CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2403 |
1.2379 |
-0.0024 |
-0.2% |
1.2197 |
| High |
1.2448 |
1.2557 |
0.0109 |
0.9% |
1.2566 |
| Low |
1.2370 |
1.2361 |
-0.0009 |
-0.1% |
1.2154 |
| Close |
1.2404 |
1.2449 |
0.0045 |
0.4% |
1.2515 |
| Range |
0.0078 |
0.0196 |
0.0118 |
151.3% |
0.0412 |
| ATR |
0.0125 |
0.0130 |
0.0005 |
4.1% |
0.0000 |
| Volume |
84,573 |
168,362 |
83,789 |
99.1% |
684,524 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3044 |
1.2942 |
1.2557 |
|
| R3 |
1.2848 |
1.2746 |
1.2503 |
|
| R2 |
1.2652 |
1.2652 |
1.2485 |
|
| R1 |
1.2550 |
1.2550 |
1.2467 |
1.2601 |
| PP |
1.2456 |
1.2456 |
1.2456 |
1.2481 |
| S1 |
1.2354 |
1.2354 |
1.2431 |
1.2405 |
| S2 |
1.2260 |
1.2260 |
1.2413 |
|
| S3 |
1.2064 |
1.2158 |
1.2395 |
|
| S4 |
1.1868 |
1.1962 |
1.2341 |
|
|
| 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 |
1.2306 |
0.0260 |
2.1% |
0.0140 |
1.1% |
55% |
False |
False |
144,865 |
| 10 |
1.2566 |
1.2125 |
0.0441 |
3.5% |
0.0124 |
1.0% |
73% |
False |
False |
131,272 |
| 20 |
1.2566 |
1.2093 |
0.0473 |
3.8% |
0.0114 |
0.9% |
75% |
False |
False |
119,958 |
| 40 |
1.3300 |
1.2034 |
0.1266 |
10.2% |
0.0133 |
1.1% |
33% |
False |
False |
117,426 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0127 |
1.0% |
29% |
False |
False |
83,086 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0128 |
1.0% |
29% |
False |
False |
62,442 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0160 |
1.3% |
14% |
False |
False |
50,025 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0149 |
1.2% |
14% |
False |
False |
41,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3390 |
|
2.618 |
1.3070 |
|
1.618 |
1.2874 |
|
1.000 |
1.2753 |
|
0.618 |
1.2678 |
|
HIGH |
1.2557 |
|
0.618 |
1.2482 |
|
0.500 |
1.2459 |
|
0.382 |
1.2436 |
|
LOW |
1.2361 |
|
0.618 |
1.2240 |
|
1.000 |
1.2165 |
|
1.618 |
1.2044 |
|
2.618 |
1.1848 |
|
4.250 |
1.1528 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2459 |
1.2459 |
| PP |
1.2456 |
1.2456 |
| S1 |
1.2452 |
1.2452 |
|