CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2764 |
1.2714 |
-0.0050 |
-0.4% |
1.2499 |
| High |
1.2805 |
1.2714 |
-0.0091 |
-0.7% |
1.2768 |
| Low |
1.2688 |
1.2600 |
-0.0088 |
-0.7% |
1.2419 |
| Close |
1.2709 |
1.2652 |
-0.0057 |
-0.4% |
1.2740 |
| Range |
0.0117 |
0.0114 |
-0.0003 |
-2.6% |
0.0349 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
3,112 |
4,138 |
1,026 |
33.0% |
14,958 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2997 |
1.2939 |
1.2715 |
|
| R3 |
1.2883 |
1.2825 |
1.2683 |
|
| R2 |
1.2769 |
1.2769 |
1.2673 |
|
| R1 |
1.2711 |
1.2711 |
1.2662 |
1.2683 |
| PP |
1.2655 |
1.2655 |
1.2655 |
1.2642 |
| S1 |
1.2597 |
1.2597 |
1.2642 |
1.2569 |
| S2 |
1.2541 |
1.2541 |
1.2631 |
|
| S3 |
1.2427 |
1.2483 |
1.2621 |
|
| S4 |
1.2313 |
1.2369 |
1.2589 |
|
|
| 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 |
1.2805 |
1.2538 |
0.0267 |
2.1% |
0.0139 |
1.1% |
43% |
False |
False |
4,524 |
| 10 |
1.2805 |
1.2394 |
0.0411 |
3.2% |
0.0128 |
1.0% |
63% |
False |
False |
2,910 |
| 20 |
1.2805 |
1.2336 |
0.0469 |
3.7% |
0.0137 |
1.1% |
67% |
False |
False |
1,997 |
| 40 |
1.2805 |
1.2119 |
0.0686 |
5.4% |
0.0124 |
1.0% |
78% |
False |
False |
1,244 |
| 60 |
1.3314 |
1.2119 |
0.1195 |
9.4% |
0.0128 |
1.0% |
45% |
False |
False |
908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3199 |
|
2.618 |
1.3012 |
|
1.618 |
1.2898 |
|
1.000 |
1.2828 |
|
0.618 |
1.2784 |
|
HIGH |
1.2714 |
|
0.618 |
1.2670 |
|
0.500 |
1.2657 |
|
0.382 |
1.2644 |
|
LOW |
1.2600 |
|
0.618 |
1.2530 |
|
1.000 |
1.2486 |
|
1.618 |
1.2416 |
|
2.618 |
1.2302 |
|
4.250 |
1.2116 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2657 |
1.2703 |
| PP |
1.2655 |
1.2686 |
| S1 |
1.2654 |
1.2669 |
|