CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2310 |
1.2301 |
-0.0009 |
-0.1% |
1.2517 |
| High |
1.2326 |
1.2314 |
-0.0012 |
-0.1% |
1.2530 |
| Low |
1.2255 |
1.2267 |
0.0012 |
0.1% |
1.2255 |
| Close |
1.2299 |
1.2300 |
0.0001 |
0.0% |
1.2299 |
| Range |
0.0071 |
0.0047 |
-0.0024 |
-33.8% |
0.0275 |
| ATR |
0.0123 |
0.0118 |
-0.0005 |
-4.4% |
0.0000 |
| Volume |
58,061 |
31,557 |
-26,504 |
-45.6% |
369,566 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2435 |
1.2414 |
1.2326 |
|
| R3 |
1.2388 |
1.2367 |
1.2313 |
|
| R2 |
1.2341 |
1.2341 |
1.2309 |
|
| R1 |
1.2320 |
1.2320 |
1.2304 |
1.2307 |
| PP |
1.2294 |
1.2294 |
1.2294 |
1.2287 |
| S1 |
1.2273 |
1.2273 |
1.2296 |
1.2260 |
| S2 |
1.2247 |
1.2247 |
1.2291 |
|
| S3 |
1.2200 |
1.2226 |
1.2287 |
|
| S4 |
1.2153 |
1.2179 |
1.2274 |
|
|
| 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 |
1.2437 |
1.2255 |
0.0182 |
1.5% |
0.0077 |
0.6% |
25% |
False |
False |
62,055 |
| 10 |
1.2760 |
1.2255 |
0.0505 |
4.1% |
0.0112 |
0.9% |
9% |
False |
False |
72,874 |
| 20 |
1.2805 |
1.2255 |
0.0550 |
4.5% |
0.0121 |
1.0% |
8% |
False |
False |
41,207 |
| 40 |
1.2805 |
1.2180 |
0.0625 |
5.1% |
0.0125 |
1.0% |
19% |
False |
False |
21,026 |
| 60 |
1.2985 |
1.2119 |
0.0866 |
7.0% |
0.0131 |
1.1% |
21% |
False |
False |
14,173 |
| 80 |
1.3492 |
1.2119 |
0.1373 |
11.2% |
0.0123 |
1.0% |
13% |
False |
False |
10,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2514 |
|
2.618 |
1.2437 |
|
1.618 |
1.2390 |
|
1.000 |
1.2361 |
|
0.618 |
1.2343 |
|
HIGH |
1.2314 |
|
0.618 |
1.2296 |
|
0.500 |
1.2291 |
|
0.382 |
1.2285 |
|
LOW |
1.2267 |
|
0.618 |
1.2238 |
|
1.000 |
1.2220 |
|
1.618 |
1.2191 |
|
2.618 |
1.2144 |
|
4.250 |
1.2067 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2297 |
1.2330 |
| PP |
1.2294 |
1.2320 |
| S1 |
1.2291 |
1.2310 |
|