CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2499 |
1.2427 |
-0.0072 |
-0.6% |
1.2587 |
| High |
1.2520 |
1.2474 |
-0.0046 |
-0.4% |
1.2602 |
| Low |
1.2390 |
1.2365 |
-0.0025 |
-0.2% |
1.2308 |
| Close |
1.2419 |
1.2444 |
0.0025 |
0.2% |
1.2370 |
| Range |
0.0130 |
0.0109 |
-0.0021 |
-16.2% |
0.0294 |
| ATR |
0.0138 |
0.0136 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
95,002 |
107,630 |
12,628 |
13.3% |
639,320 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2755 |
1.2708 |
1.2504 |
|
| R3 |
1.2646 |
1.2599 |
1.2474 |
|
| R2 |
1.2537 |
1.2537 |
1.2464 |
|
| R1 |
1.2490 |
1.2490 |
1.2454 |
1.2514 |
| PP |
1.2428 |
1.2428 |
1.2428 |
1.2439 |
| S1 |
1.2381 |
1.2381 |
1.2434 |
1.2405 |
| S2 |
1.2319 |
1.2319 |
1.2424 |
|
| S3 |
1.2210 |
1.2272 |
1.2414 |
|
| S4 |
1.2101 |
1.2163 |
1.2384 |
|
|
| 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% |
0.0135 |
1.1% |
64% |
False |
False |
120,134 |
| 10 |
1.2682 |
1.2308 |
0.0374 |
3.0% |
0.0143 |
1.1% |
36% |
False |
False |
125,692 |
| 20 |
1.2682 |
1.2125 |
0.0557 |
4.5% |
0.0133 |
1.1% |
57% |
False |
False |
128,482 |
| 40 |
1.3076 |
1.2034 |
0.1042 |
8.4% |
0.0140 |
1.1% |
39% |
False |
False |
127,772 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0133 |
1.1% |
29% |
False |
False |
103,819 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0128 |
1.0% |
29% |
False |
False |
78,132 |
| 100 |
1.3501 |
1.2034 |
0.1467 |
11.8% |
0.0137 |
1.1% |
28% |
False |
False |
62,553 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0157 |
1.3% |
14% |
False |
False |
52,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2937 |
|
2.618 |
1.2759 |
|
1.618 |
1.2650 |
|
1.000 |
1.2583 |
|
0.618 |
1.2541 |
|
HIGH |
1.2474 |
|
0.618 |
1.2432 |
|
0.500 |
1.2420 |
|
0.382 |
1.2407 |
|
LOW |
1.2365 |
|
0.618 |
1.2298 |
|
1.000 |
1.2256 |
|
1.618 |
1.2189 |
|
2.618 |
1.2080 |
|
4.250 |
1.1902 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2436 |
1.2436 |
| PP |
1.2428 |
1.2428 |
| S1 |
1.2420 |
1.2420 |
|