CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2420 |
1.2399 |
-0.0021 |
-0.2% |
1.2616 |
| High |
1.2437 |
1.2420 |
-0.0017 |
-0.1% |
1.2760 |
| Low |
1.2340 |
1.2353 |
0.0013 |
0.1% |
1.2404 |
| Close |
1.2395 |
1.2378 |
-0.0017 |
-0.1% |
1.2501 |
| Range |
0.0097 |
0.0067 |
-0.0030 |
-30.9% |
0.0356 |
| ATR |
0.0134 |
0.0129 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
85,174 |
62,417 |
-22,757 |
-26.7% |
373,541 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2585 |
1.2548 |
1.2415 |
|
| R3 |
1.2518 |
1.2481 |
1.2396 |
|
| R2 |
1.2451 |
1.2451 |
1.2390 |
|
| R1 |
1.2414 |
1.2414 |
1.2384 |
1.2399 |
| PP |
1.2384 |
1.2384 |
1.2384 |
1.2376 |
| S1 |
1.2347 |
1.2347 |
1.2372 |
1.2332 |
| S2 |
1.2317 |
1.2317 |
1.2366 |
|
| S3 |
1.2250 |
1.2280 |
1.2360 |
|
| S4 |
1.2183 |
1.2213 |
1.2341 |
|
|
| 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 |
1.2595 |
1.2340 |
0.0255 |
2.1% |
0.0126 |
1.0% |
15% |
False |
False |
88,166 |
| 10 |
1.2760 |
1.2340 |
0.0420 |
3.4% |
0.0126 |
1.0% |
9% |
False |
False |
63,476 |
| 20 |
1.2805 |
1.2340 |
0.0465 |
3.8% |
0.0127 |
1.0% |
8% |
False |
False |
33,193 |
| 40 |
1.2805 |
1.2150 |
0.0655 |
5.3% |
0.0128 |
1.0% |
35% |
False |
False |
17,011 |
| 60 |
1.3094 |
1.2119 |
0.0975 |
7.9% |
0.0131 |
1.1% |
27% |
False |
False |
11,470 |
| 80 |
1.3492 |
1.2119 |
0.1373 |
11.1% |
0.0124 |
1.0% |
19% |
False |
False |
8,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2705 |
|
2.618 |
1.2595 |
|
1.618 |
1.2528 |
|
1.000 |
1.2487 |
|
0.618 |
1.2461 |
|
HIGH |
1.2420 |
|
0.618 |
1.2394 |
|
0.500 |
1.2387 |
|
0.382 |
1.2379 |
|
LOW |
1.2353 |
|
0.618 |
1.2312 |
|
1.000 |
1.2286 |
|
1.618 |
1.2245 |
|
2.618 |
1.2178 |
|
4.250 |
1.2068 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2387 |
1.2435 |
| PP |
1.2384 |
1.2416 |
| S1 |
1.2381 |
1.2397 |
|