CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2245 |
1.2280 |
0.0035 |
0.3% |
1.2301 |
| High |
1.2293 |
1.2409 |
0.0116 |
0.9% |
1.2409 |
| Low |
1.2228 |
1.2265 |
0.0037 |
0.3% |
1.2227 |
| Close |
1.2274 |
1.2358 |
0.0084 |
0.7% |
1.2358 |
| Range |
0.0065 |
0.0144 |
0.0079 |
121.5% |
0.0182 |
| ATR |
0.0112 |
0.0115 |
0.0002 |
2.0% |
0.0000 |
| Volume |
70,110 |
104,045 |
33,935 |
48.4% |
274,935 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2776 |
1.2711 |
1.2437 |
|
| R3 |
1.2632 |
1.2567 |
1.2398 |
|
| R2 |
1.2488 |
1.2488 |
1.2384 |
|
| R1 |
1.2423 |
1.2423 |
1.2371 |
1.2456 |
| PP |
1.2344 |
1.2344 |
1.2344 |
1.2360 |
| S1 |
1.2279 |
1.2279 |
1.2345 |
1.2312 |
| S2 |
1.2200 |
1.2200 |
1.2332 |
|
| S3 |
1.2056 |
1.2135 |
1.2318 |
|
| S4 |
1.1912 |
1.1991 |
1.2279 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2800 |
1.2458 |
|
| R3 |
1.2695 |
1.2618 |
1.2408 |
|
| R2 |
1.2513 |
1.2513 |
1.2391 |
|
| R1 |
1.2436 |
1.2436 |
1.2375 |
1.2475 |
| PP |
1.2331 |
1.2331 |
1.2331 |
1.2351 |
| S1 |
1.2254 |
1.2254 |
1.2341 |
1.2293 |
| S2 |
1.2149 |
1.2149 |
1.2325 |
|
| S3 |
1.1967 |
1.2072 |
1.2308 |
|
| S4 |
1.1785 |
1.1890 |
1.2258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2409 |
1.2227 |
0.0182 |
1.5% |
0.0085 |
0.7% |
72% |
True |
False |
66,599 |
| 10 |
1.2538 |
1.2227 |
0.0311 |
2.5% |
0.0096 |
0.8% |
42% |
False |
False |
75,146 |
| 20 |
1.2805 |
1.2227 |
0.0578 |
4.7% |
0.0115 |
0.9% |
23% |
False |
False |
52,703 |
| 40 |
1.2805 |
1.2227 |
0.0578 |
4.7% |
0.0125 |
1.0% |
23% |
False |
False |
27,090 |
| 60 |
1.2805 |
1.2119 |
0.0686 |
5.6% |
0.0130 |
1.1% |
35% |
False |
False |
18,219 |
| 80 |
1.3412 |
1.2119 |
0.1293 |
10.5% |
0.0123 |
1.0% |
18% |
False |
False |
13,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3021 |
|
2.618 |
1.2786 |
|
1.618 |
1.2642 |
|
1.000 |
1.2553 |
|
0.618 |
1.2498 |
|
HIGH |
1.2409 |
|
0.618 |
1.2354 |
|
0.500 |
1.2337 |
|
0.382 |
1.2320 |
|
LOW |
1.2265 |
|
0.618 |
1.2176 |
|
1.000 |
1.2121 |
|
1.618 |
1.2032 |
|
2.618 |
1.1888 |
|
4.250 |
1.1653 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2351 |
1.2345 |
| PP |
1.2344 |
1.2331 |
| S1 |
1.2337 |
1.2318 |
|