CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2428 |
1.2484 |
0.0056 |
0.5% |
1.2598 |
| High |
1.2511 |
1.2501 |
-0.0010 |
-0.1% |
1.2738 |
| Low |
1.2385 |
1.2360 |
-0.0025 |
-0.2% |
1.2377 |
| Close |
1.2474 |
1.2368 |
-0.0106 |
-0.8% |
1.2474 |
| Range |
0.0126 |
0.0141 |
0.0015 |
11.9% |
0.0361 |
| ATR |
0.0138 |
0.0138 |
0.0000 |
0.1% |
0.0000 |
| Volume |
29,502 |
3,333 |
-26,169 |
-88.7% |
625,228 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2833 |
1.2741 |
1.2446 |
|
| R3 |
1.2692 |
1.2600 |
1.2407 |
|
| R2 |
1.2551 |
1.2551 |
1.2394 |
|
| R1 |
1.2459 |
1.2459 |
1.2381 |
1.2435 |
| PP |
1.2410 |
1.2410 |
1.2410 |
1.2397 |
| S1 |
1.2318 |
1.2318 |
1.2355 |
1.2294 |
| S2 |
1.2269 |
1.2269 |
1.2342 |
|
| S3 |
1.2128 |
1.2177 |
1.2329 |
|
| S4 |
1.1987 |
1.2036 |
1.2290 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3613 |
1.3404 |
1.2673 |
|
| R3 |
1.3252 |
1.3043 |
1.2573 |
|
| R2 |
1.2891 |
1.2891 |
1.2540 |
|
| R1 |
1.2682 |
1.2682 |
1.2507 |
1.2606 |
| PP |
1.2530 |
1.2530 |
1.2530 |
1.2492 |
| S1 |
1.2321 |
1.2321 |
1.2441 |
1.2245 |
| S2 |
1.2169 |
1.2169 |
1.2408 |
|
| S3 |
1.1808 |
1.1960 |
1.2375 |
|
| S4 |
1.1447 |
1.1599 |
1.2275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2738 |
1.2360 |
0.0378 |
3.1% |
0.0149 |
1.2% |
2% |
False |
True |
98,540 |
| 10 |
1.2777 |
1.2360 |
0.0417 |
3.4% |
0.0133 |
1.1% |
2% |
False |
True |
105,422 |
| 20 |
1.2777 |
1.2319 |
0.0458 |
3.7% |
0.0136 |
1.1% |
11% |
False |
False |
112,090 |
| 40 |
1.2777 |
1.2093 |
0.0684 |
5.5% |
0.0132 |
1.1% |
40% |
False |
False |
120,219 |
| 60 |
1.3076 |
1.2034 |
0.1042 |
8.4% |
0.0135 |
1.1% |
32% |
False |
False |
120,307 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0132 |
1.1% |
23% |
False |
False |
101,582 |
| 100 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0130 |
1.1% |
23% |
False |
False |
81,454 |
| 120 |
1.3510 |
1.2034 |
0.1476 |
11.9% |
0.0140 |
1.1% |
23% |
False |
False |
67,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3100 |
|
2.618 |
1.2870 |
|
1.618 |
1.2729 |
|
1.000 |
1.2642 |
|
0.618 |
1.2588 |
|
HIGH |
1.2501 |
|
0.618 |
1.2447 |
|
0.500 |
1.2431 |
|
0.382 |
1.2414 |
|
LOW |
1.2360 |
|
0.618 |
1.2273 |
|
1.000 |
1.2219 |
|
1.618 |
1.2132 |
|
2.618 |
1.1991 |
|
4.250 |
1.1761 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2431 |
1.2464 |
| PP |
1.2410 |
1.2432 |
| S1 |
1.2389 |
1.2400 |
|