CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2964 |
1.2862 |
-0.0102 |
-0.8% |
1.2982 |
| High |
1.2967 |
1.2878 |
-0.0089 |
-0.7% |
1.3076 |
| Low |
1.2835 |
1.2736 |
-0.0099 |
-0.8% |
1.2935 |
| Close |
1.2875 |
1.2744 |
-0.0131 |
-1.0% |
1.2997 |
| Range |
0.0132 |
0.0142 |
0.0010 |
7.6% |
0.0141 |
| ATR |
0.0119 |
0.0120 |
0.0002 |
1.4% |
0.0000 |
| Volume |
124,686 |
133,639 |
8,953 |
7.2% |
413,793 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3212 |
1.3120 |
1.2822 |
|
| R3 |
1.3070 |
1.2978 |
1.2783 |
|
| R2 |
1.2928 |
1.2928 |
1.2770 |
|
| R1 |
1.2836 |
1.2836 |
1.2757 |
1.2811 |
| PP |
1.2786 |
1.2786 |
1.2786 |
1.2774 |
| S1 |
1.2694 |
1.2694 |
1.2731 |
1.2669 |
| S2 |
1.2644 |
1.2644 |
1.2718 |
|
| S3 |
1.2502 |
1.2552 |
1.2705 |
|
| S4 |
1.2360 |
1.2410 |
1.2666 |
|
|
| 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 |
1.2736 |
0.0340 |
2.7% |
0.0104 |
0.8% |
2% |
False |
True |
106,178 |
| 10 |
1.3141 |
1.2736 |
0.0405 |
3.2% |
0.0105 |
0.8% |
2% |
False |
True |
96,006 |
| 20 |
1.3455 |
1.2736 |
0.0719 |
5.6% |
0.0115 |
0.9% |
1% |
False |
True |
77,972 |
| 40 |
1.3471 |
1.2736 |
0.0735 |
5.8% |
0.0115 |
0.9% |
1% |
False |
True |
39,923 |
| 60 |
1.3501 |
1.2736 |
0.0765 |
6.0% |
0.0134 |
1.0% |
1% |
False |
True |
26,708 |
| 80 |
1.5000 |
1.2736 |
0.2264 |
17.8% |
0.0165 |
1.3% |
0% |
False |
True |
20,100 |
| 100 |
1.5000 |
1.2736 |
0.2264 |
17.8% |
0.0142 |
1.1% |
0% |
False |
True |
16,088 |
| 120 |
1.5000 |
1.2736 |
0.2264 |
17.8% |
0.0124 |
1.0% |
0% |
False |
True |
13,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3482 |
|
2.618 |
1.3250 |
|
1.618 |
1.3108 |
|
1.000 |
1.3020 |
|
0.618 |
1.2966 |
|
HIGH |
1.2878 |
|
0.618 |
1.2824 |
|
0.500 |
1.2807 |
|
0.382 |
1.2790 |
|
LOW |
1.2736 |
|
0.618 |
1.2648 |
|
1.000 |
1.2594 |
|
1.618 |
1.2506 |
|
2.618 |
1.2364 |
|
4.250 |
1.2133 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2807 |
1.2889 |
| PP |
1.2786 |
1.2841 |
| S1 |
1.2765 |
1.2792 |
|