CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2427 |
1.2431 |
0.0004 |
0.0% |
1.2349 |
| High |
1.2474 |
1.2500 |
0.0026 |
0.2% |
1.2520 |
| Low |
1.2365 |
1.2406 |
0.0041 |
0.3% |
1.2319 |
| Close |
1.2444 |
1.2461 |
0.0017 |
0.1% |
1.2461 |
| Range |
0.0109 |
0.0094 |
-0.0015 |
-13.8% |
0.0201 |
| ATR |
0.0136 |
0.0133 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
107,630 |
113,603 |
5,973 |
5.5% |
460,939 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2738 |
1.2693 |
1.2513 |
|
| R3 |
1.2644 |
1.2599 |
1.2487 |
|
| R2 |
1.2550 |
1.2550 |
1.2478 |
|
| R1 |
1.2505 |
1.2505 |
1.2470 |
1.2528 |
| PP |
1.2456 |
1.2456 |
1.2456 |
1.2467 |
| S1 |
1.2411 |
1.2411 |
1.2452 |
1.2434 |
| S2 |
1.2362 |
1.2362 |
1.2444 |
|
| S3 |
1.2268 |
1.2317 |
1.2435 |
|
| S4 |
1.2174 |
1.2223 |
1.2409 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.2950 |
1.2572 |
|
| R3 |
1.2835 |
1.2749 |
1.2516 |
|
| R2 |
1.2634 |
1.2634 |
1.2498 |
|
| R1 |
1.2548 |
1.2548 |
1.2479 |
1.2591 |
| PP |
1.2433 |
1.2433 |
1.2433 |
1.2455 |
| S1 |
1.2347 |
1.2347 |
1.2443 |
1.2390 |
| S2 |
1.2232 |
1.2232 |
1.2424 |
|
| S3 |
1.2031 |
1.2146 |
1.2406 |
|
| S4 |
1.1830 |
1.1945 |
1.2350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2520 |
1.2308 |
0.0212 |
1.7% |
0.0134 |
1.1% |
72% |
False |
False |
119,128 |
| 10 |
1.2682 |
1.2308 |
0.0374 |
3.0% |
0.0131 |
1.1% |
41% |
False |
False |
122,147 |
| 20 |
1.2682 |
1.2125 |
0.0557 |
4.5% |
0.0132 |
1.1% |
60% |
False |
False |
128,347 |
| 40 |
1.3042 |
1.2034 |
0.1008 |
8.1% |
0.0140 |
1.1% |
42% |
False |
False |
128,615 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0133 |
1.1% |
30% |
False |
False |
105,690 |
| 80 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0128 |
1.0% |
30% |
False |
False |
79,551 |
| 100 |
1.3501 |
1.2034 |
0.1467 |
11.8% |
0.0136 |
1.1% |
29% |
False |
False |
63,684 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0157 |
1.3% |
14% |
False |
False |
53,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2900 |
|
2.618 |
1.2746 |
|
1.618 |
1.2652 |
|
1.000 |
1.2594 |
|
0.618 |
1.2558 |
|
HIGH |
1.2500 |
|
0.618 |
1.2464 |
|
0.500 |
1.2453 |
|
0.382 |
1.2442 |
|
LOW |
1.2406 |
|
0.618 |
1.2348 |
|
1.000 |
1.2312 |
|
1.618 |
1.2254 |
|
2.618 |
1.2160 |
|
4.250 |
1.2007 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2458 |
1.2455 |
| PP |
1.2456 |
1.2449 |
| S1 |
1.2453 |
1.2443 |
|