CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2178 |
1.2199 |
0.0021 |
0.2% |
1.2448 |
| High |
1.2216 |
1.2337 |
0.0121 |
1.0% |
1.2458 |
| Low |
1.2148 |
1.2194 |
0.0046 |
0.4% |
1.2102 |
| Close |
1.2205 |
1.2305 |
0.0100 |
0.8% |
1.2197 |
| Range |
0.0068 |
0.0143 |
0.0075 |
110.3% |
0.0356 |
| ATR |
0.0151 |
0.0150 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
82,770 |
138,841 |
56,071 |
67.7% |
746,571 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2708 |
1.2649 |
1.2384 |
|
| R3 |
1.2565 |
1.2506 |
1.2344 |
|
| R2 |
1.2422 |
1.2422 |
1.2331 |
|
| R1 |
1.2363 |
1.2363 |
1.2318 |
1.2393 |
| PP |
1.2279 |
1.2279 |
1.2279 |
1.2293 |
| S1 |
1.2220 |
1.2220 |
1.2292 |
1.2250 |
| S2 |
1.2136 |
1.2136 |
1.2279 |
|
| S3 |
1.1993 |
1.2077 |
1.2266 |
|
| S4 |
1.1850 |
1.1934 |
1.2226 |
|
|
| 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 |
1.2338 |
1.2130 |
0.0208 |
1.7% |
0.0131 |
1.1% |
84% |
False |
False |
136,291 |
| 10 |
1.2786 |
1.2034 |
0.0752 |
6.1% |
0.0188 |
1.5% |
36% |
False |
False |
147,123 |
| 20 |
1.3141 |
1.2034 |
0.1107 |
9.0% |
0.0147 |
1.2% |
24% |
False |
False |
121,564 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0132 |
1.1% |
19% |
False |
False |
76,408 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0131 |
1.1% |
19% |
False |
False |
51,180 |
| 80 |
1.3548 |
1.2034 |
0.1514 |
12.3% |
0.0150 |
1.2% |
18% |
False |
False |
38,465 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.1% |
0.0158 |
1.3% |
9% |
False |
False |
30,799 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.1% |
0.0136 |
1.1% |
9% |
False |
False |
25,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2945 |
|
2.618 |
1.2711 |
|
1.618 |
1.2568 |
|
1.000 |
1.2480 |
|
0.618 |
1.2425 |
|
HIGH |
1.2337 |
|
0.618 |
1.2282 |
|
0.500 |
1.2266 |
|
0.382 |
1.2249 |
|
LOW |
1.2194 |
|
0.618 |
1.2106 |
|
1.000 |
1.2051 |
|
1.618 |
1.1963 |
|
2.618 |
1.1820 |
|
4.250 |
1.1586 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2292 |
1.2284 |
| PP |
1.2279 |
1.2263 |
| S1 |
1.2266 |
1.2243 |
|