CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2862 |
1.2746 |
-0.0116 |
-0.9% |
1.2982 |
| High |
1.2878 |
1.2786 |
-0.0092 |
-0.7% |
1.3076 |
| Low |
1.2736 |
1.2700 |
-0.0036 |
-0.3% |
1.2935 |
| Close |
1.2744 |
1.2764 |
0.0020 |
0.2% |
1.2997 |
| Range |
0.0142 |
0.0086 |
-0.0056 |
-39.4% |
0.0141 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
133,639 |
104,822 |
-28,817 |
-21.6% |
413,793 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3008 |
1.2972 |
1.2811 |
|
| R3 |
1.2922 |
1.2886 |
1.2788 |
|
| R2 |
1.2836 |
1.2836 |
1.2780 |
|
| R1 |
1.2800 |
1.2800 |
1.2772 |
1.2818 |
| PP |
1.2750 |
1.2750 |
1.2750 |
1.2759 |
| S1 |
1.2714 |
1.2714 |
1.2756 |
1.2732 |
| S2 |
1.2664 |
1.2664 |
1.2748 |
|
| S3 |
1.2578 |
1.2628 |
1.2740 |
|
| S4 |
1.2492 |
1.2542 |
1.2717 |
|
|
| 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 |
1.2700 |
0.0376 |
2.9% |
0.0111 |
0.9% |
17% |
False |
True |
112,769 |
| 10 |
1.3141 |
1.2700 |
0.0441 |
3.5% |
0.0104 |
0.8% |
15% |
False |
True |
95,997 |
| 20 |
1.3399 |
1.2700 |
0.0699 |
5.5% |
0.0114 |
0.9% |
9% |
False |
True |
82,761 |
| 40 |
1.3471 |
1.2700 |
0.0771 |
6.0% |
0.0115 |
0.9% |
8% |
False |
True |
42,506 |
| 60 |
1.3501 |
1.2700 |
0.0801 |
6.3% |
0.0130 |
1.0% |
8% |
False |
True |
28,447 |
| 80 |
1.5000 |
1.2700 |
0.2300 |
18.0% |
0.0164 |
1.3% |
3% |
False |
True |
21,409 |
| 100 |
1.5000 |
1.2700 |
0.2300 |
18.0% |
0.0143 |
1.1% |
3% |
False |
True |
17,137 |
| 120 |
1.5000 |
1.2700 |
0.2300 |
18.0% |
0.0125 |
1.0% |
3% |
False |
True |
14,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3152 |
|
2.618 |
1.3011 |
|
1.618 |
1.2925 |
|
1.000 |
1.2872 |
|
0.618 |
1.2839 |
|
HIGH |
1.2786 |
|
0.618 |
1.2753 |
|
0.500 |
1.2743 |
|
0.382 |
1.2733 |
|
LOW |
1.2700 |
|
0.618 |
1.2647 |
|
1.000 |
1.2614 |
|
1.618 |
1.2561 |
|
2.618 |
1.2475 |
|
4.250 |
1.2335 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2757 |
1.2834 |
| PP |
1.2750 |
1.2810 |
| S1 |
1.2743 |
1.2787 |
|