CME British Pound Future March 2017
Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.2517 |
1.2420 |
-0.0097 |
-0.8% |
1.2616 |
High |
1.2530 |
1.2437 |
-0.0093 |
-0.7% |
1.2760 |
Low |
1.2383 |
1.2340 |
-0.0043 |
-0.3% |
1.2404 |
Close |
1.2428 |
1.2395 |
-0.0033 |
-0.3% |
1.2501 |
Range |
0.0147 |
0.0097 |
-0.0050 |
-34.0% |
0.0356 |
ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.1% |
0.0000 |
Volume |
90,848 |
85,174 |
-5,674 |
-6.2% |
373,541 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2682 |
1.2635 |
1.2448 |
|
R3 |
1.2585 |
1.2538 |
1.2422 |
|
R2 |
1.2488 |
1.2488 |
1.2413 |
|
R1 |
1.2441 |
1.2441 |
1.2404 |
1.2416 |
PP |
1.2391 |
1.2391 |
1.2391 |
1.2378 |
S1 |
1.2344 |
1.2344 |
1.2386 |
1.2319 |
S2 |
1.2294 |
1.2294 |
1.2377 |
|
S3 |
1.2197 |
1.2247 |
1.2368 |
|
S4 |
1.2100 |
1.2150 |
1.2342 |
|
|
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 |
1.2340 |
0.0420 |
3.4% |
0.0153 |
1.2% |
13% |
False |
True |
90,127 |
10 |
1.2760 |
1.2340 |
0.0420 |
3.4% |
0.0131 |
1.1% |
13% |
False |
True |
57,648 |
20 |
1.2805 |
1.2340 |
0.0465 |
3.8% |
0.0130 |
1.0% |
12% |
False |
True |
30,200 |
40 |
1.2805 |
1.2119 |
0.0686 |
5.5% |
0.0130 |
1.0% |
40% |
False |
False |
15,462 |
60 |
1.3094 |
1.2119 |
0.0975 |
7.9% |
0.0131 |
1.1% |
28% |
False |
False |
10,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2849 |
2.618 |
1.2691 |
1.618 |
1.2594 |
1.000 |
1.2534 |
0.618 |
1.2497 |
HIGH |
1.2437 |
0.618 |
1.2400 |
0.500 |
1.2389 |
0.382 |
1.2377 |
LOW |
1.2340 |
0.618 |
1.2280 |
1.000 |
1.2243 |
1.618 |
1.2183 |
2.618 |
1.2086 |
4.250 |
1.1928 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.2393 |
1.2439 |
PP |
1.2391 |
1.2424 |
S1 |
1.2389 |
1.2410 |
|