CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2685 |
1.2663 |
-0.0022 |
-0.2% |
1.2654 |
| High |
1.2731 |
1.2738 |
0.0007 |
0.1% |
1.2777 |
| Low |
1.2654 |
1.2530 |
-0.0124 |
-1.0% |
1.2550 |
| Close |
1.2664 |
1.2601 |
-0.0063 |
-0.5% |
1.2570 |
| Range |
0.0077 |
0.0208 |
0.0131 |
170.1% |
0.0227 |
| ATR |
0.0127 |
0.0133 |
0.0006 |
4.6% |
0.0000 |
| Volume |
130,943 |
162,500 |
31,557 |
24.1% |
539,228 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3247 |
1.3132 |
1.2715 |
|
| R3 |
1.3039 |
1.2924 |
1.2658 |
|
| R2 |
1.2831 |
1.2831 |
1.2639 |
|
| R1 |
1.2716 |
1.2716 |
1.2620 |
1.2670 |
| PP |
1.2623 |
1.2623 |
1.2623 |
1.2600 |
| S1 |
1.2508 |
1.2508 |
1.2582 |
1.2462 |
| S2 |
1.2415 |
1.2415 |
1.2563 |
|
| S3 |
1.2207 |
1.2300 |
1.2544 |
|
| S4 |
1.1999 |
1.2092 |
1.2487 |
|
|
| 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 |
1.2738 |
1.2530 |
0.0208 |
1.7% |
0.0129 |
1.0% |
34% |
True |
True |
131,277 |
| 10 |
1.2777 |
1.2510 |
0.0267 |
2.1% |
0.0135 |
1.1% |
34% |
False |
False |
124,339 |
| 20 |
1.2777 |
1.2308 |
0.0469 |
3.7% |
0.0130 |
1.0% |
62% |
False |
False |
120,204 |
| 40 |
1.2777 |
1.2093 |
0.0684 |
5.4% |
0.0127 |
1.0% |
74% |
False |
False |
121,896 |
| 60 |
1.3141 |
1.2034 |
0.1107 |
8.8% |
0.0134 |
1.1% |
51% |
False |
False |
121,785 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0130 |
1.0% |
39% |
False |
False |
99,152 |
| 100 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0129 |
1.0% |
39% |
False |
False |
79,466 |
| 120 |
1.3548 |
1.2034 |
0.1514 |
12.0% |
0.0142 |
1.1% |
37% |
False |
False |
66,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3622 |
|
2.618 |
1.3283 |
|
1.618 |
1.3075 |
|
1.000 |
1.2946 |
|
0.618 |
1.2867 |
|
HIGH |
1.2738 |
|
0.618 |
1.2659 |
|
0.500 |
1.2634 |
|
0.382 |
1.2609 |
|
LOW |
1.2530 |
|
0.618 |
1.2401 |
|
1.000 |
1.2322 |
|
1.618 |
1.2193 |
|
2.618 |
1.1985 |
|
4.250 |
1.1646 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2634 |
1.2634 |
| PP |
1.2623 |
1.2623 |
| S1 |
1.2612 |
1.2612 |
|