.0657 |
5.2% |
0.0127 |
1.0% |
97% |
True |
False |
1,096 |
| 60 |
1.3390 |
1.2119 |
0.1271 |
10.0% |
0.0128 |
1.0% |
50% |
False |
False |
788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3252 |
|
2.618 |
1.3069 |
|
1.618 |
1.2957 |
|
1.000 |
1.2888 |
|
0.618 |
1.2845 |
|
HIGH |
1.2776 |
|
0.618 |
1.2733 |
|
0.500 |
1.2720 |
|
0.382 |
1.2707 |
|
LOW |
1.2664 |
|
0.618 |
1.2595 |
|
1.000 |
1.2552 |
|
1.618 |
1.2483 |
|
2.618 |
1.2371 |
|
4.250 |
1.2188 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2744 |
1.2723 |
| PP |
1.2732 |
1.2690 |
| S1 |
1.2720 |
1.2657 |
|