CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2681 |
1.2632 |
-0.0049 |
-0.4% |
1.2475 |
| High |
1.2685 |
1.2708 |
0.0023 |
0.2% |
1.2741 |
| Low |
1.2572 |
1.2550 |
-0.0022 |
-0.2% |
1.2390 |
| Close |
1.2625 |
1.2590 |
-0.0035 |
-0.3% |
1.2712 |
| Range |
0.0113 |
0.0158 |
0.0045 |
39.8% |
0.0351 |
| ATR |
0.0134 |
0.0135 |
0.0002 |
1.3% |
0.0000 |
| Volume |
102,579 |
135,041 |
32,462 |
31.6% |
613,083 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3090 |
1.2998 |
1.2677 |
|
| R3 |
1.2932 |
1.2840 |
1.2633 |
|
| R2 |
1.2774 |
1.2774 |
1.2619 |
|
| R1 |
1.2682 |
1.2682 |
1.2604 |
1.2649 |
| PP |
1.2616 |
1.2616 |
1.2616 |
1.2600 |
| S1 |
1.2524 |
1.2524 |
1.2576 |
1.2491 |
| S2 |
1.2458 |
1.2458 |
1.2561 |
|
| S3 |
1.2300 |
1.2366 |
1.2547 |
|
| S4 |
1.2142 |
1.2208 |
1.2503 |
|
|
| 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 |
1.2550 |
0.0227 |
1.8% |
0.0134 |
1.1% |
18% |
False |
True |
109,212 |
| 10 |
1.2777 |
1.2390 |
0.0387 |
3.1% |
0.0134 |
1.1% |
52% |
False |
False |
117,387 |
| 20 |
1.2777 |
1.2308 |
0.0469 |
3.7% |
0.0139 |
1.1% |
60% |
False |
False |
121,539 |
| 40 |
1.2777 |
1.2093 |
0.0684 |
5.4% |
0.0126 |
1.0% |
73% |
False |
False |
120,748 |
| 60 |
1.3300 |
1.2034 |
0.1266 |
10.1% |
0.0135 |
1.1% |
44% |
False |
False |
118,797 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0130 |
1.0% |
39% |
False |
False |
92,699 |
| 100 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0130 |
1.0% |
39% |
False |
False |
74,261 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.6% |
0.0156 |
1.2% |
19% |
False |
False |
61,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3380 |
|
2.618 |
1.3122 |
|
1.618 |
1.2964 |
|
1.000 |
1.2866 |
|
0.618 |
1.2806 |
|
HIGH |
1.2708 |
|
0.618 |
1.2648 |
|
0.500 |
1.2629 |
|
0.382 |
1.2610 |
|
LOW |
1.2550 |
|
0.618 |
1.2452 |
|
1.000 |
1.2392 |
|
1.618 |
1.2294 |
|
2.618 |
1.2136 |
|
4.250 |
1.1879 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2629 |
1.2664 |
| PP |
1.2616 |
1.2639 |
| S1 |
1.2603 |
1.2615 |
|