CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2519 |
1.2600 |
0.0081 |
0.6% |
1.2475 |
| High |
1.2699 |
1.2741 |
0.0042 |
0.3% |
1.2741 |
| Low |
1.2510 |
1.2573 |
0.0063 |
0.5% |
1.2390 |
| Close |
1.2585 |
1.2712 |
0.0127 |
1.0% |
1.2712 |
| Range |
0.0189 |
0.0168 |
-0.0021 |
-11.1% |
0.0351 |
| ATR |
0.0136 |
0.0138 |
0.0002 |
1.7% |
0.0000 |
| Volume |
175,983 |
98,879 |
-77,104 |
-43.8% |
613,083 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3179 |
1.3114 |
1.2804 |
|
| R3 |
1.3011 |
1.2946 |
1.2758 |
|
| R2 |
1.2843 |
1.2843 |
1.2743 |
|
| R1 |
1.2778 |
1.2778 |
1.2727 |
1.2811 |
| PP |
1.2675 |
1.2675 |
1.2675 |
1.2692 |
| S1 |
1.2610 |
1.2610 |
1.2697 |
1.2643 |
| S2 |
1.2507 |
1.2507 |
1.2681 |
|
| S3 |
1.2339 |
1.2442 |
1.2666 |
|
| S4 |
1.2171 |
1.2274 |
1.2620 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3667 |
1.3541 |
1.2905 |
|
| R3 |
1.3316 |
1.3190 |
1.2809 |
|
| R2 |
1.2965 |
1.2965 |
1.2776 |
|
| R1 |
1.2839 |
1.2839 |
1.2744 |
1.2902 |
| PP |
1.2614 |
1.2614 |
1.2614 |
1.2646 |
| S1 |
1.2488 |
1.2488 |
1.2680 |
1.2551 |
| S2 |
1.2263 |
1.2263 |
1.2648 |
|
| S3 |
1.1912 |
1.2137 |
1.2615 |
|
| S4 |
1.1561 |
1.1786 |
1.2519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2741 |
1.2390 |
0.0351 |
2.8% |
0.0149 |
1.2% |
92% |
True |
False |
122,616 |
| 10 |
1.2741 |
1.2308 |
0.0433 |
3.4% |
0.0141 |
1.1% |
93% |
True |
False |
120,872 |
| 20 |
1.2741 |
1.2308 |
0.0433 |
3.4% |
0.0139 |
1.1% |
93% |
True |
False |
123,712 |
| 40 |
1.2741 |
1.2034 |
0.0707 |
5.6% |
0.0143 |
1.1% |
96% |
True |
False |
128,720 |
| 60 |
1.3369 |
1.2034 |
0.1335 |
10.5% |
0.0134 |
1.1% |
51% |
False |
False |
115,229 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.3% |
0.0130 |
1.0% |
47% |
False |
False |
87,169 |
| 100 |
1.3501 |
1.2034 |
0.1467 |
11.5% |
0.0135 |
1.1% |
46% |
False |
False |
69,802 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.3% |
0.0157 |
1.2% |
23% |
False |
False |
58,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3455 |
|
2.618 |
1.3181 |
|
1.618 |
1.3013 |
|
1.000 |
1.2909 |
|
0.618 |
1.2845 |
|
HIGH |
1.2741 |
|
0.618 |
1.2677 |
|
0.500 |
1.2657 |
|
0.382 |
1.2637 |
|
LOW |
1.2573 |
|
0.618 |
1.2469 |
|
1.000 |
1.2405 |
|
1.618 |
1.2301 |
|
2.618 |
1.2133 |
|
4.250 |
1.1859 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2694 |
1.2669 |
| PP |
1.2675 |
1.2625 |
| S1 |
1.2657 |
1.2582 |
|