CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2608 |
1.2616 |
0.0008 |
0.1% |
1.2667 |
| High |
1.2650 |
1.2729 |
0.0079 |
0.6% |
1.2805 |
| Low |
1.2582 |
1.2596 |
0.0014 |
0.1% |
1.2578 |
| Close |
1.2597 |
1.2701 |
0.0104 |
0.8% |
1.2597 |
| Range |
0.0068 |
0.0133 |
0.0065 |
95.6% |
0.0227 |
| ATR |
0.0128 |
0.0128 |
0.0000 |
0.3% |
0.0000 |
| Volume |
10,524 |
45,920 |
35,396 |
336.3% |
35,046 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3074 |
1.3021 |
1.2774 |
|
| R3 |
1.2941 |
1.2888 |
1.2738 |
|
| R2 |
1.2808 |
1.2808 |
1.2725 |
|
| R1 |
1.2755 |
1.2755 |
1.2713 |
1.2782 |
| PP |
1.2675 |
1.2675 |
1.2675 |
1.2689 |
| S1 |
1.2622 |
1.2622 |
1.2689 |
1.2649 |
| S2 |
1.2542 |
1.2542 |
1.2677 |
|
| S3 |
1.2409 |
1.2489 |
1.2664 |
|
| S4 |
1.2276 |
1.2356 |
1.2628 |
|
|
| 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% |
0.0117 |
0.9% |
54% |
False |
False |
15,191 |
| 10 |
1.2805 |
1.2422 |
0.0383 |
3.0% |
0.0129 |
1.0% |
73% |
False |
False |
9,539 |
| 20 |
1.2805 |
1.2336 |
0.0469 |
3.7% |
0.0128 |
1.0% |
78% |
False |
False |
5,350 |
| 40 |
1.2805 |
1.2119 |
0.0686 |
5.4% |
0.0122 |
1.0% |
85% |
False |
False |
2,923 |
| 60 |
1.3165 |
1.2119 |
0.1046 |
8.2% |
0.0127 |
1.0% |
56% |
False |
False |
2,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3294 |
|
2.618 |
1.3077 |
|
1.618 |
1.2944 |
|
1.000 |
1.2862 |
|
0.618 |
1.2811 |
|
HIGH |
1.2729 |
|
0.618 |
1.2678 |
|
0.500 |
1.2663 |
|
0.382 |
1.2647 |
|
LOW |
1.2596 |
|
0.618 |
1.2514 |
|
1.000 |
1.2463 |
|
1.618 |
1.2381 |
|
2.618 |
1.2248 |
|
4.250 |
1.2031 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2688 |
1.2686 |
| PP |
1.2675 |
1.2671 |
| S1 |
1.2663 |
1.2656 |
|