CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2714 |
1.2656 |
-0.0058 |
-0.5% |
1.2499 |
| High |
1.2714 |
1.2733 |
0.0019 |
0.1% |
1.2768 |
| Low |
1.2600 |
1.2578 |
-0.0022 |
-0.2% |
1.2419 |
| Close |
1.2652 |
1.2617 |
-0.0035 |
-0.3% |
1.2740 |
| Range |
0.0114 |
0.0155 |
0.0041 |
36.0% |
0.0349 |
| ATR |
0.0131 |
0.0132 |
0.0002 |
1.3% |
0.0000 |
| Volume |
4,138 |
12,263 |
8,125 |
196.4% |
14,958 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3108 |
1.3017 |
1.2702 |
|
| R3 |
1.2953 |
1.2862 |
1.2660 |
|
| R2 |
1.2798 |
1.2798 |
1.2645 |
|
| R1 |
1.2707 |
1.2707 |
1.2631 |
1.2675 |
| PP |
1.2643 |
1.2643 |
1.2643 |
1.2627 |
| S1 |
1.2552 |
1.2552 |
1.2603 |
1.2520 |
| S2 |
1.2488 |
1.2488 |
1.2589 |
|
| S3 |
1.2333 |
1.2397 |
1.2574 |
|
| S4 |
1.2178 |
1.2242 |
1.2532 |
|
|
| 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 |
1.2578 |
0.0227 |
1.8% |
0.0133 |
1.1% |
17% |
False |
True |
5,100 |
| 10 |
1.2805 |
1.2419 |
0.0386 |
3.1% |
0.0132 |
1.0% |
51% |
False |
False |
4,056 |
| 20 |
1.2805 |
1.2336 |
0.0469 |
3.7% |
0.0135 |
1.1% |
60% |
False |
False |
2,564 |
| 40 |
1.2805 |
1.2119 |
0.0686 |
5.4% |
0.0122 |
1.0% |
73% |
False |
False |
1,544 |
| 60 |
1.3314 |
1.2119 |
0.1195 |
9.5% |
0.0129 |
1.0% |
42% |
False |
False |
1,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3392 |
|
2.618 |
1.3139 |
|
1.618 |
1.2984 |
|
1.000 |
1.2888 |
|
0.618 |
1.2829 |
|
HIGH |
1.2733 |
|
0.618 |
1.2674 |
|
0.500 |
1.2656 |
|
0.382 |
1.2637 |
|
LOW |
1.2578 |
|
0.618 |
1.2482 |
|
1.000 |
1.2423 |
|
1.618 |
1.2327 |
|
2.618 |
1.2172 |
|
4.250 |
1.1919 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2656 |
1.2692 |
| PP |
1.2643 |
1.2667 |
| S1 |
1.2630 |
1.2642 |
|