CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2587 |
1.2509 |
-0.0078 |
-0.6% |
1.2484 |
| High |
1.2602 |
1.2536 |
-0.0066 |
-0.5% |
1.2682 |
| Low |
1.2451 |
1.2386 |
-0.0065 |
-0.5% |
1.2361 |
| Close |
1.2491 |
1.2477 |
-0.0014 |
-0.1% |
1.2609 |
| Range |
0.0151 |
0.0150 |
-0.0001 |
-0.7% |
0.0321 |
| ATR |
0.0138 |
0.0139 |
0.0001 |
0.6% |
0.0000 |
| Volume |
138,399 |
139,387 |
988 |
0.7% |
641,041 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2916 |
1.2847 |
1.2560 |
|
| R3 |
1.2766 |
1.2697 |
1.2518 |
|
| R2 |
1.2616 |
1.2616 |
1.2505 |
|
| R1 |
1.2547 |
1.2547 |
1.2491 |
1.2507 |
| PP |
1.2466 |
1.2466 |
1.2466 |
1.2446 |
| S1 |
1.2397 |
1.2397 |
1.2463 |
1.2357 |
| S2 |
1.2316 |
1.2316 |
1.2450 |
|
| S3 |
1.2166 |
1.2247 |
1.2436 |
|
| S4 |
1.2016 |
1.2097 |
1.2395 |
|
|
| 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% |
0.0171 |
1.4% |
36% |
False |
False |
143,282 |
| 10 |
1.2682 |
1.2231 |
0.0451 |
3.6% |
0.0149 |
1.2% |
55% |
False |
False |
139,186 |
| 20 |
1.2682 |
1.2093 |
0.0589 |
4.7% |
0.0124 |
1.0% |
65% |
False |
False |
123,587 |
| 40 |
1.3141 |
1.2034 |
0.1107 |
8.9% |
0.0135 |
1.1% |
40% |
False |
False |
122,576 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0129 |
1.0% |
31% |
False |
False |
92,135 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0129 |
1.0% |
31% |
False |
False |
69,281 |
| 100 |
1.3548 |
1.2034 |
0.1514 |
12.1% |
0.0145 |
1.2% |
29% |
False |
False |
55,490 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0152 |
1.2% |
15% |
False |
False |
46,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3174 |
|
2.618 |
1.2929 |
|
1.618 |
1.2779 |
|
1.000 |
1.2686 |
|
0.618 |
1.2629 |
|
HIGH |
1.2536 |
|
0.618 |
1.2479 |
|
0.500 |
1.2461 |
|
0.382 |
1.2443 |
|
LOW |
1.2386 |
|
0.618 |
1.2293 |
|
1.000 |
1.2236 |
|
1.618 |
1.2143 |
|
2.618 |
1.1993 |
|
4.250 |
1.1749 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2472 |
1.2534 |
| PP |
1.2466 |
1.2515 |
| S1 |
1.2461 |
1.2496 |
|