CME British Pound Future March 2017
| 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 |
1.2656 |
1.2608 |
-0.0048 |
-0.4% |
1.2667 |
| High |
1.2733 |
1.2650 |
-0.0083 |
-0.7% |
1.2805 |
| Low |
1.2578 |
1.2582 |
0.0004 |
0.0% |
1.2578 |
| Close |
1.2617 |
1.2597 |
-0.0020 |
-0.2% |
1.2597 |
| Range |
0.0155 |
0.0068 |
-0.0087 |
-56.1% |
0.0227 |
| ATR |
0.0132 |
0.0128 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
12,263 |
10,524 |
-1,739 |
-14.2% |
35,046 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2814 |
1.2773 |
1.2634 |
|
| R3 |
1.2746 |
1.2705 |
1.2616 |
|
| R2 |
1.2678 |
1.2678 |
1.2609 |
|
| R1 |
1.2637 |
1.2637 |
1.2603 |
1.2624 |
| PP |
1.2610 |
1.2610 |
1.2610 |
1.2603 |
| S1 |
1.2569 |
1.2569 |
1.2591 |
1.2556 |
| S2 |
1.2542 |
1.2542 |
1.2585 |
|
| S3 |
1.2474 |
1.2501 |
1.2578 |
|
| S4 |
1.2406 |
1.2433 |
1.2560 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3196 |
1.2722 |
|
| R3 |
1.3114 |
1.2969 |
1.2659 |
|
| R2 |
1.2887 |
1.2887 |
1.2639 |
|
| R1 |
1.2742 |
1.2742 |
1.2618 |
1.2701 |
| PP |
1.2660 |
1.2660 |
1.2660 |
1.2640 |
| S1 |
1.2515 |
1.2515 |
1.2576 |
1.2474 |
| S2 |
1.2433 |
1.2433 |
1.2555 |
|
| S3 |
1.2206 |
1.2288 |
1.2535 |
|
| S4 |
1.1979 |
1.2061 |
1.2472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2805 |
1.2578 |
0.0227 |
1.8% |
0.0113 |
0.9% |
8% |
False |
False |
7,009 |
| 10 |
1.2805 |
1.2419 |
0.0386 |
3.1% |
0.0130 |
1.0% |
46% |
False |
False |
5,000 |
| 20 |
1.2805 |
1.2336 |
0.0469 |
3.7% |
0.0128 |
1.0% |
56% |
False |
False |
3,078 |
| 40 |
1.2805 |
1.2119 |
0.0686 |
5.4% |
0.0121 |
1.0% |
70% |
False |
False |
1,777 |
| 60 |
1.3283 |
1.2119 |
0.1164 |
9.2% |
0.0129 |
1.0% |
41% |
False |
False |
1,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2939 |
|
2.618 |
1.2828 |
|
1.618 |
1.2760 |
|
1.000 |
1.2718 |
|
0.618 |
1.2692 |
|
HIGH |
1.2650 |
|
0.618 |
1.2624 |
|
0.500 |
1.2616 |
|
0.382 |
1.2608 |
|
LOW |
1.2582 |
|
0.618 |
1.2540 |
|
1.000 |
1.2514 |
|
1.618 |
1.2472 |
|
2.618 |
1.2404 |
|
4.250 |
1.2293 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2616 |
1.2656 |
| PP |
1.2610 |
1.2636 |
| S1 |
1.2603 |
1.2617 |
|