CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2509 |
1.2454 |
-0.0055 |
-0.4% |
1.2484 |
| High |
1.2536 |
1.2509 |
-0.0027 |
-0.2% |
1.2682 |
| Low |
1.2386 |
1.2416 |
0.0030 |
0.2% |
1.2361 |
| Close |
1.2477 |
1.2447 |
-0.0030 |
-0.2% |
1.2609 |
| Range |
0.0150 |
0.0093 |
-0.0057 |
-38.0% |
0.0321 |
| ATR |
0.0139 |
0.0136 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
139,387 |
108,200 |
-31,187 |
-22.4% |
641,041 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2736 |
1.2685 |
1.2498 |
|
| R3 |
1.2643 |
1.2592 |
1.2473 |
|
| R2 |
1.2550 |
1.2550 |
1.2464 |
|
| R1 |
1.2499 |
1.2499 |
1.2456 |
1.2478 |
| PP |
1.2457 |
1.2457 |
1.2457 |
1.2447 |
| S1 |
1.2406 |
1.2406 |
1.2438 |
1.2385 |
| S2 |
1.2364 |
1.2364 |
1.2430 |
|
| S3 |
1.2271 |
1.2313 |
1.2421 |
|
| S4 |
1.2178 |
1.2220 |
1.2396 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3514 |
1.3382 |
1.2786 |
|
| R3 |
1.3193 |
1.3061 |
1.2697 |
|
| R2 |
1.2872 |
1.2872 |
1.2668 |
|
| R1 |
1.2740 |
1.2740 |
1.2638 |
1.2806 |
| PP |
1.2551 |
1.2551 |
1.2551 |
1.2584 |
| S1 |
1.2419 |
1.2419 |
1.2580 |
1.2485 |
| S2 |
1.2230 |
1.2230 |
1.2550 |
|
| S3 |
1.1909 |
1.2098 |
1.2521 |
|
| S4 |
1.1588 |
1.1777 |
1.2432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2682 |
1.2385 |
0.0297 |
2.4% |
0.0151 |
1.2% |
21% |
False |
False |
131,250 |
| 10 |
1.2682 |
1.2306 |
0.0376 |
3.0% |
0.0145 |
1.2% |
38% |
False |
False |
138,057 |
| 20 |
1.2682 |
1.2093 |
0.0589 |
4.7% |
0.0125 |
1.0% |
60% |
False |
False |
124,227 |
| 40 |
1.3141 |
1.2034 |
0.1107 |
8.9% |
0.0135 |
1.1% |
37% |
False |
False |
122,658 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0130 |
1.0% |
29% |
False |
False |
93,906 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0129 |
1.0% |
29% |
False |
False |
70,630 |
| 100 |
1.3548 |
1.2034 |
0.1514 |
12.2% |
0.0142 |
1.1% |
27% |
False |
False |
56,568 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0153 |
1.2% |
14% |
False |
False |
47,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2904 |
|
2.618 |
1.2752 |
|
1.618 |
1.2659 |
|
1.000 |
1.2602 |
|
0.618 |
1.2566 |
|
HIGH |
1.2509 |
|
0.618 |
1.2473 |
|
0.500 |
1.2463 |
|
0.382 |
1.2452 |
|
LOW |
1.2416 |
|
0.618 |
1.2359 |
|
1.000 |
1.2323 |
|
1.618 |
1.2266 |
|
2.618 |
1.2173 |
|
4.250 |
1.2021 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2463 |
1.2494 |
| PP |
1.2457 |
1.2478 |
| S1 |
1.2452 |
1.2463 |
|