CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2663 |
1.2544 |
-0.0119 |
-0.9% |
1.2654 |
| High |
1.2738 |
1.2568 |
-0.0170 |
-1.3% |
1.2777 |
| Low |
1.2530 |
1.2377 |
-0.0153 |
-1.2% |
1.2550 |
| Close |
1.2601 |
1.2438 |
-0.0163 |
-1.3% |
1.2570 |
| Range |
0.0208 |
0.0191 |
-0.0017 |
-8.2% |
0.0227 |
| ATR |
0.0133 |
0.0139 |
0.0007 |
4.9% |
0.0000 |
| Volume |
162,500 |
166,422 |
3,922 |
2.4% |
539,228 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3034 |
1.2927 |
1.2543 |
|
| R3 |
1.2843 |
1.2736 |
1.2491 |
|
| R2 |
1.2652 |
1.2652 |
1.2473 |
|
| R1 |
1.2545 |
1.2545 |
1.2456 |
1.2503 |
| PP |
1.2461 |
1.2461 |
1.2461 |
1.2440 |
| S1 |
1.2354 |
1.2354 |
1.2420 |
1.2312 |
| S2 |
1.2270 |
1.2270 |
1.2403 |
|
| S3 |
1.2079 |
1.2163 |
1.2385 |
|
| S4 |
1.1888 |
1.1972 |
1.2333 |
|
|
| 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 |
1.2377 |
0.0361 |
2.9% |
0.0135 |
1.1% |
17% |
False |
True |
137,553 |
| 10 |
1.2777 |
1.2377 |
0.0400 |
3.2% |
0.0135 |
1.1% |
15% |
False |
True |
123,383 |
| 20 |
1.2777 |
1.2308 |
0.0469 |
3.8% |
0.0135 |
1.1% |
28% |
False |
False |
123,115 |
| 40 |
1.2777 |
1.2093 |
0.0684 |
5.5% |
0.0130 |
1.0% |
50% |
False |
False |
123,671 |
| 60 |
1.3141 |
1.2034 |
0.1107 |
8.9% |
0.0135 |
1.1% |
36% |
False |
False |
122,810 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0131 |
1.1% |
28% |
False |
False |
101,208 |
| 100 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0130 |
1.0% |
28% |
False |
False |
81,127 |
| 120 |
1.3548 |
1.2034 |
0.1514 |
12.2% |
0.0141 |
1.1% |
27% |
False |
False |
67,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3380 |
|
2.618 |
1.3068 |
|
1.618 |
1.2877 |
|
1.000 |
1.2759 |
|
0.618 |
1.2686 |
|
HIGH |
1.2568 |
|
0.618 |
1.2495 |
|
0.500 |
1.2473 |
|
0.382 |
1.2450 |
|
LOW |
1.2377 |
|
0.618 |
1.2259 |
|
1.000 |
1.2186 |
|
1.618 |
1.2068 |
|
2.618 |
1.1877 |
|
4.250 |
1.1565 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2473 |
1.2558 |
| PP |
1.2461 |
1.2518 |
| S1 |
1.2450 |
1.2478 |
|