CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2130 |
1.2204 |
0.0074 |
0.6% |
1.2964 |
| High |
1.2338 |
1.2286 |
-0.0052 |
-0.4% |
1.2967 |
| Low |
1.2130 |
1.2144 |
0.0014 |
0.1% |
1.2034 |
| Close |
1.2210 |
1.2269 |
0.0059 |
0.5% |
1.2445 |
| Range |
0.0208 |
0.0142 |
-0.0066 |
-31.7% |
0.0933 |
| ATR |
0.0163 |
0.0162 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
205,997 |
127,872 |
-78,125 |
-37.9% |
761,378 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2659 |
1.2606 |
1.2347 |
|
| R3 |
1.2517 |
1.2464 |
1.2308 |
|
| R2 |
1.2375 |
1.2375 |
1.2295 |
|
| R1 |
1.2322 |
1.2322 |
1.2282 |
1.2349 |
| PP |
1.2233 |
1.2233 |
1.2233 |
1.2246 |
| S1 |
1.2180 |
1.2180 |
1.2256 |
1.2207 |
| S2 |
1.2091 |
1.2091 |
1.2243 |
|
| S3 |
1.1949 |
1.2038 |
1.2230 |
|
| S4 |
1.1807 |
1.1896 |
1.2191 |
|
|
| 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 |
1.2634 |
1.2034 |
0.0600 |
4.9% |
0.0265 |
2.2% |
39% |
False |
False |
178,783 |
| 10 |
1.3042 |
1.2034 |
0.1008 |
8.2% |
0.0193 |
1.6% |
23% |
False |
False |
150,280 |
| 20 |
1.3268 |
1.2034 |
0.1234 |
10.1% |
0.0154 |
1.3% |
19% |
False |
False |
117,701 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0135 |
1.1% |
16% |
False |
False |
67,829 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0132 |
1.1% |
16% |
False |
False |
45,393 |
| 80 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0172 |
1.4% |
8% |
False |
False |
34,137 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0157 |
1.3% |
8% |
False |
False |
27,324 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0134 |
1.1% |
8% |
False |
False |
22,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2890 |
|
2.618 |
1.2658 |
|
1.618 |
1.2516 |
|
1.000 |
1.2428 |
|
0.618 |
1.2374 |
|
HIGH |
1.2286 |
|
0.618 |
1.2232 |
|
0.500 |
1.2215 |
|
0.382 |
1.2198 |
|
LOW |
1.2144 |
|
0.618 |
1.2056 |
|
1.000 |
1.2002 |
|
1.618 |
1.1914 |
|
2.618 |
1.1772 |
|
4.250 |
1.1541 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2251 |
1.2259 |
| PP |
1.2233 |
1.2250 |
| S1 |
1.2215 |
1.2240 |
|