CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2475 |
1.2418 |
-0.0057 |
-0.5% |
1.2349 |
| High |
1.2537 |
1.2531 |
-0.0006 |
0.0% |
1.2520 |
| Low |
1.2390 |
1.2393 |
0.0003 |
0.0% |
1.2319 |
| Close |
1.2418 |
1.2510 |
0.0092 |
0.7% |
1.2461 |
| Range |
0.0147 |
0.0138 |
-0.0009 |
-6.1% |
0.0201 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
0.2% |
0.0000 |
| Volume |
105,274 |
100,976 |
-4,298 |
-4.1% |
460,939 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2839 |
1.2586 |
|
| R3 |
1.2754 |
1.2701 |
1.2548 |
|
| R2 |
1.2616 |
1.2616 |
1.2535 |
|
| R1 |
1.2563 |
1.2563 |
1.2523 |
1.2590 |
| PP |
1.2478 |
1.2478 |
1.2478 |
1.2491 |
| S1 |
1.2425 |
1.2425 |
1.2497 |
1.2452 |
| S2 |
1.2340 |
1.2340 |
1.2485 |
|
| S3 |
1.2202 |
1.2287 |
1.2472 |
|
| S4 |
1.2064 |
1.2149 |
1.2434 |
|
|
| 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 |
1.2365 |
0.0172 |
1.4% |
0.0124 |
1.0% |
84% |
False |
False |
104,497 |
| 10 |
1.2537 |
1.2308 |
0.0229 |
1.8% |
0.0130 |
1.0% |
88% |
False |
False |
116,811 |
| 20 |
1.2682 |
1.2215 |
0.0467 |
3.7% |
0.0136 |
1.1% |
63% |
False |
False |
126,270 |
| 40 |
1.2878 |
1.2034 |
0.0844 |
6.7% |
0.0141 |
1.1% |
56% |
False |
False |
127,633 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0133 |
1.1% |
33% |
False |
False |
109,015 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0127 |
1.0% |
33% |
False |
False |
82,109 |
| 100 |
1.3501 |
1.2034 |
0.1467 |
11.7% |
0.0137 |
1.1% |
32% |
False |
False |
65,743 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.7% |
0.0158 |
1.3% |
16% |
False |
False |
54,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3118 |
|
2.618 |
1.2892 |
|
1.618 |
1.2754 |
|
1.000 |
1.2669 |
|
0.618 |
1.2616 |
|
HIGH |
1.2531 |
|
0.618 |
1.2478 |
|
0.500 |
1.2462 |
|
0.382 |
1.2446 |
|
LOW |
1.2393 |
|
0.618 |
1.2308 |
|
1.000 |
1.2255 |
|
1.618 |
1.2170 |
|
2.618 |
1.2032 |
|
4.250 |
1.1807 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2494 |
1.2495 |
| PP |
1.2478 |
1.2479 |
| S1 |
1.2462 |
1.2464 |
|