CME British Pound Future December 2016
Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.2476 |
1.2484 |
0.0008 |
0.1% |
1.2197 |
High |
1.2566 |
1.2508 |
-0.0058 |
-0.5% |
1.2566 |
Low |
1.2458 |
1.2388 |
-0.0070 |
-0.6% |
1.2154 |
Close |
1.2515 |
1.2408 |
-0.0107 |
-0.9% |
1.2515 |
Range |
0.0108 |
0.0120 |
0.0012 |
11.1% |
0.0412 |
ATR |
0.0129 |
0.0129 |
0.0000 |
-0.1% |
0.0000 |
Volume |
119,868 |
117,842 |
-2,026 |
-1.7% |
684,524 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2795 |
1.2721 |
1.2474 |
|
R3 |
1.2675 |
1.2601 |
1.2441 |
|
R2 |
1.2555 |
1.2555 |
1.2430 |
|
R1 |
1.2481 |
1.2481 |
1.2419 |
1.2458 |
PP |
1.2435 |
1.2435 |
1.2435 |
1.2423 |
S1 |
1.2361 |
1.2361 |
1.2397 |
1.2338 |
S2 |
1.2315 |
1.2315 |
1.2386 |
|
S3 |
1.2195 |
1.2241 |
1.2375 |
|
S4 |
1.2075 |
1.2121 |
1.2342 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3648 |
1.3493 |
1.2742 |
|
R3 |
1.3236 |
1.3081 |
1.2628 |
|
R2 |
1.2824 |
1.2824 |
1.2591 |
|
R1 |
1.2669 |
1.2669 |
1.2553 |
1.2747 |
PP |
1.2412 |
1.2412 |
1.2412 |
1.2450 |
S1 |
1.2257 |
1.2257 |
1.2477 |
1.2335 |
S2 |
1.2000 |
1.2000 |
1.2439 |
|
S3 |
1.1588 |
1.1845 |
1.2402 |
|
S4 |
1.1176 |
1.1433 |
1.2288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2566 |
1.2215 |
0.0351 |
2.8% |
0.0127 |
1.0% |
55% |
False |
False |
139,138 |
10 |
1.2566 |
1.2093 |
0.0473 |
3.8% |
0.0122 |
1.0% |
67% |
False |
False |
133,408 |
20 |
1.2566 |
1.2093 |
0.0473 |
3.8% |
0.0124 |
1.0% |
67% |
False |
False |
128,128 |
40 |
1.3361 |
1.2034 |
0.1327 |
10.7% |
0.0133 |
1.1% |
28% |
False |
False |
115,209 |
60 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0127 |
1.0% |
26% |
False |
False |
78,906 |
80 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0128 |
1.0% |
26% |
False |
False |
59,286 |
100 |
1.5000 |
1.2034 |
0.2966 |
23.9% |
0.0161 |
1.3% |
13% |
False |
False |
47,497 |
120 |
1.5000 |
1.2034 |
0.2966 |
23.9% |
0.0147 |
1.2% |
13% |
False |
False |
39,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3018 |
2.618 |
1.2822 |
1.618 |
1.2702 |
1.000 |
1.2628 |
0.618 |
1.2582 |
HIGH |
1.2508 |
0.618 |
1.2462 |
0.500 |
1.2448 |
0.382 |
1.2434 |
LOW |
1.2388 |
0.618 |
1.2314 |
1.000 |
1.2268 |
1.618 |
1.2194 |
2.618 |
1.2074 |
4.250 |
1.1878 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.2448 |
1.2436 |
PP |
1.2435 |
1.2427 |
S1 |
1.2421 |
1.2417 |
|