CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2598 |
1.2685 |
0.0087 |
0.7% |
1.2654 |
| High |
1.2702 |
1.2731 |
0.0029 |
0.2% |
1.2777 |
| Low |
1.2569 |
1.2654 |
0.0085 |
0.7% |
1.2550 |
| Close |
1.2673 |
1.2664 |
-0.0009 |
-0.1% |
1.2570 |
| Range |
0.0133 |
0.0077 |
-0.0056 |
-42.1% |
0.0227 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
135,861 |
130,943 |
-4,918 |
-3.6% |
539,228 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2914 |
1.2866 |
1.2706 |
|
| R3 |
1.2837 |
1.2789 |
1.2685 |
|
| R2 |
1.2760 |
1.2760 |
1.2678 |
|
| R1 |
1.2712 |
1.2712 |
1.2671 |
1.2698 |
| PP |
1.2683 |
1.2683 |
1.2683 |
1.2676 |
| S1 |
1.2635 |
1.2635 |
1.2657 |
1.2621 |
| S2 |
1.2606 |
1.2606 |
1.2650 |
|
| S3 |
1.2529 |
1.2558 |
1.2643 |
|
| S4 |
1.2452 |
1.2481 |
1.2622 |
|
|
| 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 |
1.2731 |
1.2550 |
0.0181 |
1.4% |
0.0110 |
0.9% |
63% |
True |
False |
119,293 |
| 10 |
1.2777 |
1.2423 |
0.0354 |
2.8% |
0.0124 |
1.0% |
68% |
False |
False |
121,286 |
| 20 |
1.2777 |
1.2308 |
0.0469 |
3.7% |
0.0127 |
1.0% |
76% |
False |
False |
119,048 |
| 40 |
1.2777 |
1.2093 |
0.0684 |
5.4% |
0.0125 |
1.0% |
83% |
False |
False |
121,304 |
| 60 |
1.3141 |
1.2034 |
0.1107 |
8.7% |
0.0132 |
1.0% |
57% |
False |
False |
120,460 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.3% |
0.0128 |
1.0% |
44% |
False |
False |
97,128 |
| 100 |
1.3471 |
1.2034 |
0.1437 |
11.3% |
0.0128 |
1.0% |
44% |
False |
False |
77,842 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.4% |
0.0155 |
1.2% |
21% |
False |
False |
64,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3058 |
|
2.618 |
1.2933 |
|
1.618 |
1.2856 |
|
1.000 |
1.2808 |
|
0.618 |
1.2779 |
|
HIGH |
1.2731 |
|
0.618 |
1.2702 |
|
0.500 |
1.2693 |
|
0.382 |
1.2683 |
|
LOW |
1.2654 |
|
0.618 |
1.2606 |
|
1.000 |
1.2577 |
|
1.618 |
1.2529 |
|
2.618 |
1.2452 |
|
4.250 |
1.2327 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2693 |
1.2657 |
| PP |
1.2683 |
1.2650 |
| S1 |
1.2674 |
1.2643 |
|