CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2454 |
1.2447 |
-0.0007 |
-0.1% |
1.2484 |
| High |
1.2509 |
1.2515 |
0.0006 |
0.0% |
1.2682 |
| Low |
1.2416 |
1.2414 |
-0.0002 |
0.0% |
1.2361 |
| Close |
1.2447 |
1.2421 |
-0.0026 |
-0.2% |
1.2609 |
| Range |
0.0093 |
0.0101 |
0.0008 |
8.6% |
0.0321 |
| ATR |
0.0136 |
0.0133 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
108,200 |
118,633 |
10,433 |
9.6% |
641,041 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2753 |
1.2688 |
1.2477 |
|
| R3 |
1.2652 |
1.2587 |
1.2449 |
|
| R2 |
1.2551 |
1.2551 |
1.2440 |
|
| R1 |
1.2486 |
1.2486 |
1.2430 |
1.2468 |
| PP |
1.2450 |
1.2450 |
1.2450 |
1.2441 |
| S1 |
1.2385 |
1.2385 |
1.2412 |
1.2367 |
| S2 |
1.2349 |
1.2349 |
1.2402 |
|
| S3 |
1.2248 |
1.2284 |
1.2393 |
|
| S4 |
1.2147 |
1.2183 |
1.2365 |
|
|
| 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 |
1.2386 |
0.0296 |
2.4% |
0.0129 |
1.0% |
12% |
False |
False |
125,166 |
| 10 |
1.2682 |
1.2361 |
0.0321 |
2.6% |
0.0136 |
1.1% |
19% |
False |
False |
126,552 |
| 20 |
1.2682 |
1.2093 |
0.0589 |
4.7% |
0.0125 |
1.0% |
56% |
False |
False |
125,769 |
| 40 |
1.3108 |
1.2034 |
0.1074 |
8.6% |
0.0135 |
1.1% |
36% |
False |
False |
123,477 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0129 |
1.0% |
27% |
False |
False |
95,869 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0128 |
1.0% |
27% |
False |
False |
72,113 |
| 100 |
1.3548 |
1.2034 |
0.1514 |
12.2% |
0.0141 |
1.1% |
26% |
False |
False |
57,750 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.9% |
0.0153 |
1.2% |
13% |
False |
False |
48,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2944 |
|
2.618 |
1.2779 |
|
1.618 |
1.2678 |
|
1.000 |
1.2616 |
|
0.618 |
1.2577 |
|
HIGH |
1.2515 |
|
0.618 |
1.2476 |
|
0.500 |
1.2465 |
|
0.382 |
1.2453 |
|
LOW |
1.2414 |
|
0.618 |
1.2352 |
|
1.000 |
1.2313 |
|
1.618 |
1.2251 |
|
2.618 |
1.2150 |
|
4.250 |
1.1985 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2465 |
1.2461 |
| PP |
1.2450 |
1.2448 |
| S1 |
1.2436 |
1.2434 |
|