CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2429 |
1.2518 |
0.0089 |
0.7% |
1.2384 |
| High |
1.2558 |
1.2553 |
-0.0005 |
0.0% |
1.2545 |
| Low |
1.2422 |
1.2452 |
0.0030 |
0.2% |
1.2347 |
| Close |
1.2538 |
1.2537 |
-0.0001 |
0.0% |
1.2490 |
| Range |
0.0136 |
0.0101 |
-0.0035 |
-25.7% |
0.0198 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
1,939 |
2,129 |
190 |
9.8% |
4,840 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2817 |
1.2778 |
1.2593 |
|
| R3 |
1.2716 |
1.2677 |
1.2565 |
|
| R2 |
1.2615 |
1.2615 |
1.2556 |
|
| R1 |
1.2576 |
1.2576 |
1.2546 |
1.2596 |
| PP |
1.2514 |
1.2514 |
1.2514 |
1.2524 |
| S1 |
1.2475 |
1.2475 |
1.2528 |
1.2495 |
| S2 |
1.2413 |
1.2413 |
1.2518 |
|
| S3 |
1.2312 |
1.2374 |
1.2509 |
|
| S4 |
1.2211 |
1.2273 |
1.2481 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.2970 |
1.2599 |
|
| R3 |
1.2857 |
1.2772 |
1.2544 |
|
| R2 |
1.2659 |
1.2659 |
1.2526 |
|
| R1 |
1.2574 |
1.2574 |
1.2508 |
1.2617 |
| PP |
1.2461 |
1.2461 |
1.2461 |
1.2482 |
| S1 |
1.2376 |
1.2376 |
1.2472 |
1.2419 |
| S2 |
1.2263 |
1.2263 |
1.2454 |
|
| S3 |
1.2065 |
1.2178 |
1.2436 |
|
| S4 |
1.1867 |
1.1980 |
1.2381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2563 |
1.2394 |
0.0169 |
1.3% |
0.0116 |
0.9% |
85% |
False |
False |
1,295 |
| 10 |
1.2563 |
1.2336 |
0.0227 |
1.8% |
0.0122 |
1.0% |
89% |
False |
False |
1,076 |
| 20 |
1.2705 |
1.2256 |
0.0449 |
3.6% |
0.0133 |
1.1% |
63% |
False |
False |
1,027 |
| 40 |
1.2807 |
1.2119 |
0.0688 |
5.5% |
0.0135 |
1.1% |
61% |
False |
False |
754 |
| 60 |
1.3444 |
1.2119 |
0.1325 |
10.6% |
0.0124 |
1.0% |
32% |
False |
False |
532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2982 |
|
2.618 |
1.2817 |
|
1.618 |
1.2716 |
|
1.000 |
1.2654 |
|
0.618 |
1.2615 |
|
HIGH |
1.2553 |
|
0.618 |
1.2514 |
|
0.500 |
1.2503 |
|
0.382 |
1.2491 |
|
LOW |
1.2452 |
|
0.618 |
1.2390 |
|
1.000 |
1.2351 |
|
1.618 |
1.2289 |
|
2.618 |
1.2188 |
|
4.250 |
1.2023 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2526 |
1.2522 |
| PP |
1.2514 |
1.2506 |
| S1 |
1.2503 |
1.2491 |
|