CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2455 |
1.2517 |
0.0062 |
0.5% |
1.2616 |
| High |
1.2538 |
1.2530 |
-0.0008 |
-0.1% |
1.2760 |
| Low |
1.2411 |
1.2383 |
-0.0028 |
-0.2% |
1.2404 |
| Close |
1.2501 |
1.2428 |
-0.0073 |
-0.6% |
1.2501 |
| Range |
0.0127 |
0.0147 |
0.0020 |
15.7% |
0.0356 |
| ATR |
0.0136 |
0.0137 |
0.0001 |
0.6% |
0.0000 |
| Volume |
106,964 |
90,848 |
-16,116 |
-15.1% |
373,541 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2888 |
1.2805 |
1.2509 |
|
| R3 |
1.2741 |
1.2658 |
1.2468 |
|
| R2 |
1.2594 |
1.2594 |
1.2455 |
|
| R1 |
1.2511 |
1.2511 |
1.2441 |
1.2479 |
| PP |
1.2447 |
1.2447 |
1.2447 |
1.2431 |
| S1 |
1.2364 |
1.2364 |
1.2415 |
1.2332 |
| S2 |
1.2300 |
1.2300 |
1.2401 |
|
| S3 |
1.2153 |
1.2217 |
1.2388 |
|
| S4 |
1.2006 |
1.2070 |
1.2347 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3623 |
1.3418 |
1.2697 |
|
| R3 |
1.3267 |
1.3062 |
1.2599 |
|
| R2 |
1.2911 |
1.2911 |
1.2566 |
|
| R1 |
1.2706 |
1.2706 |
1.2534 |
1.2631 |
| PP |
1.2555 |
1.2555 |
1.2555 |
1.2517 |
| S1 |
1.2350 |
1.2350 |
1.2468 |
1.2275 |
| S2 |
1.2199 |
1.2199 |
1.2436 |
|
| S3 |
1.1843 |
1.1994 |
1.2403 |
|
| S4 |
1.1487 |
1.1638 |
1.2305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2760 |
1.2383 |
0.0377 |
3.0% |
0.0148 |
1.2% |
12% |
False |
True |
83,693 |
| 10 |
1.2805 |
1.2383 |
0.0422 |
3.4% |
0.0133 |
1.1% |
11% |
False |
True |
49,442 |
| 20 |
1.2805 |
1.2347 |
0.0458 |
3.7% |
0.0135 |
1.1% |
18% |
False |
False |
25,961 |
| 40 |
1.2805 |
1.2119 |
0.0686 |
5.5% |
0.0129 |
1.0% |
45% |
False |
False |
13,356 |
| 60 |
1.3094 |
1.2119 |
0.0975 |
7.8% |
0.0131 |
1.1% |
32% |
False |
False |
9,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3155 |
|
2.618 |
1.2915 |
|
1.618 |
1.2768 |
|
1.000 |
1.2677 |
|
0.618 |
1.2621 |
|
HIGH |
1.2530 |
|
0.618 |
1.2474 |
|
0.500 |
1.2457 |
|
0.382 |
1.2439 |
|
LOW |
1.2383 |
|
0.618 |
1.2292 |
|
1.000 |
1.2236 |
|
1.618 |
1.2145 |
|
2.618 |
1.1998 |
|
4.250 |
1.1758 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2457 |
1.2489 |
| PP |
1.2447 |
1.2469 |
| S1 |
1.2438 |
1.2448 |
|