CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2293 |
1.2245 |
-0.0048 |
-0.4% |
1.2517 |
| High |
1.2323 |
1.2293 |
-0.0030 |
-0.2% |
1.2530 |
| Low |
1.2227 |
1.2228 |
0.0001 |
0.0% |
1.2255 |
| Close |
1.2248 |
1.2274 |
0.0026 |
0.2% |
1.2299 |
| Range |
0.0096 |
0.0065 |
-0.0031 |
-32.3% |
0.0275 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
69,223 |
70,110 |
887 |
1.3% |
369,566 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2460 |
1.2432 |
1.2310 |
|
| R3 |
1.2395 |
1.2367 |
1.2292 |
|
| R2 |
1.2330 |
1.2330 |
1.2286 |
|
| R1 |
1.2302 |
1.2302 |
1.2280 |
1.2316 |
| PP |
1.2265 |
1.2265 |
1.2265 |
1.2272 |
| S1 |
1.2237 |
1.2237 |
1.2268 |
1.2251 |
| S2 |
1.2200 |
1.2200 |
1.2262 |
|
| S3 |
1.2135 |
1.2172 |
1.2256 |
|
| S4 |
1.2070 |
1.2107 |
1.2238 |
|
|
| 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 |
1.2405 |
1.2227 |
0.0178 |
1.5% |
0.0076 |
0.6% |
26% |
False |
False |
60,403 |
| 10 |
1.2595 |
1.2227 |
0.0368 |
3.0% |
0.0101 |
0.8% |
13% |
False |
False |
74,284 |
| 20 |
1.2805 |
1.2227 |
0.0578 |
4.7% |
0.0117 |
1.0% |
8% |
False |
False |
47,970 |
| 40 |
1.2805 |
1.2227 |
0.0578 |
4.7% |
0.0125 |
1.0% |
8% |
False |
False |
24,498 |
| 60 |
1.2807 |
1.2119 |
0.0688 |
5.6% |
0.0129 |
1.1% |
23% |
False |
False |
16,493 |
| 80 |
1.3444 |
1.2119 |
0.1325 |
10.8% |
0.0122 |
1.0% |
12% |
False |
False |
12,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2569 |
|
2.618 |
1.2463 |
|
1.618 |
1.2398 |
|
1.000 |
1.2358 |
|
0.618 |
1.2333 |
|
HIGH |
1.2293 |
|
0.618 |
1.2268 |
|
0.500 |
1.2261 |
|
0.382 |
1.2253 |
|
LOW |
1.2228 |
|
0.618 |
1.2188 |
|
1.000 |
1.2163 |
|
1.618 |
1.2123 |
|
2.618 |
1.2058 |
|
4.250 |
1.1952 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2270 |
1.2275 |
| PP |
1.2265 |
1.2275 |
| S1 |
1.2261 |
1.2274 |
|