CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2630 |
1.2448 |
-0.0182 |
-1.4% |
1.2964 |
| High |
1.2634 |
1.2458 |
-0.0176 |
-1.4% |
1.2967 |
| Low |
1.2034 |
1.2357 |
0.0323 |
2.7% |
1.2034 |
| Close |
1.2445 |
1.2361 |
-0.0084 |
-0.7% |
1.2445 |
| Range |
0.0600 |
0.0101 |
-0.0499 |
-83.2% |
0.0933 |
| ATR |
0.0155 |
0.0151 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
273,323 |
76,376 |
-196,947 |
-72.1% |
761,378 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2695 |
1.2629 |
1.2417 |
|
| R3 |
1.2594 |
1.2528 |
1.2389 |
|
| R2 |
1.2493 |
1.2493 |
1.2380 |
|
| R1 |
1.2427 |
1.2427 |
1.2370 |
1.2410 |
| PP |
1.2392 |
1.2392 |
1.2392 |
1.2383 |
| S1 |
1.2326 |
1.2326 |
1.2352 |
1.2309 |
| S2 |
1.2291 |
1.2291 |
1.2342 |
|
| S3 |
1.2190 |
1.2225 |
1.2333 |
|
| S4 |
1.2089 |
1.2124 |
1.2305 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5281 |
1.4796 |
1.2958 |
|
| R3 |
1.4348 |
1.3863 |
1.2702 |
|
| R2 |
1.3415 |
1.3415 |
1.2616 |
|
| R1 |
1.2930 |
1.2930 |
1.2531 |
1.2706 |
| PP |
1.2482 |
1.2482 |
1.2482 |
1.2370 |
| S1 |
1.1997 |
1.1997 |
1.2359 |
1.1773 |
| S2 |
1.1549 |
1.1549 |
1.2274 |
|
| S3 |
1.0616 |
1.1064 |
1.2188 |
|
| S4 |
0.9683 |
1.0131 |
1.1932 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2878 |
1.2034 |
0.0844 |
6.8% |
0.0217 |
1.8% |
39% |
False |
False |
142,613 |
| 10 |
1.3076 |
1.2034 |
0.1042 |
8.4% |
0.0156 |
1.3% |
31% |
False |
False |
118,460 |
| 20 |
1.3361 |
1.2034 |
0.1327 |
10.7% |
0.0142 |
1.1% |
25% |
False |
False |
102,289 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0128 |
1.0% |
23% |
False |
False |
54,295 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.6% |
0.0129 |
1.0% |
23% |
False |
False |
36,338 |
| 80 |
1.5000 |
1.2034 |
0.2966 |
24.0% |
0.0170 |
1.4% |
11% |
False |
False |
27,340 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.0% |
0.0151 |
1.2% |
11% |
False |
False |
21,881 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.0% |
0.0130 |
1.0% |
11% |
False |
False |
18,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2887 |
|
2.618 |
1.2722 |
|
1.618 |
1.2621 |
|
1.000 |
1.2559 |
|
0.618 |
1.2520 |
|
HIGH |
1.2458 |
|
0.618 |
1.2419 |
|
0.500 |
1.2408 |
|
0.382 |
1.2396 |
|
LOW |
1.2357 |
|
0.618 |
1.2295 |
|
1.000 |
1.2256 |
|
1.618 |
1.2194 |
|
2.618 |
1.2093 |
|
4.250 |
1.1928 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2408 |
1.2404 |
| PP |
1.2392 |
1.2389 |
| S1 |
1.2377 |
1.2375 |
|