CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2654 |
1.2736 |
0.0082 |
0.6% |
1.2475 |
| High |
1.2748 |
1.2777 |
0.0029 |
0.2% |
1.2741 |
| Low |
1.2634 |
1.2659 |
0.0025 |
0.2% |
1.2390 |
| Close |
1.2727 |
1.2681 |
-0.0046 |
-0.4% |
1.2712 |
| Range |
0.0114 |
0.0118 |
0.0004 |
3.5% |
0.0351 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
113,563 |
96,002 |
-17,561 |
-15.5% |
613,083 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3060 |
1.2988 |
1.2746 |
|
| R3 |
1.2942 |
1.2870 |
1.2713 |
|
| R2 |
1.2824 |
1.2824 |
1.2703 |
|
| R1 |
1.2752 |
1.2752 |
1.2692 |
1.2729 |
| PP |
1.2706 |
1.2706 |
1.2706 |
1.2694 |
| S1 |
1.2634 |
1.2634 |
1.2670 |
1.2611 |
| S2 |
1.2588 |
1.2588 |
1.2659 |
|
| S3 |
1.2470 |
1.2516 |
1.2649 |
|
| S4 |
1.2352 |
1.2398 |
1.2616 |
|
|
| 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 |
1.2777 |
1.2423 |
0.0354 |
2.8% |
0.0139 |
1.1% |
73% |
True |
False |
123,279 |
| 10 |
1.2777 |
1.2365 |
0.0412 |
3.2% |
0.0131 |
1.0% |
77% |
True |
False |
113,888 |
| 20 |
1.2777 |
1.2308 |
0.0469 |
3.7% |
0.0139 |
1.1% |
80% |
True |
False |
122,305 |
| 40 |
1.2777 |
1.2093 |
0.0684 |
5.4% |
0.0131 |
1.0% |
86% |
True |
False |
125,217 |
| 60 |
1.3361 |
1.2034 |
0.1327 |
10.5% |
0.0135 |
1.1% |
49% |
False |
False |
117,574 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.3% |
0.0130 |
1.0% |
45% |
False |
False |
89,756 |
| 100 |
1.3471 |
1.2034 |
0.1437 |
11.3% |
0.0130 |
1.0% |
45% |
False |
False |
71,890 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.4% |
0.0157 |
1.2% |
22% |
False |
False |
59,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3279 |
|
2.618 |
1.3086 |
|
1.618 |
1.2968 |
|
1.000 |
1.2895 |
|
0.618 |
1.2850 |
|
HIGH |
1.2777 |
|
0.618 |
1.2732 |
|
0.500 |
1.2718 |
|
0.382 |
1.2704 |
|
LOW |
1.2659 |
|
0.618 |
1.2586 |
|
1.000 |
1.2541 |
|
1.618 |
1.2468 |
|
2.618 |
1.2350 |
|
4.250 |
1.2158 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2718 |
1.2679 |
| PP |
1.2706 |
1.2677 |
| S1 |
1.2693 |
1.2675 |
|