CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2204 |
1.2259 |
0.0055 |
0.5% |
1.2448 |
| High |
1.2286 |
1.2277 |
-0.0009 |
-0.1% |
1.2458 |
| Low |
1.2144 |
1.2181 |
0.0037 |
0.3% |
1.2102 |
| Close |
1.2269 |
1.2197 |
-0.0072 |
-0.6% |
1.2197 |
| Range |
0.0142 |
0.0096 |
-0.0046 |
-32.4% |
0.0356 |
| ATR |
0.0162 |
0.0157 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
127,872 |
125,976 |
-1,896 |
-1.5% |
746,571 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2506 |
1.2448 |
1.2250 |
|
| R3 |
1.2410 |
1.2352 |
1.2223 |
|
| R2 |
1.2314 |
1.2314 |
1.2215 |
|
| R1 |
1.2256 |
1.2256 |
1.2206 |
1.2237 |
| PP |
1.2218 |
1.2218 |
1.2218 |
1.2209 |
| S1 |
1.2160 |
1.2160 |
1.2188 |
1.2141 |
| S2 |
1.2122 |
1.2122 |
1.2179 |
|
| S3 |
1.2026 |
1.2064 |
1.2171 |
|
| S4 |
1.1930 |
1.1968 |
1.2144 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3320 |
1.3115 |
1.2393 |
|
| R3 |
1.2964 |
1.2759 |
1.2295 |
|
| R2 |
1.2608 |
1.2608 |
1.2262 |
|
| R1 |
1.2403 |
1.2403 |
1.2230 |
1.2328 |
| PP |
1.2252 |
1.2252 |
1.2252 |
1.2215 |
| S1 |
1.2047 |
1.2047 |
1.2164 |
1.1972 |
| S2 |
1.1896 |
1.1896 |
1.2132 |
|
| S3 |
1.1540 |
1.1691 |
1.2099 |
|
| S4 |
1.1184 |
1.1335 |
1.2001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2458 |
1.2102 |
0.0356 |
2.9% |
0.0165 |
1.3% |
27% |
False |
False |
149,314 |
| 10 |
1.2967 |
1.2034 |
0.0933 |
7.6% |
0.0194 |
1.6% |
17% |
False |
False |
150,794 |
| 20 |
1.3141 |
1.2034 |
0.1107 |
9.1% |
0.0146 |
1.2% |
15% |
False |
False |
118,270 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0134 |
1.1% |
11% |
False |
False |
70,907 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0132 |
1.1% |
11% |
False |
False |
47,491 |
| 80 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0171 |
1.4% |
5% |
False |
False |
35,709 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0157 |
1.3% |
5% |
False |
False |
28,583 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0134 |
1.1% |
5% |
False |
False |
23,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2685 |
|
2.618 |
1.2528 |
|
1.618 |
1.2432 |
|
1.000 |
1.2373 |
|
0.618 |
1.2336 |
|
HIGH |
1.2277 |
|
0.618 |
1.2240 |
|
0.500 |
1.2229 |
|
0.382 |
1.2218 |
|
LOW |
1.2181 |
|
0.618 |
1.2122 |
|
1.000 |
1.2085 |
|
1.618 |
1.2026 |
|
2.618 |
1.1930 |
|
4.250 |
1.1773 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2229 |
1.2234 |
| PP |
1.2218 |
1.2222 |
| S1 |
1.2208 |
1.2209 |
|