CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2484 |
1.2403 |
-0.0081 |
-0.6% |
1.2197 |
| High |
1.2508 |
1.2448 |
-0.0060 |
-0.5% |
1.2566 |
| Low |
1.2388 |
1.2370 |
-0.0018 |
-0.1% |
1.2154 |
| Close |
1.2408 |
1.2404 |
-0.0004 |
0.0% |
1.2515 |
| Range |
0.0120 |
0.0078 |
-0.0042 |
-35.0% |
0.0412 |
| ATR |
0.0129 |
0.0125 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
117,842 |
84,573 |
-33,269 |
-28.2% |
684,524 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2641 |
1.2601 |
1.2447 |
|
| R3 |
1.2563 |
1.2523 |
1.2425 |
|
| R2 |
1.2485 |
1.2485 |
1.2418 |
|
| R1 |
1.2445 |
1.2445 |
1.2411 |
1.2465 |
| PP |
1.2407 |
1.2407 |
1.2407 |
1.2418 |
| S1 |
1.2367 |
1.2367 |
1.2397 |
1.2387 |
| S2 |
1.2329 |
1.2329 |
1.2390 |
|
| S3 |
1.2251 |
1.2289 |
1.2383 |
|
| S4 |
1.2173 |
1.2211 |
1.2361 |
|
|
| 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 |
1.2231 |
0.0335 |
2.7% |
0.0128 |
1.0% |
52% |
False |
False |
135,091 |
| 10 |
1.2566 |
1.2125 |
0.0441 |
3.6% |
0.0114 |
0.9% |
63% |
False |
False |
125,129 |
| 20 |
1.2566 |
1.2093 |
0.0473 |
3.8% |
0.0114 |
0.9% |
66% |
False |
False |
121,840 |
| 40 |
1.3300 |
1.2034 |
0.1266 |
10.2% |
0.0130 |
1.1% |
29% |
False |
False |
115,410 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0127 |
1.0% |
26% |
False |
False |
80,310 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0127 |
1.0% |
26% |
False |
False |
60,342 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
23.9% |
0.0160 |
1.3% |
12% |
False |
False |
48,343 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.9% |
0.0147 |
1.2% |
12% |
False |
False |
40,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2780 |
|
2.618 |
1.2652 |
|
1.618 |
1.2574 |
|
1.000 |
1.2526 |
|
0.618 |
1.2496 |
|
HIGH |
1.2448 |
|
0.618 |
1.2418 |
|
0.500 |
1.2409 |
|
0.382 |
1.2400 |
|
LOW |
1.2370 |
|
0.618 |
1.2322 |
|
1.000 |
1.2292 |
|
1.618 |
1.2244 |
|
2.618 |
1.2166 |
|
4.250 |
1.2039 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2409 |
1.2468 |
| PP |
1.2407 |
1.2447 |
| S1 |
1.2406 |
1.2425 |
|