CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2582 |
1.2598 |
0.0016 |
0.1% |
1.2654 |
| High |
1.2622 |
1.2702 |
0.0080 |
0.6% |
1.2777 |
| Low |
1.2555 |
1.2569 |
0.0014 |
0.1% |
1.2550 |
| Close |
1.2570 |
1.2673 |
0.0103 |
0.8% |
1.2570 |
| Range |
0.0067 |
0.0133 |
0.0066 |
98.5% |
0.0227 |
| ATR |
0.0130 |
0.0131 |
0.0000 |
0.1% |
0.0000 |
| Volume |
92,043 |
135,861 |
43,818 |
47.6% |
539,228 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3047 |
1.2993 |
1.2746 |
|
| R3 |
1.2914 |
1.2860 |
1.2710 |
|
| R2 |
1.2781 |
1.2781 |
1.2697 |
|
| R1 |
1.2727 |
1.2727 |
1.2685 |
1.2754 |
| PP |
1.2648 |
1.2648 |
1.2648 |
1.2662 |
| S1 |
1.2594 |
1.2594 |
1.2661 |
1.2621 |
| S2 |
1.2515 |
1.2515 |
1.2649 |
|
| S3 |
1.2382 |
1.2461 |
1.2636 |
|
| S4 |
1.2249 |
1.2328 |
1.2600 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3313 |
1.3169 |
1.2695 |
|
| R3 |
1.3086 |
1.2942 |
1.2632 |
|
| R2 |
1.2859 |
1.2859 |
1.2612 |
|
| R1 |
1.2715 |
1.2715 |
1.2591 |
1.2674 |
| PP |
1.2632 |
1.2632 |
1.2632 |
1.2612 |
| S1 |
1.2488 |
1.2488 |
1.2549 |
1.2447 |
| S2 |
1.2405 |
1.2405 |
1.2528 |
|
| S3 |
1.2178 |
1.2261 |
1.2508 |
|
| S4 |
1.1951 |
1.2034 |
1.2445 |
|
|
| 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% |
0.0118 |
0.9% |
54% |
False |
False |
112,305 |
| 10 |
1.2777 |
1.2393 |
0.0384 |
3.0% |
0.0130 |
1.0% |
73% |
False |
False |
118,289 |
| 20 |
1.2777 |
1.2308 |
0.0469 |
3.7% |
0.0131 |
1.0% |
78% |
False |
False |
119,421 |
| 40 |
1.2777 |
1.2093 |
0.0684 |
5.4% |
0.0125 |
1.0% |
85% |
False |
False |
120,100 |
| 60 |
1.3141 |
1.2034 |
0.1107 |
8.7% |
0.0132 |
1.0% |
58% |
False |
False |
119,490 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.3% |
0.0129 |
1.0% |
44% |
False |
False |
95,504 |
| 100 |
1.3471 |
1.2034 |
0.1437 |
11.3% |
0.0129 |
1.0% |
44% |
False |
False |
76,534 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.4% |
0.0156 |
1.2% |
22% |
False |
False |
63,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3267 |
|
2.618 |
1.3050 |
|
1.618 |
1.2917 |
|
1.000 |
1.2835 |
|
0.618 |
1.2784 |
|
HIGH |
1.2702 |
|
0.618 |
1.2651 |
|
0.500 |
1.2636 |
|
0.382 |
1.2620 |
|
LOW |
1.2569 |
|
0.618 |
1.2487 |
|
1.000 |
1.2436 |
|
1.618 |
1.2354 |
|
2.618 |
1.2221 |
|
4.250 |
1.2004 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2661 |
1.2658 |
| PP |
1.2648 |
1.2644 |
| S1 |
1.2636 |
1.2629 |
|