CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2439 |
1.2384 |
-0.0055 |
-0.4% |
1.2578 |
| High |
1.2469 |
1.2544 |
0.0075 |
0.6% |
1.2606 |
| Low |
1.2336 |
1.2347 |
0.0011 |
0.1% |
1.2336 |
| Close |
1.2397 |
1.2517 |
0.0120 |
1.0% |
1.2397 |
| Range |
0.0133 |
0.0197 |
0.0064 |
48.1% |
0.0270 |
| ATR |
0.0129 |
0.0134 |
0.0005 |
3.8% |
0.0000 |
| Volume |
628 |
401 |
-227 |
-36.1% |
6,248 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3060 |
1.2986 |
1.2625 |
|
| R3 |
1.2863 |
1.2789 |
1.2571 |
|
| R2 |
1.2666 |
1.2666 |
1.2553 |
|
| R1 |
1.2592 |
1.2592 |
1.2535 |
1.2629 |
| PP |
1.2469 |
1.2469 |
1.2469 |
1.2488 |
| S1 |
1.2395 |
1.2395 |
1.2499 |
1.2432 |
| S2 |
1.2272 |
1.2272 |
1.2481 |
|
| S3 |
1.2075 |
1.2198 |
1.2463 |
|
| S4 |
1.1878 |
1.2001 |
1.2409 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3256 |
1.3097 |
1.2546 |
|
| R3 |
1.2986 |
1.2827 |
1.2471 |
|
| R2 |
1.2716 |
1.2716 |
1.2447 |
|
| R1 |
1.2557 |
1.2557 |
1.2422 |
1.2502 |
| PP |
1.2446 |
1.2446 |
1.2446 |
1.2419 |
| S1 |
1.2287 |
1.2287 |
1.2372 |
1.2232 |
| S2 |
1.2176 |
1.2176 |
1.2348 |
|
| S3 |
1.1906 |
1.2017 |
1.2323 |
|
| S4 |
1.1636 |
1.1747 |
1.2249 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3381 |
|
2.618 |
1.3060 |
|
1.618 |
1.2863 |
|
1.000 |
1.2741 |
|
0.618 |
1.2666 |
|
HIGH |
1.2544 |
|
0.618 |
1.2469 |
|
0.500 |
1.2446 |
|
0.382 |
1.2422 |
|
LOW |
1.2347 |
|
0.618 |
1.2225 |
|
1.000 |
1.2150 |
|
1.618 |
1.2028 |
|
2.618 |
1.1831 |
|
4.250 |
1.1510 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2493 |
1.2491 |
| PP |
1.2469 |
1.2466 |
| S1 |
1.2446 |
1.2440 |
|