CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2379 |
1.2428 |
0.0049 |
0.4% |
1.2197 |
| High |
1.2557 |
1.2594 |
0.0037 |
0.3% |
1.2566 |
| Low |
1.2361 |
1.2385 |
0.0024 |
0.2% |
1.2154 |
| Close |
1.2449 |
1.2573 |
0.0124 |
1.0% |
1.2515 |
| Range |
0.0196 |
0.0209 |
0.0013 |
6.6% |
0.0412 |
| ATR |
0.0130 |
0.0136 |
0.0006 |
4.3% |
0.0000 |
| Volume |
168,362 |
149,053 |
-19,309 |
-11.5% |
684,524 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3144 |
1.3068 |
1.2688 |
|
| R3 |
1.2935 |
1.2859 |
1.2630 |
|
| R2 |
1.2726 |
1.2726 |
1.2611 |
|
| R1 |
1.2650 |
1.2650 |
1.2592 |
1.2688 |
| PP |
1.2517 |
1.2517 |
1.2517 |
1.2537 |
| S1 |
1.2441 |
1.2441 |
1.2554 |
1.2479 |
| S2 |
1.2308 |
1.2308 |
1.2535 |
|
| S3 |
1.2099 |
1.2232 |
1.2516 |
|
| S4 |
1.1890 |
1.2023 |
1.2458 |
|
|
| 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 |
1.2594 |
1.2361 |
0.0233 |
1.9% |
0.0142 |
1.1% |
91% |
True |
False |
127,939 |
| 10 |
1.2594 |
1.2125 |
0.0469 |
3.7% |
0.0133 |
1.1% |
96% |
True |
False |
134,548 |
| 20 |
1.2594 |
1.2093 |
0.0501 |
4.0% |
0.0117 |
0.9% |
96% |
True |
False |
121,017 |
| 40 |
1.3268 |
1.2034 |
0.1234 |
9.8% |
0.0136 |
1.1% |
44% |
False |
False |
119,359 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0129 |
1.0% |
38% |
False |
False |
85,558 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0128 |
1.0% |
38% |
False |
False |
64,299 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
23.6% |
0.0161 |
1.3% |
18% |
False |
False |
51,513 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.6% |
0.0150 |
1.2% |
18% |
False |
False |
42,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3482 |
|
2.618 |
1.3141 |
|
1.618 |
1.2932 |
|
1.000 |
1.2803 |
|
0.618 |
1.2723 |
|
HIGH |
1.2594 |
|
0.618 |
1.2514 |
|
0.500 |
1.2490 |
|
0.382 |
1.2465 |
|
LOW |
1.2385 |
|
0.618 |
1.2256 |
|
1.000 |
1.2176 |
|
1.618 |
1.2047 |
|
2.618 |
1.1838 |
|
4.250 |
1.1497 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2545 |
1.2541 |
| PP |
1.2517 |
1.2509 |
| S1 |
1.2490 |
1.2478 |
|