CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2558 |
1.2587 |
0.0029 |
0.2% |
1.2484 |
| High |
1.2682 |
1.2602 |
-0.0080 |
-0.6% |
1.2682 |
| Low |
1.2532 |
1.2451 |
-0.0081 |
-0.6% |
1.2361 |
| Close |
1.2609 |
1.2491 |
-0.0118 |
-0.9% |
1.2609 |
| Range |
0.0150 |
0.0151 |
0.0001 |
0.7% |
0.0321 |
| ATR |
0.0137 |
0.0138 |
0.0002 |
1.1% |
0.0000 |
| Volume |
121,211 |
138,399 |
17,188 |
14.2% |
641,041 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2968 |
1.2880 |
1.2574 |
|
| R3 |
1.2817 |
1.2729 |
1.2533 |
|
| R2 |
1.2666 |
1.2666 |
1.2519 |
|
| R1 |
1.2578 |
1.2578 |
1.2505 |
1.2547 |
| PP |
1.2515 |
1.2515 |
1.2515 |
1.2499 |
| S1 |
1.2427 |
1.2427 |
1.2477 |
1.2396 |
| S2 |
1.2364 |
1.2364 |
1.2463 |
|
| S3 |
1.2213 |
1.2276 |
1.2449 |
|
| S4 |
1.2062 |
1.2125 |
1.2408 |
|
|
| 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 |
2.6% |
0.0157 |
1.3% |
40% |
False |
False |
132,319 |
| 10 |
1.2682 |
1.2215 |
0.0467 |
3.7% |
0.0142 |
1.1% |
59% |
False |
False |
135,729 |
| 20 |
1.2682 |
1.2093 |
0.0589 |
4.7% |
0.0124 |
1.0% |
68% |
False |
False |
123,560 |
| 40 |
1.3141 |
1.2034 |
0.1107 |
8.9% |
0.0135 |
1.1% |
41% |
False |
False |
121,166 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0129 |
1.0% |
32% |
False |
False |
89,821 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0128 |
1.0% |
32% |
False |
False |
67,540 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
23.7% |
0.0161 |
1.3% |
15% |
False |
False |
54,104 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.7% |
0.0152 |
1.2% |
15% |
False |
False |
45,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3244 |
|
2.618 |
1.2997 |
|
1.618 |
1.2846 |
|
1.000 |
1.2753 |
|
0.618 |
1.2695 |
|
HIGH |
1.2602 |
|
0.618 |
1.2544 |
|
0.500 |
1.2527 |
|
0.382 |
1.2509 |
|
LOW |
1.2451 |
|
0.618 |
1.2358 |
|
1.000 |
1.2300 |
|
1.618 |
1.2207 |
|
2.618 |
1.2056 |
|
4.250 |
1.1809 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2527 |
1.2534 |
| PP |
1.2515 |
1.2519 |
| S1 |
1.2503 |
1.2505 |
|