CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2399 |
1.2382 |
-0.0017 |
-0.1% |
1.2616 |
| High |
1.2420 |
1.2405 |
-0.0015 |
-0.1% |
1.2760 |
| Low |
1.2353 |
1.2304 |
-0.0049 |
-0.4% |
1.2404 |
| Close |
1.2378 |
1.2312 |
-0.0066 |
-0.5% |
1.2501 |
| Range |
0.0067 |
0.0101 |
0.0034 |
50.7% |
0.0356 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
62,417 |
73,066 |
10,649 |
17.1% |
373,541 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2643 |
1.2579 |
1.2368 |
|
| R3 |
1.2542 |
1.2478 |
1.2340 |
|
| R2 |
1.2441 |
1.2441 |
1.2331 |
|
| R1 |
1.2377 |
1.2377 |
1.2321 |
1.2359 |
| PP |
1.2340 |
1.2340 |
1.2340 |
1.2331 |
| S1 |
1.2276 |
1.2276 |
1.2303 |
1.2258 |
| S2 |
1.2239 |
1.2239 |
1.2293 |
|
| S3 |
1.2138 |
1.2175 |
1.2284 |
|
| S4 |
1.2037 |
1.2074 |
1.2256 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3623 |
1.3418 |
1.2697 |
|
| R3 |
1.3267 |
1.3062 |
1.2599 |
|
| R2 |
1.2911 |
1.2911 |
1.2566 |
|
| R1 |
1.2706 |
1.2706 |
1.2534 |
1.2631 |
| PP |
1.2555 |
1.2555 |
1.2555 |
1.2517 |
| S1 |
1.2350 |
1.2350 |
1.2468 |
1.2275 |
| S2 |
1.2199 |
1.2199 |
1.2436 |
|
| S3 |
1.1843 |
1.1994 |
1.2403 |
|
| S4 |
1.1487 |
1.1638 |
1.2305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2538 |
1.2304 |
0.0234 |
1.9% |
0.0108 |
0.9% |
3% |
False |
True |
83,693 |
| 10 |
1.2760 |
1.2304 |
0.0456 |
3.7% |
0.0121 |
1.0% |
2% |
False |
True |
69,557 |
| 20 |
1.2805 |
1.2304 |
0.0501 |
4.1% |
0.0127 |
1.0% |
2% |
False |
True |
36,806 |
| 40 |
1.2805 |
1.2150 |
0.0655 |
5.3% |
0.0128 |
1.0% |
25% |
False |
False |
18,819 |
| 60 |
1.3094 |
1.2119 |
0.0975 |
7.9% |
0.0132 |
1.1% |
20% |
False |
False |
12,687 |
| 80 |
1.3492 |
1.2119 |
0.1373 |
11.2% |
0.0124 |
1.0% |
14% |
False |
False |
9,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2834 |
|
2.618 |
1.2669 |
|
1.618 |
1.2568 |
|
1.000 |
1.2506 |
|
0.618 |
1.2467 |
|
HIGH |
1.2405 |
|
0.618 |
1.2366 |
|
0.500 |
1.2355 |
|
0.382 |
1.2343 |
|
LOW |
1.2304 |
|
0.618 |
1.2242 |
|
1.000 |
1.2203 |
|
1.618 |
1.2141 |
|
2.618 |
1.2040 |
|
4.250 |
1.1875 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2355 |
1.2371 |
| PP |
1.2340 |
1.2351 |
| S1 |
1.2326 |
1.2332 |
|