CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2349 |
1.2499 |
0.0150 |
1.2% |
1.2587 |
| High |
1.2519 |
1.2520 |
0.0001 |
0.0% |
1.2602 |
| Low |
1.2319 |
1.2390 |
0.0071 |
0.6% |
1.2308 |
| Close |
1.2489 |
1.2419 |
-0.0070 |
-0.6% |
1.2370 |
| Range |
0.0200 |
0.0130 |
-0.0070 |
-35.0% |
0.0294 |
| ATR |
0.0138 |
0.0138 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
144,704 |
95,002 |
-49,702 |
-34.3% |
639,320 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2833 |
1.2756 |
1.2491 |
|
| R3 |
1.2703 |
1.2626 |
1.2455 |
|
| R2 |
1.2573 |
1.2573 |
1.2443 |
|
| R1 |
1.2496 |
1.2496 |
1.2431 |
1.2470 |
| PP |
1.2443 |
1.2443 |
1.2443 |
1.2430 |
| S1 |
1.2366 |
1.2366 |
1.2407 |
1.2340 |
| S2 |
1.2313 |
1.2313 |
1.2395 |
|
| S3 |
1.2183 |
1.2236 |
1.2383 |
|
| S4 |
1.2053 |
1.2106 |
1.2348 |
|
|
| 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 |
1.2520 |
1.2308 |
0.0212 |
1.7% |
0.0132 |
1.1% |
52% |
True |
False |
120,248 |
| 10 |
1.2682 |
1.2308 |
0.0374 |
3.0% |
0.0152 |
1.2% |
30% |
False |
False |
131,765 |
| 20 |
1.2682 |
1.2125 |
0.0557 |
4.5% |
0.0133 |
1.1% |
53% |
False |
False |
128,447 |
| 40 |
1.3076 |
1.2034 |
0.1042 |
8.4% |
0.0139 |
1.1% |
37% |
False |
False |
126,878 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0132 |
1.1% |
27% |
False |
False |
102,031 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0129 |
1.0% |
27% |
False |
False |
76,788 |
| 100 |
1.3501 |
1.2034 |
0.1467 |
11.8% |
0.0140 |
1.1% |
26% |
False |
False |
61,484 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.9% |
0.0156 |
1.3% |
13% |
False |
False |
51,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3073 |
|
2.618 |
1.2860 |
|
1.618 |
1.2730 |
|
1.000 |
1.2650 |
|
0.618 |
1.2600 |
|
HIGH |
1.2520 |
|
0.618 |
1.2470 |
|
0.500 |
1.2455 |
|
0.382 |
1.2440 |
|
LOW |
1.2390 |
|
0.618 |
1.2310 |
|
1.000 |
1.2260 |
|
1.618 |
1.2180 |
|
2.618 |
1.2050 |
|
4.250 |
1.1838 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2455 |
1.2417 |
| PP |
1.2443 |
1.2416 |
| S1 |
1.2431 |
1.2414 |
|