CME British Pound Future March 2017
Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.2688 |
1.2570 |
-0.0118 |
-0.9% |
1.2667 |
High |
1.2760 |
1.2595 |
-0.0165 |
-1.3% |
1.2805 |
Low |
1.2559 |
1.2404 |
-0.0155 |
-1.2% |
1.2578 |
Close |
1.2629 |
1.2465 |
-0.0164 |
-1.3% |
1.2597 |
Range |
0.0201 |
0.0191 |
-0.0010 |
-5.0% |
0.0227 |
ATR |
0.0130 |
0.0137 |
0.0007 |
5.2% |
0.0000 |
Volume |
72,225 |
95,428 |
23,203 |
32.1% |
35,046 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3061 |
1.2954 |
1.2570 |
|
R3 |
1.2870 |
1.2763 |
1.2518 |
|
R2 |
1.2679 |
1.2679 |
1.2500 |
|
R1 |
1.2572 |
1.2572 |
1.2483 |
1.2530 |
PP |
1.2488 |
1.2488 |
1.2488 |
1.2467 |
S1 |
1.2381 |
1.2381 |
1.2447 |
1.2339 |
S2 |
1.2297 |
1.2297 |
1.2430 |
|
S3 |
1.2106 |
1.2190 |
1.2412 |
|
S4 |
1.1915 |
1.1999 |
1.2360 |
|
|
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 |
1.2404 |
0.0356 |
2.9% |
0.0134 |
1.1% |
17% |
False |
True |
55,420 |
10 |
1.2805 |
1.2404 |
0.0401 |
3.2% |
0.0133 |
1.1% |
15% |
False |
True |
30,260 |
20 |
1.2805 |
1.2336 |
0.0469 |
3.8% |
0.0133 |
1.1% |
28% |
False |
False |
16,116 |
40 |
1.2805 |
1.2119 |
0.0686 |
5.5% |
0.0126 |
1.0% |
50% |
False |
False |
8,423 |
60 |
1.3165 |
1.2119 |
0.1046 |
8.4% |
0.0130 |
1.0% |
33% |
False |
False |
5,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3407 |
2.618 |
1.3095 |
1.618 |
1.2904 |
1.000 |
1.2786 |
0.618 |
1.2713 |
HIGH |
1.2595 |
0.618 |
1.2522 |
0.500 |
1.2500 |
0.382 |
1.2477 |
LOW |
1.2404 |
0.618 |
1.2286 |
1.000 |
1.2213 |
1.618 |
1.2095 |
2.618 |
1.1904 |
4.250 |
1.1592 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.2500 |
1.2582 |
PP |
1.2488 |
1.2543 |
S1 |
1.2477 |
1.2504 |
|