CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2616 |
1.2714 |
0.0098 |
0.8% |
1.2667 |
| High |
1.2729 |
1.2758 |
0.0029 |
0.2% |
1.2805 |
| Low |
1.2596 |
1.2683 |
0.0087 |
0.7% |
1.2578 |
| Close |
1.2701 |
1.2692 |
-0.0009 |
-0.1% |
1.2597 |
| Range |
0.0133 |
0.0075 |
-0.0058 |
-43.6% |
0.0227 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
45,920 |
53,004 |
7,084 |
15.4% |
35,046 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2936 |
1.2889 |
1.2733 |
|
| R3 |
1.2861 |
1.2814 |
1.2713 |
|
| R2 |
1.2786 |
1.2786 |
1.2706 |
|
| R1 |
1.2739 |
1.2739 |
1.2699 |
1.2725 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2704 |
| S1 |
1.2664 |
1.2664 |
1.2685 |
1.2650 |
| S2 |
1.2636 |
1.2636 |
1.2678 |
|
| S3 |
1.2561 |
1.2589 |
1.2671 |
|
| S4 |
1.2486 |
1.2514 |
1.2651 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3196 |
1.2722 |
|
| R3 |
1.3114 |
1.2969 |
1.2659 |
|
| R2 |
1.2887 |
1.2887 |
1.2639 |
|
| R1 |
1.2742 |
1.2742 |
1.2618 |
1.2701 |
| PP |
1.2660 |
1.2660 |
1.2660 |
1.2640 |
| S1 |
1.2515 |
1.2515 |
1.2576 |
1.2474 |
| S2 |
1.2433 |
1.2433 |
1.2555 |
|
| S3 |
1.2206 |
1.2288 |
1.2535 |
|
| S4 |
1.1979 |
1.2061 |
1.2472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2758 |
1.2578 |
0.0180 |
1.4% |
0.0109 |
0.9% |
63% |
True |
False |
25,169 |
| 10 |
1.2805 |
1.2452 |
0.0353 |
2.8% |
0.0123 |
1.0% |
68% |
False |
False |
14,646 |
| 20 |
1.2805 |
1.2336 |
0.0469 |
3.7% |
0.0125 |
1.0% |
76% |
False |
False |
7,986 |
| 40 |
1.2805 |
1.2119 |
0.0686 |
5.4% |
0.0122 |
1.0% |
84% |
False |
False |
4,245 |
| 60 |
1.3165 |
1.2119 |
0.1046 |
8.2% |
0.0127 |
1.0% |
55% |
False |
False |
2,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3077 |
|
2.618 |
1.2954 |
|
1.618 |
1.2879 |
|
1.000 |
1.2833 |
|
0.618 |
1.2804 |
|
HIGH |
1.2758 |
|
0.618 |
1.2729 |
|
0.500 |
1.2721 |
|
0.382 |
1.2712 |
|
LOW |
1.2683 |
|
0.618 |
1.2637 |
|
1.000 |
1.2608 |
|
1.618 |
1.2562 |
|
2.618 |
1.2487 |
|
4.250 |
1.2364 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2721 |
1.2685 |
| PP |
1.2711 |
1.2677 |
| S1 |
1.2702 |
1.2670 |
|