CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2336 |
1.2499 |
0.0163 |
1.3% |
1.2228 |
| High |
1.2527 |
1.2590 |
0.0063 |
0.5% |
1.2590 |
| Low |
1.2333 |
1.2484 |
0.0151 |
1.2% |
1.2180 |
| Close |
1.2491 |
1.2539 |
0.0048 |
0.4% |
1.2539 |
| Range |
0.0194 |
0.0106 |
-0.0088 |
-45.4% |
0.0410 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,511 |
639 |
-872 |
-57.7% |
2,938 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2856 |
1.2803 |
1.2597 |
|
| R3 |
1.2750 |
1.2697 |
1.2568 |
|
| R2 |
1.2644 |
1.2644 |
1.2558 |
|
| R1 |
1.2591 |
1.2591 |
1.2549 |
1.2618 |
| PP |
1.2538 |
1.2538 |
1.2538 |
1.2551 |
| S1 |
1.2485 |
1.2485 |
1.2529 |
1.2512 |
| S2 |
1.2432 |
1.2432 |
1.2520 |
|
| S3 |
1.2326 |
1.2379 |
1.2510 |
|
| S4 |
1.2220 |
1.2273 |
1.2481 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3666 |
1.3513 |
1.2765 |
|
| R3 |
1.3256 |
1.3103 |
1.2652 |
|
| R2 |
1.2846 |
1.2846 |
1.2614 |
|
| R1 |
1.2693 |
1.2693 |
1.2577 |
1.2770 |
| PP |
1.2436 |
1.2436 |
1.2436 |
1.2475 |
| S1 |
1.2283 |
1.2283 |
1.2501 |
1.2360 |
| S2 |
1.2026 |
1.2026 |
1.2464 |
|
| S3 |
1.1616 |
1.1873 |
1.2426 |
|
| S4 |
1.1206 |
1.1463 |
1.2314 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3041 |
|
2.618 |
1.2868 |
|
1.618 |
1.2762 |
|
1.000 |
1.2696 |
|
0.618 |
1.2656 |
|
HIGH |
1.2590 |
|
0.618 |
1.2550 |
|
0.500 |
1.2537 |
|
0.382 |
1.2524 |
|
LOW |
1.2484 |
|
0.618 |
1.2418 |
|
1.000 |
1.2378 |
|
1.618 |
1.2312 |
|
2.618 |
1.2206 |
|
4.250 |
1.2034 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2538 |
1.2500 |
| PP |
1.2538 |
1.2462 |
| S1 |
1.2537 |
1.2423 |
|