CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2461 |
1.2499 |
0.0038 |
0.3% |
1.2384 |
| High |
1.2528 |
1.2563 |
0.0035 |
0.3% |
1.2545 |
| Low |
1.2437 |
1.2419 |
-0.0018 |
-0.1% |
1.2347 |
| Close |
1.2490 |
1.2446 |
-0.0044 |
-0.4% |
1.2490 |
| Range |
0.0091 |
0.0144 |
0.0053 |
58.2% |
0.0198 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,088 |
525 |
-563 |
-51.7% |
4,840 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2908 |
1.2821 |
1.2525 |
|
| R3 |
1.2764 |
1.2677 |
1.2486 |
|
| R2 |
1.2620 |
1.2620 |
1.2472 |
|
| R1 |
1.2533 |
1.2533 |
1.2459 |
1.2505 |
| PP |
1.2476 |
1.2476 |
1.2476 |
1.2462 |
| S1 |
1.2389 |
1.2389 |
1.2433 |
1.2361 |
| S2 |
1.2332 |
1.2332 |
1.2420 |
|
| S3 |
1.2188 |
1.2245 |
1.2406 |
|
| S4 |
1.2044 |
1.2101 |
1.2367 |
|
|
| 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 |
1.2563 |
1.2347 |
0.0216 |
1.7% |
0.0133 |
1.1% |
46% |
True |
False |
1,073 |
| 10 |
1.2606 |
1.2336 |
0.0270 |
2.2% |
0.0126 |
1.0% |
41% |
False |
False |
1,161 |
| 20 |
1.2705 |
1.2180 |
0.0525 |
4.2% |
0.0130 |
1.0% |
51% |
False |
False |
845 |
| 40 |
1.2985 |
1.2119 |
0.0866 |
7.0% |
0.0136 |
1.1% |
38% |
False |
False |
656 |
| 60 |
1.3492 |
1.2119 |
0.1373 |
11.0% |
0.0124 |
1.0% |
24% |
False |
False |
467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3175 |
|
2.618 |
1.2940 |
|
1.618 |
1.2796 |
|
1.000 |
1.2707 |
|
0.618 |
1.2652 |
|
HIGH |
1.2563 |
|
0.618 |
1.2508 |
|
0.500 |
1.2491 |
|
0.382 |
1.2474 |
|
LOW |
1.2419 |
|
0.618 |
1.2330 |
|
1.000 |
1.2275 |
|
1.618 |
1.2186 |
|
2.618 |
1.2042 |
|
4.250 |
1.1807 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2491 |
1.2479 |
| PP |
1.2476 |
1.2468 |
| S1 |
1.2461 |
1.2457 |
|