CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2736 |
1.2681 |
-0.0055 |
-0.4% |
1.2475 |
| High |
1.2777 |
1.2685 |
-0.0092 |
-0.7% |
1.2741 |
| Low |
1.2659 |
1.2572 |
-0.0087 |
-0.7% |
1.2390 |
| Close |
1.2681 |
1.2625 |
-0.0056 |
-0.4% |
1.2712 |
| Range |
0.0118 |
0.0113 |
-0.0005 |
-4.2% |
0.0351 |
| ATR |
0.0135 |
0.0134 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
96,002 |
102,579 |
6,577 |
6.9% |
613,083 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2966 |
1.2909 |
1.2687 |
|
| R3 |
1.2853 |
1.2796 |
1.2656 |
|
| R2 |
1.2740 |
1.2740 |
1.2646 |
|
| R1 |
1.2683 |
1.2683 |
1.2635 |
1.2655 |
| PP |
1.2627 |
1.2627 |
1.2627 |
1.2614 |
| S1 |
1.2570 |
1.2570 |
1.2615 |
1.2542 |
| S2 |
1.2514 |
1.2514 |
1.2604 |
|
| S3 |
1.2401 |
1.2457 |
1.2594 |
|
| S4 |
1.2288 |
1.2344 |
1.2563 |
|
|
| 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 |
1.2510 |
0.0267 |
2.1% |
0.0140 |
1.1% |
43% |
False |
False |
117,401 |
| 10 |
1.2777 |
1.2365 |
0.0412 |
3.3% |
0.0129 |
1.0% |
63% |
False |
False |
114,646 |
| 20 |
1.2777 |
1.2308 |
0.0469 |
3.7% |
0.0140 |
1.1% |
68% |
False |
False |
123,205 |
| 40 |
1.2777 |
1.2093 |
0.0684 |
5.4% |
0.0127 |
1.0% |
78% |
False |
False |
122,522 |
| 60 |
1.3300 |
1.2034 |
0.1266 |
10.0% |
0.0134 |
1.1% |
47% |
False |
False |
118,008 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0130 |
1.0% |
41% |
False |
False |
91,034 |
| 100 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0130 |
1.0% |
41% |
False |
False |
72,915 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.5% |
0.0157 |
1.2% |
20% |
False |
False |
60,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3165 |
|
2.618 |
1.2981 |
|
1.618 |
1.2868 |
|
1.000 |
1.2798 |
|
0.618 |
1.2755 |
|
HIGH |
1.2685 |
|
0.618 |
1.2642 |
|
0.500 |
1.2629 |
|
0.382 |
1.2615 |
|
LOW |
1.2572 |
|
0.618 |
1.2502 |
|
1.000 |
1.2459 |
|
1.618 |
1.2389 |
|
2.618 |
1.2276 |
|
4.250 |
1.2092 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2629 |
1.2675 |
| PP |
1.2627 |
1.2658 |
| S1 |
1.2626 |
1.2642 |
|