CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2746 |
1.2758 |
0.0012 |
0.1% |
1.2982 |
| High |
1.2786 |
1.2773 |
-0.0013 |
-0.1% |
1.3076 |
| Low |
1.2700 |
1.2616 |
-0.0084 |
-0.7% |
1.2935 |
| Close |
1.2764 |
1.2617 |
-0.0147 |
-1.2% |
1.2997 |
| Range |
0.0086 |
0.0157 |
0.0071 |
82.6% |
0.0141 |
| ATR |
0.0118 |
0.0121 |
0.0003 |
2.4% |
0.0000 |
| Volume |
104,822 |
124,908 |
20,086 |
19.2% |
413,793 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3140 |
1.3035 |
1.2703 |
|
| R3 |
1.2983 |
1.2878 |
1.2660 |
|
| R2 |
1.2826 |
1.2826 |
1.2646 |
|
| R1 |
1.2721 |
1.2721 |
1.2631 |
1.2695 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2656 |
| S1 |
1.2564 |
1.2564 |
1.2603 |
1.2538 |
| S2 |
1.2512 |
1.2512 |
1.2588 |
|
| S3 |
1.2355 |
1.2407 |
1.2574 |
|
| S4 |
1.2198 |
1.2250 |
1.2531 |
|
|
| 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 |
1.3042 |
1.2616 |
0.0426 |
3.4% |
0.0121 |
1.0% |
0% |
False |
True |
121,777 |
| 10 |
1.3108 |
1.2616 |
0.0492 |
3.9% |
0.0110 |
0.9% |
0% |
False |
True |
99,900 |
| 20 |
1.3369 |
1.2616 |
0.0753 |
6.0% |
0.0117 |
0.9% |
0% |
False |
True |
88,248 |
| 40 |
1.3471 |
1.2616 |
0.0855 |
6.8% |
0.0116 |
0.9% |
0% |
False |
True |
45,618 |
| 60 |
1.3501 |
1.2616 |
0.0885 |
7.0% |
0.0129 |
1.0% |
0% |
False |
True |
30,523 |
| 80 |
1.5000 |
1.2616 |
0.2384 |
18.9% |
0.0165 |
1.3% |
0% |
False |
True |
22,970 |
| 100 |
1.5000 |
1.2616 |
0.2384 |
18.9% |
0.0144 |
1.1% |
0% |
False |
True |
18,385 |
| 120 |
1.5000 |
1.2616 |
0.2384 |
18.9% |
0.0125 |
1.0% |
0% |
False |
True |
15,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3440 |
|
2.618 |
1.3184 |
|
1.618 |
1.3027 |
|
1.000 |
1.2930 |
|
0.618 |
1.2870 |
|
HIGH |
1.2773 |
|
0.618 |
1.2713 |
|
0.500 |
1.2695 |
|
0.382 |
1.2676 |
|
LOW |
1.2616 |
|
0.618 |
1.2519 |
|
1.000 |
1.2459 |
|
1.618 |
1.2362 |
|
2.618 |
1.2205 |
|
4.250 |
1.1949 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2695 |
1.2747 |
| PP |
1.2669 |
1.2704 |
| S1 |
1.2643 |
1.2660 |
|