CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2544 |
1.2428 |
-0.0116 |
-0.9% |
1.2598 |
| High |
1.2568 |
1.2511 |
-0.0057 |
-0.5% |
1.2738 |
| Low |
1.2377 |
1.2385 |
0.0008 |
0.1% |
1.2377 |
| Close |
1.2438 |
1.2474 |
0.0036 |
0.3% |
1.2474 |
| Range |
0.0191 |
0.0126 |
-0.0065 |
-34.0% |
0.0361 |
| ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
166,422 |
29,502 |
-136,920 |
-82.3% |
625,228 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2835 |
1.2780 |
1.2543 |
|
| R3 |
1.2709 |
1.2654 |
1.2509 |
|
| R2 |
1.2583 |
1.2583 |
1.2497 |
|
| R1 |
1.2528 |
1.2528 |
1.2486 |
1.2556 |
| PP |
1.2457 |
1.2457 |
1.2457 |
1.2470 |
| S1 |
1.2402 |
1.2402 |
1.2462 |
1.2430 |
| S2 |
1.2331 |
1.2331 |
1.2451 |
|
| S3 |
1.2205 |
1.2276 |
1.2439 |
|
| S4 |
1.2079 |
1.2150 |
1.2405 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3613 |
1.3404 |
1.2673 |
|
| R3 |
1.3252 |
1.3043 |
1.2573 |
|
| R2 |
1.2891 |
1.2891 |
1.2540 |
|
| R1 |
1.2682 |
1.2682 |
1.2507 |
1.2606 |
| PP |
1.2530 |
1.2530 |
1.2530 |
1.2492 |
| S1 |
1.2321 |
1.2321 |
1.2441 |
1.2245 |
| S2 |
1.2169 |
1.2169 |
1.2408 |
|
| S3 |
1.1808 |
1.1960 |
1.2375 |
|
| S4 |
1.1447 |
1.1599 |
1.2275 |
|
|
| 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% |
0.0147 |
1.2% |
27% |
False |
False |
125,045 |
| 10 |
1.2777 |
1.2377 |
0.0400 |
3.2% |
0.0131 |
1.0% |
24% |
False |
False |
116,445 |
| 20 |
1.2777 |
1.2308 |
0.0469 |
3.8% |
0.0136 |
1.1% |
35% |
False |
False |
118,658 |
| 40 |
1.2777 |
1.2093 |
0.0684 |
5.5% |
0.0131 |
1.0% |
56% |
False |
False |
122,214 |
| 60 |
1.3108 |
1.2034 |
0.1074 |
8.6% |
0.0136 |
1.1% |
41% |
False |
False |
121,871 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0131 |
1.1% |
31% |
False |
False |
101,567 |
| 100 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0130 |
1.0% |
31% |
False |
False |
81,422 |
| 120 |
1.3548 |
1.2034 |
0.1514 |
12.1% |
0.0140 |
1.1% |
29% |
False |
False |
67,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3047 |
|
2.618 |
1.2841 |
|
1.618 |
1.2715 |
|
1.000 |
1.2637 |
|
0.618 |
1.2589 |
|
HIGH |
1.2511 |
|
0.618 |
1.2463 |
|
0.500 |
1.2448 |
|
0.382 |
1.2433 |
|
LOW |
1.2385 |
|
0.618 |
1.2307 |
|
1.000 |
1.2259 |
|
1.618 |
1.2181 |
|
2.618 |
1.2055 |
|
4.250 |
1.1850 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2465 |
1.2558 |
| PP |
1.2457 |
1.2530 |
| S1 |
1.2448 |
1.2502 |
|