CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2259 |
1.2178 |
-0.0081 |
-0.7% |
1.2448 |
| High |
1.2277 |
1.2216 |
-0.0061 |
-0.5% |
1.2458 |
| Low |
1.2181 |
1.2148 |
-0.0033 |
-0.3% |
1.2102 |
| Close |
1.2197 |
1.2205 |
0.0008 |
0.1% |
1.2197 |
| Range |
0.0096 |
0.0068 |
-0.0028 |
-29.2% |
0.0356 |
| ATR |
0.0157 |
0.0151 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
125,976 |
82,770 |
-43,206 |
-34.3% |
746,571 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2394 |
1.2367 |
1.2242 |
|
| R3 |
1.2326 |
1.2299 |
1.2224 |
|
| R2 |
1.2258 |
1.2258 |
1.2217 |
|
| R1 |
1.2231 |
1.2231 |
1.2211 |
1.2245 |
| PP |
1.2190 |
1.2190 |
1.2190 |
1.2196 |
| S1 |
1.2163 |
1.2163 |
1.2199 |
1.2177 |
| S2 |
1.2122 |
1.2122 |
1.2193 |
|
| S3 |
1.2054 |
1.2095 |
1.2186 |
|
| S4 |
1.1986 |
1.2027 |
1.2168 |
|
|
| 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 |
1.2378 |
1.2102 |
0.0276 |
2.3% |
0.0158 |
1.3% |
37% |
False |
False |
150,593 |
| 10 |
1.2878 |
1.2034 |
0.0844 |
6.9% |
0.0188 |
1.5% |
20% |
False |
False |
146,603 |
| 20 |
1.3141 |
1.2034 |
0.1107 |
9.1% |
0.0145 |
1.2% |
15% |
False |
False |
118,772 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0131 |
1.1% |
12% |
False |
False |
72,952 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0130 |
1.1% |
12% |
False |
False |
48,867 |
| 80 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0170 |
1.4% |
6% |
False |
False |
36,740 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0157 |
1.3% |
6% |
False |
False |
29,411 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0135 |
1.1% |
6% |
False |
False |
24,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2505 |
|
2.618 |
1.2394 |
|
1.618 |
1.2326 |
|
1.000 |
1.2284 |
|
0.618 |
1.2258 |
|
HIGH |
1.2216 |
|
0.618 |
1.2190 |
|
0.500 |
1.2182 |
|
0.382 |
1.2174 |
|
LOW |
1.2148 |
|
0.618 |
1.2106 |
|
1.000 |
1.2080 |
|
1.618 |
1.2038 |
|
2.618 |
1.1970 |
|
4.250 |
1.1859 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2197 |
1.2215 |
| PP |
1.2190 |
1.2212 |
| S1 |
1.2182 |
1.2208 |
|