CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2301 |
1.2293 |
-0.0008 |
-0.1% |
1.2517 |
| High |
1.2314 |
1.2323 |
0.0009 |
0.1% |
1.2530 |
| Low |
1.2267 |
1.2227 |
-0.0040 |
-0.3% |
1.2255 |
| Close |
1.2300 |
1.2248 |
-0.0052 |
-0.4% |
1.2299 |
| Range |
0.0047 |
0.0096 |
0.0049 |
104.3% |
0.0275 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
31,557 |
69,223 |
37,666 |
119.4% |
369,566 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2554 |
1.2497 |
1.2301 |
|
| R3 |
1.2458 |
1.2401 |
1.2274 |
|
| R2 |
1.2362 |
1.2362 |
1.2266 |
|
| R1 |
1.2305 |
1.2305 |
1.2257 |
1.2286 |
| PP |
1.2266 |
1.2266 |
1.2266 |
1.2256 |
| S1 |
1.2209 |
1.2209 |
1.2239 |
1.2190 |
| S2 |
1.2170 |
1.2170 |
1.2230 |
|
| S3 |
1.2074 |
1.2113 |
1.2222 |
|
| S4 |
1.1978 |
1.2017 |
1.2195 |
|
|
| 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 |
1.2420 |
1.2227 |
0.0193 |
1.6% |
0.0076 |
0.6% |
11% |
False |
True |
58,864 |
| 10 |
1.2760 |
1.2227 |
0.0533 |
4.4% |
0.0115 |
0.9% |
4% |
False |
True |
74,496 |
| 20 |
1.2805 |
1.2227 |
0.0578 |
4.7% |
0.0119 |
1.0% |
4% |
False |
True |
44,571 |
| 40 |
1.2805 |
1.2227 |
0.0578 |
4.7% |
0.0125 |
1.0% |
4% |
False |
True |
22,751 |
| 60 |
1.2901 |
1.2119 |
0.0782 |
6.4% |
0.0130 |
1.1% |
16% |
False |
False |
15,326 |
| 80 |
1.3492 |
1.2119 |
0.1373 |
11.2% |
0.0123 |
1.0% |
9% |
False |
False |
11,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2731 |
|
2.618 |
1.2574 |
|
1.618 |
1.2478 |
|
1.000 |
1.2419 |
|
0.618 |
1.2382 |
|
HIGH |
1.2323 |
|
0.618 |
1.2286 |
|
0.500 |
1.2275 |
|
0.382 |
1.2264 |
|
LOW |
1.2227 |
|
0.618 |
1.2168 |
|
1.000 |
1.2131 |
|
1.618 |
1.2072 |
|
2.618 |
1.1976 |
|
4.250 |
1.1819 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2275 |
1.2277 |
| PP |
1.2266 |
1.2267 |
| S1 |
1.2257 |
1.2258 |
|