CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2578 |
1.2550 |
-0.0028 |
-0.2% |
1.2506 |
| High |
1.2606 |
1.2560 |
-0.0046 |
-0.4% |
1.2705 |
| Low |
1.2478 |
1.2412 |
-0.0066 |
-0.5% |
1.2387 |
| Close |
1.2517 |
1.2503 |
-0.0014 |
-0.1% |
1.2634 |
| Range |
0.0128 |
0.0148 |
0.0020 |
15.6% |
0.0318 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.8% |
0.0000 |
| Volume |
294 |
4,624 |
4,330 |
1,472.8% |
2,350 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2936 |
1.2867 |
1.2584 |
|
| R3 |
1.2788 |
1.2719 |
1.2544 |
|
| R2 |
1.2640 |
1.2640 |
1.2530 |
|
| R1 |
1.2571 |
1.2571 |
1.2517 |
1.2532 |
| PP |
1.2492 |
1.2492 |
1.2492 |
1.2472 |
| S1 |
1.2423 |
1.2423 |
1.2489 |
1.2384 |
| S2 |
1.2344 |
1.2344 |
1.2476 |
|
| S3 |
1.2196 |
1.2275 |
1.2462 |
|
| S4 |
1.2048 |
1.2127 |
1.2422 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3529 |
1.3400 |
1.2809 |
|
| R3 |
1.3211 |
1.3082 |
1.2721 |
|
| R2 |
1.2893 |
1.2893 |
1.2692 |
|
| R1 |
1.2764 |
1.2764 |
1.2663 |
1.2829 |
| PP |
1.2575 |
1.2575 |
1.2575 |
1.2608 |
| S1 |
1.2446 |
1.2446 |
1.2605 |
1.2511 |
| S2 |
1.2257 |
1.2257 |
1.2576 |
|
| S3 |
1.1939 |
1.2128 |
1.2547 |
|
| S4 |
1.1621 |
1.1810 |
1.2459 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3189 |
|
2.618 |
1.2947 |
|
1.618 |
1.2799 |
|
1.000 |
1.2708 |
|
0.618 |
1.2651 |
|
HIGH |
1.2560 |
|
0.618 |
1.2503 |
|
0.500 |
1.2486 |
|
0.382 |
1.2469 |
|
LOW |
1.2412 |
|
0.618 |
1.2321 |
|
1.000 |
1.2264 |
|
1.618 |
1.2173 |
|
2.618 |
1.2025 |
|
4.250 |
1.1783 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2497 |
1.2559 |
| PP |
1.2492 |
1.2540 |
| S1 |
1.2486 |
1.2522 |
|