CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2308 |
1.2476 |
0.0168 |
1.4% |
1.2197 |
| High |
1.2505 |
1.2566 |
0.0061 |
0.5% |
1.2566 |
| Low |
1.2306 |
1.2458 |
0.0152 |
1.2% |
1.2154 |
| Close |
1.2467 |
1.2515 |
0.0048 |
0.4% |
1.2515 |
| Range |
0.0199 |
0.0108 |
-0.0091 |
-45.7% |
0.0412 |
| ATR |
0.0130 |
0.0129 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
233,680 |
119,868 |
-113,812 |
-48.7% |
684,524 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2837 |
1.2784 |
1.2574 |
|
| R3 |
1.2729 |
1.2676 |
1.2545 |
|
| R2 |
1.2621 |
1.2621 |
1.2535 |
|
| R1 |
1.2568 |
1.2568 |
1.2525 |
1.2595 |
| PP |
1.2513 |
1.2513 |
1.2513 |
1.2526 |
| S1 |
1.2460 |
1.2460 |
1.2505 |
1.2487 |
| S2 |
1.2405 |
1.2405 |
1.2495 |
|
| S3 |
1.2297 |
1.2352 |
1.2485 |
|
| S4 |
1.2189 |
1.2244 |
1.2456 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3648 |
1.3493 |
1.2742 |
|
| R3 |
1.3236 |
1.3081 |
1.2628 |
|
| R2 |
1.2824 |
1.2824 |
1.2591 |
|
| R1 |
1.2669 |
1.2669 |
1.2553 |
1.2747 |
| PP |
1.2412 |
1.2412 |
1.2412 |
1.2450 |
| S1 |
1.2257 |
1.2257 |
1.2477 |
1.2335 |
| S2 |
1.2000 |
1.2000 |
1.2439 |
|
| S3 |
1.1588 |
1.1845 |
1.2402 |
|
| S4 |
1.1176 |
1.1433 |
1.2288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2566 |
1.2154 |
0.0412 |
3.3% |
0.0125 |
1.0% |
88% |
True |
False |
136,904 |
| 10 |
1.2566 |
1.2093 |
0.0473 |
3.8% |
0.0117 |
0.9% |
89% |
True |
False |
128,661 |
| 20 |
1.2566 |
1.2093 |
0.0473 |
3.8% |
0.0123 |
1.0% |
89% |
True |
False |
126,055 |
| 40 |
1.3369 |
1.2034 |
0.1335 |
10.7% |
0.0133 |
1.1% |
36% |
False |
False |
113,133 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0127 |
1.0% |
33% |
False |
False |
76,972 |
| 80 |
1.3501 |
1.2034 |
0.1467 |
11.7% |
0.0131 |
1.0% |
33% |
False |
False |
57,816 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
23.7% |
0.0162 |
1.3% |
16% |
False |
False |
46,320 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.7% |
0.0146 |
1.2% |
16% |
False |
False |
38,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3025 |
|
2.618 |
1.2849 |
|
1.618 |
1.2741 |
|
1.000 |
1.2674 |
|
0.618 |
1.2633 |
|
HIGH |
1.2566 |
|
0.618 |
1.2525 |
|
0.500 |
1.2512 |
|
0.382 |
1.2499 |
|
LOW |
1.2458 |
|
0.618 |
1.2391 |
|
1.000 |
1.2350 |
|
1.618 |
1.2283 |
|
2.618 |
1.2175 |
|
4.250 |
1.1999 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2514 |
1.2476 |
| PP |
1.2513 |
1.2437 |
| S1 |
1.2512 |
1.2399 |
|