CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2459 |
1.2585 |
0.0126 |
1.0% |
1.2506 |
| High |
1.2616 |
1.2705 |
0.0089 |
0.7% |
1.2705 |
| Low |
1.2411 |
1.2559 |
0.0148 |
1.2% |
1.2387 |
| Close |
1.2598 |
1.2634 |
0.0036 |
0.3% |
1.2634 |
| Range |
0.0205 |
0.0146 |
-0.0059 |
-28.8% |
0.0318 |
| ATR |
0.0130 |
0.0132 |
0.0001 |
0.9% |
0.0000 |
| Volume |
244 |
487 |
243 |
99.6% |
2,350 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3071 |
1.2998 |
1.2714 |
|
| R3 |
1.2925 |
1.2852 |
1.2674 |
|
| R2 |
1.2779 |
1.2779 |
1.2661 |
|
| R1 |
1.2706 |
1.2706 |
1.2647 |
1.2743 |
| PP |
1.2633 |
1.2633 |
1.2633 |
1.2651 |
| S1 |
1.2560 |
1.2560 |
1.2621 |
1.2597 |
| S2 |
1.2487 |
1.2487 |
1.2607 |
|
| S3 |
1.2341 |
1.2414 |
1.2594 |
|
| S4 |
1.2195 |
1.2268 |
1.2554 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3529 |
1.3400 |
1.2809 |
|
| R3 |
1.3211 |
1.3082 |
1.2721 |
|
| R2 |
1.2893 |
1.2893 |
1.2692 |
|
| R1 |
1.2764 |
1.2764 |
1.2663 |
1.2829 |
| PP |
1.2575 |
1.2575 |
1.2575 |
1.2608 |
| S1 |
1.2446 |
1.2446 |
1.2605 |
1.2511 |
| S2 |
1.2257 |
1.2257 |
1.2576 |
|
| S3 |
1.1939 |
1.2128 |
1.2547 |
|
| S4 |
1.1621 |
1.1810 |
1.2459 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3326 |
|
2.618 |
1.3087 |
|
1.618 |
1.2941 |
|
1.000 |
1.2851 |
|
0.618 |
1.2795 |
|
HIGH |
1.2705 |
|
0.618 |
1.2649 |
|
0.500 |
1.2632 |
|
0.382 |
1.2615 |
|
LOW |
1.2559 |
|
0.618 |
1.2469 |
|
1.000 |
1.2413 |
|
1.618 |
1.2323 |
|
2.618 |
1.2177 |
|
4.250 |
1.1939 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2633 |
1.2605 |
| PP |
1.2633 |
1.2575 |
| S1 |
1.2632 |
1.2546 |
|