CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2667 |
1.2764 |
0.0097 |
0.8% |
1.2499 |
| High |
1.2776 |
1.2805 |
0.0029 |
0.2% |
1.2768 |
| Low |
1.2664 |
1.2688 |
0.0024 |
0.2% |
1.2419 |
| Close |
1.2756 |
1.2709 |
-0.0047 |
-0.4% |
1.2740 |
| Range |
0.0112 |
0.0117 |
0.0005 |
4.5% |
0.0349 |
| ATR |
0.0133 |
0.0132 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
5,009 |
3,112 |
-1,897 |
-37.9% |
14,958 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3014 |
1.2773 |
|
| R3 |
1.2968 |
1.2897 |
1.2741 |
|
| R2 |
1.2851 |
1.2851 |
1.2730 |
|
| R1 |
1.2780 |
1.2780 |
1.2720 |
1.2757 |
| PP |
1.2734 |
1.2734 |
1.2734 |
1.2723 |
| S1 |
1.2663 |
1.2663 |
1.2698 |
1.2640 |
| S2 |
1.2617 |
1.2617 |
1.2688 |
|
| S3 |
1.2500 |
1.2546 |
1.2677 |
|
| S4 |
1.2383 |
1.2429 |
1.2645 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3689 |
1.3564 |
1.2932 |
|
| R3 |
1.3340 |
1.3215 |
1.2836 |
|
| R2 |
1.2991 |
1.2991 |
1.2804 |
|
| R1 |
1.2866 |
1.2866 |
1.2772 |
1.2929 |
| PP |
1.2642 |
1.2642 |
1.2642 |
1.2674 |
| S1 |
1.2517 |
1.2517 |
1.2708 |
1.2580 |
| S2 |
1.2293 |
1.2293 |
1.2676 |
|
| S3 |
1.1944 |
1.2168 |
1.2644 |
|
| S4 |
1.1595 |
1.1819 |
1.2548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2805 |
1.2452 |
0.0353 |
2.8% |
0.0137 |
1.1% |
73% |
True |
False |
4,123 |
| 10 |
1.2805 |
1.2394 |
0.0411 |
3.2% |
0.0129 |
1.0% |
77% |
True |
False |
2,751 |
| 20 |
1.2805 |
1.2336 |
0.0469 |
3.7% |
0.0135 |
1.1% |
80% |
True |
False |
1,796 |
| 40 |
1.2805 |
1.2119 |
0.0686 |
5.4% |
0.0128 |
1.0% |
86% |
True |
False |
1,159 |
| 60 |
1.3365 |
1.2119 |
0.1246 |
9.8% |
0.0128 |
1.0% |
47% |
False |
False |
840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3302 |
|
2.618 |
1.3111 |
|
1.618 |
1.2994 |
|
1.000 |
1.2922 |
|
0.618 |
1.2877 |
|
HIGH |
1.2805 |
|
0.618 |
1.2760 |
|
0.500 |
1.2747 |
|
0.382 |
1.2733 |
|
LOW |
1.2688 |
|
0.618 |
1.2616 |
|
1.000 |
1.2571 |
|
1.618 |
1.2499 |
|
2.618 |
1.2382 |
|
4.250 |
1.2191 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2747 |
1.2707 |
| PP |
1.2734 |
1.2706 |
| S1 |
1.2722 |
1.2704 |
|