CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2714 |
1.2688 |
-0.0026 |
-0.2% |
1.2667 |
| High |
1.2758 |
1.2760 |
0.0002 |
0.0% |
1.2805 |
| Low |
1.2683 |
1.2559 |
-0.0124 |
-1.0% |
1.2578 |
| Close |
1.2692 |
1.2629 |
-0.0063 |
-0.5% |
1.2597 |
| Range |
0.0075 |
0.0201 |
0.0126 |
168.0% |
0.0227 |
| ATR |
0.0124 |
0.0130 |
0.0005 |
4.4% |
0.0000 |
| Volume |
53,004 |
72,225 |
19,221 |
36.3% |
35,046 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3252 |
1.3142 |
1.2740 |
|
| R3 |
1.3051 |
1.2941 |
1.2684 |
|
| R2 |
1.2850 |
1.2850 |
1.2666 |
|
| R1 |
1.2740 |
1.2740 |
1.2647 |
1.2695 |
| PP |
1.2649 |
1.2649 |
1.2649 |
1.2627 |
| S1 |
1.2539 |
1.2539 |
1.2611 |
1.2494 |
| S2 |
1.2448 |
1.2448 |
1.2592 |
|
| S3 |
1.2247 |
1.2338 |
1.2574 |
|
| S4 |
1.2046 |
1.2137 |
1.2518 |
|
|
| 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 |
1.2760 |
1.2559 |
0.0201 |
1.6% |
0.0126 |
1.0% |
35% |
True |
True |
38,787 |
| 10 |
1.2805 |
1.2538 |
0.0267 |
2.1% |
0.0133 |
1.1% |
34% |
False |
False |
21,656 |
| 20 |
1.2805 |
1.2336 |
0.0469 |
3.7% |
0.0128 |
1.0% |
62% |
False |
False |
11,366 |
| 40 |
1.2805 |
1.2119 |
0.0686 |
5.4% |
0.0124 |
1.0% |
74% |
False |
False |
6,039 |
| 60 |
1.3165 |
1.2119 |
0.1046 |
8.3% |
0.0129 |
1.0% |
49% |
False |
False |
4,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3614 |
|
2.618 |
1.3286 |
|
1.618 |
1.3085 |
|
1.000 |
1.2961 |
|
0.618 |
1.2884 |
|
HIGH |
1.2760 |
|
0.618 |
1.2683 |
|
0.500 |
1.2660 |
|
0.382 |
1.2636 |
|
LOW |
1.2559 |
|
0.618 |
1.2435 |
|
1.000 |
1.2358 |
|
1.618 |
1.2234 |
|
2.618 |
1.2033 |
|
4.250 |
1.1705 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2660 |
1.2660 |
| PP |
1.2649 |
1.2649 |
| S1 |
1.2639 |
1.2639 |
|