CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2499 |
1.2429 |
-0.0070 |
-0.6% |
1.2384 |
| High |
1.2563 |
1.2558 |
-0.0005 |
0.0% |
1.2545 |
| Low |
1.2419 |
1.2422 |
0.0003 |
0.0% |
1.2347 |
| Close |
1.2446 |
1.2538 |
0.0092 |
0.7% |
1.2490 |
| Range |
0.0144 |
0.0136 |
-0.0008 |
-5.6% |
0.0198 |
| ATR |
0.0130 |
0.0130 |
0.0000 |
0.3% |
0.0000 |
| Volume |
525 |
1,939 |
1,414 |
269.3% |
4,840 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2914 |
1.2862 |
1.2613 |
|
| R3 |
1.2778 |
1.2726 |
1.2575 |
|
| R2 |
1.2642 |
1.2642 |
1.2563 |
|
| R1 |
1.2590 |
1.2590 |
1.2550 |
1.2616 |
| PP |
1.2506 |
1.2506 |
1.2506 |
1.2519 |
| S1 |
1.2454 |
1.2454 |
1.2526 |
1.2480 |
| S2 |
1.2370 |
1.2370 |
1.2513 |
|
| S3 |
1.2234 |
1.2318 |
1.2501 |
|
| S4 |
1.2098 |
1.2182 |
1.2463 |
|
|
| 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 |
1.2394 |
0.0169 |
1.3% |
0.0121 |
1.0% |
85% |
False |
False |
1,380 |
| 10 |
1.2563 |
1.2336 |
0.0227 |
1.8% |
0.0127 |
1.0% |
89% |
False |
False |
1,325 |
| 20 |
1.2705 |
1.2240 |
0.0465 |
3.7% |
0.0132 |
1.1% |
64% |
False |
False |
931 |
| 40 |
1.2901 |
1.2119 |
0.0782 |
6.2% |
0.0136 |
1.1% |
54% |
False |
False |
703 |
| 60 |
1.3492 |
1.2119 |
0.1373 |
11.0% |
0.0125 |
1.0% |
31% |
False |
False |
499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3136 |
|
2.618 |
1.2914 |
|
1.618 |
1.2778 |
|
1.000 |
1.2694 |
|
0.618 |
1.2642 |
|
HIGH |
1.2558 |
|
0.618 |
1.2506 |
|
0.500 |
1.2490 |
|
0.382 |
1.2474 |
|
LOW |
1.2422 |
|
0.618 |
1.2338 |
|
1.000 |
1.2286 |
|
1.618 |
1.2202 |
|
2.618 |
1.2066 |
|
4.250 |
1.1844 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2522 |
1.2522 |
| PP |
1.2506 |
1.2507 |
| S1 |
1.2490 |
1.2491 |
|