CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2428 |
1.2558 |
0.0130 |
1.0% |
1.2484 |
| High |
1.2594 |
1.2682 |
0.0088 |
0.7% |
1.2682 |
| Low |
1.2385 |
1.2532 |
0.0147 |
1.2% |
1.2361 |
| Close |
1.2573 |
1.2609 |
0.0036 |
0.3% |
1.2609 |
| Range |
0.0209 |
0.0150 |
-0.0059 |
-28.2% |
0.0321 |
| ATR |
0.0136 |
0.0137 |
0.0001 |
0.8% |
0.0000 |
| Volume |
149,053 |
121,211 |
-27,842 |
-18.7% |
641,041 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3058 |
1.2983 |
1.2692 |
|
| R3 |
1.2908 |
1.2833 |
1.2650 |
|
| R2 |
1.2758 |
1.2758 |
1.2637 |
|
| R1 |
1.2683 |
1.2683 |
1.2623 |
1.2721 |
| PP |
1.2608 |
1.2608 |
1.2608 |
1.2626 |
| S1 |
1.2533 |
1.2533 |
1.2595 |
1.2571 |
| S2 |
1.2458 |
1.2458 |
1.2582 |
|
| S3 |
1.2308 |
1.2383 |
1.2568 |
|
| S4 |
1.2158 |
1.2233 |
1.2527 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3514 |
1.3382 |
1.2786 |
|
| R3 |
1.3193 |
1.3061 |
1.2697 |
|
| R2 |
1.2872 |
1.2872 |
1.2668 |
|
| R1 |
1.2740 |
1.2740 |
1.2638 |
1.2806 |
| PP |
1.2551 |
1.2551 |
1.2551 |
1.2584 |
| S1 |
1.2419 |
1.2419 |
1.2580 |
1.2485 |
| S2 |
1.2230 |
1.2230 |
1.2550 |
|
| S3 |
1.1909 |
1.2098 |
1.2521 |
|
| S4 |
1.1588 |
1.1777 |
1.2432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2682 |
1.2361 |
0.0321 |
2.5% |
0.0151 |
1.2% |
77% |
True |
False |
128,208 |
| 10 |
1.2682 |
1.2154 |
0.0528 |
4.2% |
0.0138 |
1.1% |
86% |
True |
False |
132,556 |
| 20 |
1.2682 |
1.2093 |
0.0589 |
4.7% |
0.0120 |
0.9% |
88% |
True |
False |
120,779 |
| 40 |
1.3141 |
1.2034 |
0.1107 |
8.8% |
0.0133 |
1.1% |
52% |
False |
False |
119,524 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0129 |
1.0% |
40% |
False |
False |
87,531 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.4% |
0.0129 |
1.0% |
40% |
False |
False |
65,813 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
23.5% |
0.0161 |
1.3% |
19% |
False |
False |
52,723 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.5% |
0.0151 |
1.2% |
19% |
False |
False |
43,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3320 |
|
2.618 |
1.3075 |
|
1.618 |
1.2925 |
|
1.000 |
1.2832 |
|
0.618 |
1.2775 |
|
HIGH |
1.2682 |
|
0.618 |
1.2625 |
|
0.500 |
1.2607 |
|
0.382 |
1.2589 |
|
LOW |
1.2532 |
|
0.618 |
1.2439 |
|
1.000 |
1.2382 |
|
1.618 |
1.2289 |
|
2.618 |
1.2139 |
|
4.250 |
1.1895 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2608 |
1.2580 |
| PP |
1.2608 |
1.2551 |
| S1 |
1.2607 |
1.2522 |
|