CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2417 |
1.2349 |
-0.0068 |
-0.5% |
1.2587 |
| High |
1.2443 |
1.2519 |
0.0076 |
0.6% |
1.2602 |
| Low |
1.2308 |
1.2319 |
0.0011 |
0.1% |
1.2308 |
| Close |
1.2370 |
1.2489 |
0.0119 |
1.0% |
1.2370 |
| Range |
0.0135 |
0.0200 |
0.0065 |
48.1% |
0.0294 |
| ATR |
0.0133 |
0.0138 |
0.0005 |
3.6% |
0.0000 |
| Volume |
134,701 |
144,704 |
10,003 |
7.4% |
639,320 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3042 |
1.2966 |
1.2599 |
|
| R3 |
1.2842 |
1.2766 |
1.2544 |
|
| R2 |
1.2642 |
1.2642 |
1.2526 |
|
| R1 |
1.2566 |
1.2566 |
1.2507 |
1.2604 |
| PP |
1.2442 |
1.2442 |
1.2442 |
1.2462 |
| S1 |
1.2366 |
1.2366 |
1.2471 |
1.2404 |
| S2 |
1.2242 |
1.2242 |
1.2452 |
|
| S3 |
1.2042 |
1.2166 |
1.2434 |
|
| S4 |
1.1842 |
1.1966 |
1.2379 |
|
|
| 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 |
1.2536 |
1.2308 |
0.0228 |
1.8% |
0.0136 |
1.1% |
79% |
False |
False |
129,125 |
| 10 |
1.2682 |
1.2308 |
0.0374 |
3.0% |
0.0146 |
1.2% |
48% |
False |
False |
130,722 |
| 20 |
1.2682 |
1.2093 |
0.0589 |
4.7% |
0.0134 |
1.1% |
67% |
False |
False |
132,065 |
| 40 |
1.3076 |
1.2034 |
0.1042 |
8.3% |
0.0138 |
1.1% |
44% |
False |
False |
126,360 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0131 |
1.0% |
32% |
False |
False |
100,453 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0129 |
1.0% |
32% |
False |
False |
75,602 |
| 100 |
1.3501 |
1.2034 |
0.1467 |
11.7% |
0.0139 |
1.1% |
31% |
False |
False |
60,536 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.7% |
0.0155 |
1.2% |
15% |
False |
False |
50,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3369 |
|
2.618 |
1.3043 |
|
1.618 |
1.2843 |
|
1.000 |
1.2719 |
|
0.618 |
1.2643 |
|
HIGH |
1.2519 |
|
0.618 |
1.2443 |
|
0.500 |
1.2419 |
|
0.382 |
1.2395 |
|
LOW |
1.2319 |
|
0.618 |
1.2195 |
|
1.000 |
1.2119 |
|
1.618 |
1.1995 |
|
2.618 |
1.1795 |
|
4.250 |
1.1469 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2466 |
1.2464 |
| PP |
1.2442 |
1.2439 |
| S1 |
1.2419 |
1.2414 |
|