CME British Pound Future March 2017
Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.2441 |
1.2461 |
0.0020 |
0.2% |
1.2384 |
High |
1.2502 |
1.2528 |
0.0026 |
0.2% |
1.2545 |
Low |
1.2394 |
1.2437 |
0.0043 |
0.3% |
1.2347 |
Close |
1.2473 |
1.2490 |
0.0017 |
0.1% |
1.2490 |
Range |
0.0108 |
0.0091 |
-0.0017 |
-15.7% |
0.0198 |
ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.2% |
0.0000 |
Volume |
798 |
1,088 |
290 |
36.3% |
4,840 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2758 |
1.2715 |
1.2540 |
|
R3 |
1.2667 |
1.2624 |
1.2515 |
|
R2 |
1.2576 |
1.2576 |
1.2507 |
|
R1 |
1.2533 |
1.2533 |
1.2498 |
1.2555 |
PP |
1.2485 |
1.2485 |
1.2485 |
1.2496 |
S1 |
1.2442 |
1.2442 |
1.2482 |
1.2464 |
S2 |
1.2394 |
1.2394 |
1.2473 |
|
S3 |
1.2303 |
1.2351 |
1.2465 |
|
S4 |
1.2212 |
1.2260 |
1.2440 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3055 |
1.2970 |
1.2599 |
|
R3 |
1.2857 |
1.2772 |
1.2544 |
|
R2 |
1.2659 |
1.2659 |
1.2526 |
|
R1 |
1.2574 |
1.2574 |
1.2508 |
1.2617 |
PP |
1.2461 |
1.2461 |
1.2461 |
1.2482 |
S1 |
1.2376 |
1.2376 |
1.2472 |
1.2419 |
S2 |
1.2263 |
1.2263 |
1.2454 |
|
S3 |
1.2065 |
1.2178 |
1.2436 |
|
S4 |
1.1867 |
1.1980 |
1.2381 |
|
|
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% |
0.0131 |
1.1% |
74% |
False |
False |
1,093 |
10 |
1.2705 |
1.2336 |
0.0369 |
3.0% |
0.0126 |
1.0% |
42% |
False |
False |
1,157 |
20 |
1.2705 |
1.2150 |
0.0555 |
4.4% |
0.0128 |
1.0% |
61% |
False |
False |
836 |
40 |
1.3065 |
1.2119 |
0.0946 |
7.6% |
0.0134 |
1.1% |
39% |
False |
False |
654 |
60 |
1.3492 |
1.2119 |
0.1373 |
11.0% |
0.0124 |
1.0% |
27% |
False |
False |
458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2915 |
2.618 |
1.2766 |
1.618 |
1.2675 |
1.000 |
1.2619 |
0.618 |
1.2584 |
HIGH |
1.2528 |
0.618 |
1.2493 |
0.500 |
1.2483 |
0.382 |
1.2472 |
LOW |
1.2437 |
0.618 |
1.2381 |
1.000 |
1.2346 |
1.618 |
1.2290 |
2.618 |
1.2199 |
4.250 |
1.2050 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.2488 |
1.2483 |
PP |
1.2485 |
1.2476 |
S1 |
1.2483 |
1.2470 |
|