CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2373 |
1.2130 |
-0.0243 |
-2.0% |
1.2964 |
| High |
1.2378 |
1.2338 |
-0.0040 |
-0.3% |
1.2967 |
| Low |
1.2102 |
1.2130 |
0.0028 |
0.2% |
1.2034 |
| Close |
1.2147 |
1.2210 |
0.0063 |
0.5% |
1.2445 |
| Range |
0.0276 |
0.0208 |
-0.0068 |
-24.6% |
0.0933 |
| ATR |
0.0160 |
0.0163 |
0.0003 |
2.1% |
0.0000 |
| Volume |
210,350 |
205,997 |
-4,353 |
-2.1% |
761,378 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2850 |
1.2738 |
1.2324 |
|
| R3 |
1.2642 |
1.2530 |
1.2267 |
|
| R2 |
1.2434 |
1.2434 |
1.2248 |
|
| R1 |
1.2322 |
1.2322 |
1.2229 |
1.2378 |
| PP |
1.2226 |
1.2226 |
1.2226 |
1.2254 |
| S1 |
1.2114 |
1.2114 |
1.2191 |
1.2170 |
| S2 |
1.2018 |
1.2018 |
1.2172 |
|
| S3 |
1.1810 |
1.1906 |
1.2153 |
|
| S4 |
1.1602 |
1.1698 |
1.2096 |
|
|
| 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 |
1.2773 |
1.2034 |
0.0739 |
6.1% |
0.0268 |
2.2% |
24% |
False |
False |
178,190 |
| 10 |
1.3076 |
1.2034 |
0.1042 |
8.5% |
0.0190 |
1.6% |
17% |
False |
False |
145,480 |
| 20 |
1.3300 |
1.2034 |
0.1266 |
10.4% |
0.0152 |
1.2% |
14% |
False |
False |
114,895 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0134 |
1.1% |
12% |
False |
False |
64,650 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0133 |
1.1% |
12% |
False |
False |
43,270 |
| 80 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0172 |
1.4% |
6% |
False |
False |
32,542 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0156 |
1.3% |
6% |
False |
False |
26,045 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0133 |
1.1% |
6% |
False |
False |
21,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3222 |
|
2.618 |
1.2883 |
|
1.618 |
1.2675 |
|
1.000 |
1.2546 |
|
0.618 |
1.2467 |
|
HIGH |
1.2338 |
|
0.618 |
1.2259 |
|
0.500 |
1.2234 |
|
0.382 |
1.2209 |
|
LOW |
1.2130 |
|
0.618 |
1.2001 |
|
1.000 |
1.1922 |
|
1.618 |
1.1793 |
|
2.618 |
1.1585 |
|
4.250 |
1.1246 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2234 |
1.2280 |
| PP |
1.2226 |
1.2257 |
| S1 |
1.2218 |
1.2233 |
|