CME British Pound Future March 2017
Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.2570 |
1.2455 |
-0.0115 |
-0.9% |
1.2616 |
High |
1.2595 |
1.2538 |
-0.0057 |
-0.5% |
1.2760 |
Low |
1.2404 |
1.2411 |
0.0007 |
0.1% |
1.2404 |
Close |
1.2465 |
1.2501 |
0.0036 |
0.3% |
1.2501 |
Range |
0.0191 |
0.0127 |
-0.0064 |
-33.5% |
0.0356 |
ATR |
0.0137 |
0.0136 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
95,428 |
106,964 |
11,536 |
12.1% |
373,541 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2864 |
1.2810 |
1.2571 |
|
R3 |
1.2737 |
1.2683 |
1.2536 |
|
R2 |
1.2610 |
1.2610 |
1.2524 |
|
R1 |
1.2556 |
1.2556 |
1.2513 |
1.2583 |
PP |
1.2483 |
1.2483 |
1.2483 |
1.2497 |
S1 |
1.2429 |
1.2429 |
1.2489 |
1.2456 |
S2 |
1.2356 |
1.2356 |
1.2478 |
|
S3 |
1.2229 |
1.2302 |
1.2466 |
|
S4 |
1.2102 |
1.2175 |
1.2431 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3623 |
1.3418 |
1.2697 |
|
R3 |
1.3267 |
1.3062 |
1.2599 |
|
R2 |
1.2911 |
1.2911 |
1.2566 |
|
R1 |
1.2706 |
1.2706 |
1.2534 |
1.2631 |
PP |
1.2555 |
1.2555 |
1.2555 |
1.2517 |
S1 |
1.2350 |
1.2350 |
1.2468 |
1.2275 |
S2 |
1.2199 |
1.2199 |
1.2436 |
|
S3 |
1.1843 |
1.1994 |
1.2403 |
|
S4 |
1.1487 |
1.1638 |
1.2305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2760 |
1.2404 |
0.0356 |
2.8% |
0.0145 |
1.2% |
27% |
False |
False |
74,708 |
10 |
1.2805 |
1.2404 |
0.0401 |
3.2% |
0.0129 |
1.0% |
24% |
False |
False |
40,858 |
20 |
1.2805 |
1.2336 |
0.0469 |
3.8% |
0.0134 |
1.1% |
35% |
False |
False |
21,450 |
40 |
1.2805 |
1.2119 |
0.0686 |
5.5% |
0.0128 |
1.0% |
56% |
False |
False |
11,095 |
60 |
1.3131 |
1.2119 |
0.1012 |
8.1% |
0.0131 |
1.0% |
38% |
False |
False |
7,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3078 |
2.618 |
1.2870 |
1.618 |
1.2743 |
1.000 |
1.2665 |
0.618 |
1.2616 |
HIGH |
1.2538 |
0.618 |
1.2489 |
0.500 |
1.2475 |
0.382 |
1.2460 |
LOW |
1.2411 |
0.618 |
1.2333 |
1.000 |
1.2284 |
1.618 |
1.2206 |
2.618 |
1.2079 |
4.250 |
1.1871 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.2492 |
1.2582 |
PP |
1.2483 |
1.2555 |
S1 |
1.2475 |
1.2528 |
|