CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2534 |
1.2441 |
-0.0093 |
-0.7% |
1.2578 |
| High |
1.2545 |
1.2502 |
-0.0043 |
-0.3% |
1.2606 |
| Low |
1.2418 |
1.2394 |
-0.0024 |
-0.2% |
1.2336 |
| Close |
1.2447 |
1.2473 |
0.0026 |
0.2% |
1.2397 |
| Range |
0.0127 |
0.0108 |
-0.0019 |
-15.0% |
0.0270 |
| ATR |
0.0133 |
0.0132 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
2,553 |
798 |
-1,755 |
-68.7% |
6,248 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2780 |
1.2735 |
1.2532 |
|
| R3 |
1.2672 |
1.2627 |
1.2503 |
|
| R2 |
1.2564 |
1.2564 |
1.2493 |
|
| R1 |
1.2519 |
1.2519 |
1.2483 |
1.2542 |
| PP |
1.2456 |
1.2456 |
1.2456 |
1.2468 |
| S1 |
1.2411 |
1.2411 |
1.2463 |
1.2434 |
| S2 |
1.2348 |
1.2348 |
1.2453 |
|
| S3 |
1.2240 |
1.2303 |
1.2443 |
|
| S4 |
1.2132 |
1.2195 |
1.2414 |
|
|
| 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% |
0.0132 |
1.1% |
66% |
False |
False |
932 |
| 10 |
1.2705 |
1.2336 |
0.0369 |
3.0% |
0.0138 |
1.1% |
37% |
False |
False |
1,073 |
| 20 |
1.2705 |
1.2150 |
0.0555 |
4.4% |
0.0129 |
1.0% |
58% |
False |
False |
832 |
| 40 |
1.3094 |
1.2119 |
0.0975 |
7.8% |
0.0134 |
1.1% |
36% |
False |
False |
628 |
| 60 |
1.3492 |
1.2119 |
0.1373 |
11.0% |
0.0124 |
1.0% |
26% |
False |
False |
440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2961 |
|
2.618 |
1.2785 |
|
1.618 |
1.2677 |
|
1.000 |
1.2610 |
|
0.618 |
1.2569 |
|
HIGH |
1.2502 |
|
0.618 |
1.2461 |
|
0.500 |
1.2448 |
|
0.382 |
1.2435 |
|
LOW |
1.2394 |
|
0.618 |
1.2327 |
|
1.000 |
1.2286 |
|
1.618 |
1.2219 |
|
2.618 |
1.2111 |
|
4.250 |
1.1935 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2465 |
1.2464 |
| PP |
1.2456 |
1.2455 |
| S1 |
1.2448 |
1.2446 |
|