CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2499 |
1.2519 |
0.0020 |
0.2% |
1.2349 |
| High |
1.2527 |
1.2699 |
0.0172 |
1.4% |
1.2520 |
| Low |
1.2423 |
1.2510 |
0.0087 |
0.7% |
1.2319 |
| Close |
1.2510 |
1.2585 |
0.0075 |
0.6% |
1.2461 |
| Range |
0.0104 |
0.0189 |
0.0085 |
81.7% |
0.0201 |
| ATR |
0.0132 |
0.0136 |
0.0004 |
3.1% |
0.0000 |
| Volume |
131,971 |
175,983 |
44,012 |
33.3% |
460,939 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3165 |
1.3064 |
1.2689 |
|
| R3 |
1.2976 |
1.2875 |
1.2637 |
|
| R2 |
1.2787 |
1.2787 |
1.2620 |
|
| R1 |
1.2686 |
1.2686 |
1.2602 |
1.2737 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2623 |
| S1 |
1.2497 |
1.2497 |
1.2568 |
1.2548 |
| S2 |
1.2409 |
1.2409 |
1.2550 |
|
| S3 |
1.2220 |
1.2308 |
1.2533 |
|
| S4 |
1.2031 |
1.2119 |
1.2481 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.2950 |
1.2572 |
|
| R3 |
1.2835 |
1.2749 |
1.2516 |
|
| R2 |
1.2634 |
1.2634 |
1.2498 |
|
| R1 |
1.2548 |
1.2548 |
1.2479 |
1.2591 |
| PP |
1.2433 |
1.2433 |
1.2433 |
1.2455 |
| S1 |
1.2347 |
1.2347 |
1.2443 |
1.2390 |
| S2 |
1.2232 |
1.2232 |
1.2424 |
|
| S3 |
1.2031 |
1.2146 |
1.2406 |
|
| S4 |
1.1830 |
1.1945 |
1.2350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2699 |
1.2390 |
0.0309 |
2.5% |
0.0134 |
1.1% |
63% |
True |
False |
125,561 |
| 10 |
1.2699 |
1.2308 |
0.0391 |
3.1% |
0.0135 |
1.1% |
71% |
True |
False |
122,847 |
| 20 |
1.2699 |
1.2306 |
0.0393 |
3.1% |
0.0140 |
1.1% |
71% |
True |
False |
130,452 |
| 40 |
1.2773 |
1.2034 |
0.0739 |
5.9% |
0.0143 |
1.1% |
75% |
False |
False |
129,371 |
| 60 |
1.3399 |
1.2034 |
0.1365 |
10.8% |
0.0133 |
1.1% |
40% |
False |
False |
113,834 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0129 |
1.0% |
38% |
False |
False |
85,939 |
| 100 |
1.3501 |
1.2034 |
0.1467 |
11.7% |
0.0135 |
1.1% |
38% |
False |
False |
68,817 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.6% |
0.0157 |
1.2% |
19% |
False |
False |
57,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3502 |
|
2.618 |
1.3194 |
|
1.618 |
1.3005 |
|
1.000 |
1.2888 |
|
0.618 |
1.2816 |
|
HIGH |
1.2699 |
|
0.618 |
1.2627 |
|
0.500 |
1.2605 |
|
0.382 |
1.2582 |
|
LOW |
1.2510 |
|
0.618 |
1.2393 |
|
1.000 |
1.2321 |
|
1.618 |
1.2204 |
|
2.618 |
1.2015 |
|
4.250 |
1.1707 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2605 |
1.2572 |
| PP |
1.2598 |
1.2559 |
| S1 |
1.2592 |
1.2546 |
|