CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2982 |
1.2964 |
-0.0018 |
-0.1% |
1.2982 |
| High |
1.3042 |
1.2967 |
-0.0075 |
-0.6% |
1.3076 |
| Low |
1.2954 |
1.2835 |
-0.0119 |
-0.9% |
1.2935 |
| Close |
1.2997 |
1.2875 |
-0.0122 |
-0.9% |
1.2997 |
| Range |
0.0088 |
0.0132 |
0.0044 |
50.0% |
0.0141 |
| ATR |
0.0115 |
0.0119 |
0.0003 |
2.9% |
0.0000 |
| Volume |
120,833 |
124,686 |
3,853 |
3.2% |
413,793 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3288 |
1.3214 |
1.2948 |
|
| R3 |
1.3156 |
1.3082 |
1.2911 |
|
| R2 |
1.3024 |
1.3024 |
1.2899 |
|
| R1 |
1.2950 |
1.2950 |
1.2887 |
1.2921 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2878 |
| S1 |
1.2818 |
1.2818 |
1.2863 |
1.2789 |
| S2 |
1.2760 |
1.2760 |
1.2851 |
|
| S3 |
1.2628 |
1.2686 |
1.2839 |
|
| S4 |
1.2496 |
1.2554 |
1.2802 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3426 |
1.3352 |
1.3075 |
|
| R3 |
1.3285 |
1.3211 |
1.3036 |
|
| R2 |
1.3144 |
1.3144 |
1.3023 |
|
| R1 |
1.3070 |
1.3070 |
1.3010 |
1.3107 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.3021 |
| S1 |
1.2929 |
1.2929 |
1.2984 |
1.2966 |
| S2 |
1.2862 |
1.2862 |
1.2971 |
|
| S3 |
1.2721 |
1.2788 |
1.2958 |
|
| S4 |
1.2580 |
1.2647 |
1.2919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3076 |
1.2835 |
0.0241 |
1.9% |
0.0094 |
0.7% |
17% |
False |
True |
94,307 |
| 10 |
1.3141 |
1.2835 |
0.0306 |
2.4% |
0.0103 |
0.8% |
13% |
False |
True |
90,941 |
| 20 |
1.3471 |
1.2835 |
0.0636 |
4.9% |
0.0116 |
0.9% |
6% |
False |
True |
71,779 |
| 40 |
1.3471 |
1.2835 |
0.0636 |
4.9% |
0.0113 |
0.9% |
6% |
False |
True |
36,585 |
| 60 |
1.3501 |
1.2835 |
0.0666 |
5.2% |
0.0134 |
1.0% |
6% |
False |
True |
24,484 |
| 80 |
1.5000 |
1.2835 |
0.2165 |
16.8% |
0.0166 |
1.3% |
2% |
False |
True |
18,430 |
| 100 |
1.5000 |
1.2835 |
0.2165 |
16.8% |
0.0140 |
1.1% |
2% |
False |
True |
14,752 |
| 120 |
1.5000 |
1.2835 |
0.2165 |
16.8% |
0.0124 |
1.0% |
2% |
False |
True |
12,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3528 |
|
2.618 |
1.3313 |
|
1.618 |
1.3181 |
|
1.000 |
1.3099 |
|
0.618 |
1.3049 |
|
HIGH |
1.2967 |
|
0.618 |
1.2917 |
|
0.500 |
1.2901 |
|
0.382 |
1.2885 |
|
LOW |
1.2835 |
|
0.618 |
1.2753 |
|
1.000 |
1.2703 |
|
1.618 |
1.2621 |
|
2.618 |
1.2489 |
|
4.250 |
1.2274 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2901 |
1.2956 |
| PP |
1.2892 |
1.2929 |
| S1 |
1.2884 |
1.2902 |
|