CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2431 |
1.2475 |
0.0044 |
0.4% |
1.2349 |
| High |
1.2500 |
1.2537 |
0.0037 |
0.3% |
1.2520 |
| Low |
1.2406 |
1.2390 |
-0.0016 |
-0.1% |
1.2319 |
| Close |
1.2461 |
1.2418 |
-0.0043 |
-0.3% |
1.2461 |
| Range |
0.0094 |
0.0147 |
0.0053 |
56.4% |
0.0201 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.8% |
0.0000 |
| Volume |
113,603 |
105,274 |
-8,329 |
-7.3% |
460,939 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2889 |
1.2801 |
1.2499 |
|
| R3 |
1.2742 |
1.2654 |
1.2458 |
|
| R2 |
1.2595 |
1.2595 |
1.2445 |
|
| R1 |
1.2507 |
1.2507 |
1.2431 |
1.2478 |
| PP |
1.2448 |
1.2448 |
1.2448 |
1.2434 |
| S1 |
1.2360 |
1.2360 |
1.2405 |
1.2331 |
| S2 |
1.2301 |
1.2301 |
1.2391 |
|
| S3 |
1.2154 |
1.2213 |
1.2378 |
|
| S4 |
1.2007 |
1.2066 |
1.2337 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.2950 |
1.2572 |
|
| R3 |
1.2835 |
1.2749 |
1.2516 |
|
| R2 |
1.2634 |
1.2634 |
1.2498 |
|
| R1 |
1.2548 |
1.2548 |
1.2479 |
1.2591 |
| PP |
1.2433 |
1.2433 |
1.2433 |
1.2455 |
| S1 |
1.2347 |
1.2347 |
1.2443 |
1.2390 |
| S2 |
1.2232 |
1.2232 |
1.2424 |
|
| S3 |
1.2031 |
1.2146 |
1.2406 |
|
| S4 |
1.1830 |
1.1945 |
1.2350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2537 |
1.2319 |
0.0218 |
1.8% |
0.0136 |
1.1% |
45% |
True |
False |
113,242 |
| 10 |
1.2602 |
1.2308 |
0.0294 |
2.4% |
0.0131 |
1.1% |
37% |
False |
False |
120,553 |
| 20 |
1.2682 |
1.2154 |
0.0528 |
4.3% |
0.0134 |
1.1% |
50% |
False |
False |
126,554 |
| 40 |
1.2967 |
1.2034 |
0.0933 |
7.5% |
0.0141 |
1.1% |
41% |
False |
False |
128,226 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0132 |
1.1% |
27% |
False |
False |
107,376 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0127 |
1.0% |
27% |
False |
False |
80,861 |
| 100 |
1.3501 |
1.2034 |
0.1467 |
11.8% |
0.0136 |
1.1% |
26% |
False |
False |
64,736 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.9% |
0.0157 |
1.3% |
13% |
False |
False |
53,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3162 |
|
2.618 |
1.2922 |
|
1.618 |
1.2775 |
|
1.000 |
1.2684 |
|
0.618 |
1.2628 |
|
HIGH |
1.2537 |
|
0.618 |
1.2481 |
|
0.500 |
1.2464 |
|
0.382 |
1.2446 |
|
LOW |
1.2390 |
|
0.618 |
1.2299 |
|
1.000 |
1.2243 |
|
1.618 |
1.2152 |
|
2.618 |
1.2005 |
|
4.250 |
1.1765 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2464 |
1.2451 |
| PP |
1.2448 |
1.2440 |
| S1 |
1.2433 |
1.2429 |
|