CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2384 |
1.2534 |
0.0150 |
1.2% |
1.2578 |
| High |
1.2544 |
1.2545 |
0.0001 |
0.0% |
1.2606 |
| Low |
1.2347 |
1.2418 |
0.0071 |
0.6% |
1.2336 |
| Close |
1.2517 |
1.2447 |
-0.0070 |
-0.6% |
1.2397 |
| Range |
0.0197 |
0.0127 |
-0.0070 |
-35.5% |
0.0270 |
| ATR |
0.0134 |
0.0133 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
401 |
2,553 |
2,152 |
536.7% |
6,248 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2851 |
1.2776 |
1.2517 |
|
| R3 |
1.2724 |
1.2649 |
1.2482 |
|
| R2 |
1.2597 |
1.2597 |
1.2470 |
|
| R1 |
1.2522 |
1.2522 |
1.2459 |
1.2496 |
| PP |
1.2470 |
1.2470 |
1.2470 |
1.2457 |
| S1 |
1.2395 |
1.2395 |
1.2435 |
1.2369 |
| S2 |
1.2343 |
1.2343 |
1.2424 |
|
| S3 |
1.2216 |
1.2268 |
1.2412 |
|
| S4 |
1.2089 |
1.2141 |
1.2377 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2545 |
1.2336 |
0.0209 |
1.7% |
0.0129 |
1.0% |
53% |
True |
False |
856 |
| 10 |
1.2705 |
1.2336 |
0.0369 |
3.0% |
0.0146 |
1.2% |
30% |
False |
False |
1,084 |
| 20 |
1.2705 |
1.2150 |
0.0555 |
4.5% |
0.0128 |
1.0% |
54% |
False |
False |
830 |
| 40 |
1.3094 |
1.2119 |
0.0975 |
7.8% |
0.0133 |
1.1% |
34% |
False |
False |
608 |
| 60 |
1.3492 |
1.2119 |
0.1373 |
11.0% |
0.0122 |
1.0% |
24% |
False |
False |
427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3085 |
|
2.618 |
1.2877 |
|
1.618 |
1.2750 |
|
1.000 |
1.2672 |
|
0.618 |
1.2623 |
|
HIGH |
1.2545 |
|
0.618 |
1.2496 |
|
0.500 |
1.2482 |
|
0.382 |
1.2467 |
|
LOW |
1.2418 |
|
0.618 |
1.2340 |
|
1.000 |
1.2291 |
|
1.618 |
1.2213 |
|
2.618 |
1.2086 |
|
4.250 |
1.1878 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2482 |
1.2445 |
| PP |
1.2470 |
1.2443 |
| S1 |
1.2459 |
1.2441 |
|