CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2382 |
1.2310 |
-0.0072 |
-0.6% |
1.2517 |
| High |
1.2405 |
1.2326 |
-0.0079 |
-0.6% |
1.2530 |
| Low |
1.2304 |
1.2255 |
-0.0049 |
-0.4% |
1.2255 |
| Close |
1.2312 |
1.2299 |
-0.0013 |
-0.1% |
1.2299 |
| Range |
0.0101 |
0.0071 |
-0.0030 |
-29.7% |
0.0275 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
73,066 |
58,061 |
-15,005 |
-20.5% |
369,566 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2506 |
1.2474 |
1.2338 |
|
| R3 |
1.2435 |
1.2403 |
1.2319 |
|
| R2 |
1.2364 |
1.2364 |
1.2312 |
|
| R1 |
1.2332 |
1.2332 |
1.2306 |
1.2313 |
| PP |
1.2293 |
1.2293 |
1.2293 |
1.2284 |
| S1 |
1.2261 |
1.2261 |
1.2292 |
1.2242 |
| S2 |
1.2222 |
1.2222 |
1.2286 |
|
| S3 |
1.2151 |
1.2190 |
1.2279 |
|
| S4 |
1.2080 |
1.2119 |
1.2260 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3186 |
1.3018 |
1.2450 |
|
| R3 |
1.2911 |
1.2743 |
1.2375 |
|
| R2 |
1.2636 |
1.2636 |
1.2349 |
|
| R1 |
1.2468 |
1.2468 |
1.2324 |
1.2415 |
| PP |
1.2361 |
1.2361 |
1.2361 |
1.2335 |
| S1 |
1.2193 |
1.2193 |
1.2274 |
1.2140 |
| S2 |
1.2086 |
1.2086 |
1.2249 |
|
| S3 |
1.1811 |
1.1918 |
1.2223 |
|
| S4 |
1.1536 |
1.1643 |
1.2148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2530 |
1.2255 |
0.0275 |
2.2% |
0.0097 |
0.8% |
16% |
False |
True |
73,913 |
| 10 |
1.2760 |
1.2255 |
0.0505 |
4.1% |
0.0121 |
1.0% |
9% |
False |
True |
74,310 |
| 20 |
1.2805 |
1.2255 |
0.0550 |
4.5% |
0.0126 |
1.0% |
8% |
False |
True |
39,655 |
| 40 |
1.2805 |
1.2150 |
0.0655 |
5.3% |
0.0127 |
1.0% |
23% |
False |
False |
20,245 |
| 60 |
1.3065 |
1.2119 |
0.0946 |
7.7% |
0.0131 |
1.1% |
19% |
False |
False |
13,655 |
| 80 |
1.3492 |
1.2119 |
0.1373 |
11.2% |
0.0124 |
1.0% |
13% |
False |
False |
10,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2628 |
|
2.618 |
1.2512 |
|
1.618 |
1.2441 |
|
1.000 |
1.2397 |
|
0.618 |
1.2370 |
|
HIGH |
1.2326 |
|
0.618 |
1.2299 |
|
0.500 |
1.2291 |
|
0.382 |
1.2282 |
|
LOW |
1.2255 |
|
0.618 |
1.2211 |
|
1.000 |
1.2184 |
|
1.618 |
1.2140 |
|
2.618 |
1.2069 |
|
4.250 |
1.1953 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2296 |
1.2338 |
| PP |
1.2293 |
1.2325 |
| S1 |
1.2291 |
1.2312 |
|