CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2447 |
1.2417 |
-0.0030 |
-0.2% |
1.2587 |
| High |
1.2515 |
1.2443 |
-0.0072 |
-0.6% |
1.2602 |
| Low |
1.2414 |
1.2308 |
-0.0106 |
-0.9% |
1.2308 |
| Close |
1.2421 |
1.2370 |
-0.0051 |
-0.4% |
1.2370 |
| Range |
0.0101 |
0.0135 |
0.0034 |
33.7% |
0.0294 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
0.1% |
0.0000 |
| Volume |
118,633 |
134,701 |
16,068 |
13.5% |
639,320 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2779 |
1.2709 |
1.2444 |
|
| R3 |
1.2644 |
1.2574 |
1.2407 |
|
| R2 |
1.2509 |
1.2509 |
1.2395 |
|
| R1 |
1.2439 |
1.2439 |
1.2382 |
1.2407 |
| PP |
1.2374 |
1.2374 |
1.2374 |
1.2357 |
| S1 |
1.2304 |
1.2304 |
1.2358 |
1.2272 |
| S2 |
1.2239 |
1.2239 |
1.2345 |
|
| S3 |
1.2104 |
1.2169 |
1.2333 |
|
| S4 |
1.1969 |
1.2034 |
1.2296 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3309 |
1.3133 |
1.2532 |
|
| R3 |
1.3015 |
1.2839 |
1.2451 |
|
| R2 |
1.2721 |
1.2721 |
1.2424 |
|
| R1 |
1.2545 |
1.2545 |
1.2397 |
1.2486 |
| PP |
1.2427 |
1.2427 |
1.2427 |
1.2397 |
| S1 |
1.2251 |
1.2251 |
1.2343 |
1.2192 |
| S2 |
1.2133 |
1.2133 |
1.2316 |
|
| S3 |
1.1839 |
1.1957 |
1.2289 |
|
| S4 |
1.1545 |
1.1663 |
1.2208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2602 |
1.2308 |
0.0294 |
2.4% |
0.0126 |
1.0% |
21% |
False |
True |
127,864 |
| 10 |
1.2682 |
1.2308 |
0.0374 |
3.0% |
0.0138 |
1.1% |
17% |
False |
True |
128,036 |
| 20 |
1.2682 |
1.2093 |
0.0589 |
4.8% |
0.0128 |
1.0% |
47% |
False |
False |
128,348 |
| 40 |
1.3076 |
1.2034 |
0.1042 |
8.4% |
0.0134 |
1.1% |
32% |
False |
False |
124,416 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0130 |
1.1% |
23% |
False |
False |
98,080 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0128 |
1.0% |
23% |
False |
False |
73,795 |
| 100 |
1.3510 |
1.2034 |
0.1476 |
11.9% |
0.0140 |
1.1% |
23% |
False |
False |
59,095 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.0% |
0.0154 |
1.2% |
11% |
False |
False |
49,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3017 |
|
2.618 |
1.2796 |
|
1.618 |
1.2661 |
|
1.000 |
1.2578 |
|
0.618 |
1.2526 |
|
HIGH |
1.2443 |
|
0.618 |
1.2391 |
|
0.500 |
1.2376 |
|
0.382 |
1.2360 |
|
LOW |
1.2308 |
|
0.618 |
1.2225 |
|
1.000 |
1.2173 |
|
1.618 |
1.2090 |
|
2.618 |
1.1955 |
|
4.250 |
1.1734 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2376 |
1.2412 |
| PP |
1.2374 |
1.2398 |
| S1 |
1.2372 |
1.2384 |
|