CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2199 |
1.2312 |
0.0113 |
0.9% |
1.2448 |
| High |
1.2337 |
1.2346 |
0.0009 |
0.1% |
1.2458 |
| Low |
1.2194 |
1.2265 |
0.0071 |
0.6% |
1.2102 |
| Close |
1.2305 |
1.2283 |
-0.0022 |
-0.2% |
1.2197 |
| Range |
0.0143 |
0.0081 |
-0.0062 |
-43.4% |
0.0356 |
| ATR |
0.0150 |
0.0145 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
138,841 |
95,399 |
-43,442 |
-31.3% |
746,571 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2541 |
1.2493 |
1.2328 |
|
| R3 |
1.2460 |
1.2412 |
1.2305 |
|
| R2 |
1.2379 |
1.2379 |
1.2298 |
|
| R1 |
1.2331 |
1.2331 |
1.2290 |
1.2315 |
| PP |
1.2298 |
1.2298 |
1.2298 |
1.2290 |
| S1 |
1.2250 |
1.2250 |
1.2276 |
1.2234 |
| S2 |
1.2217 |
1.2217 |
1.2268 |
|
| S3 |
1.2136 |
1.2169 |
1.2261 |
|
| S4 |
1.2055 |
1.2088 |
1.2238 |
|
|
| 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 |
1.2346 |
1.2144 |
0.0202 |
1.6% |
0.0106 |
0.9% |
69% |
True |
False |
114,171 |
| 10 |
1.2773 |
1.2034 |
0.0739 |
6.0% |
0.0187 |
1.5% |
34% |
False |
False |
146,181 |
| 20 |
1.3141 |
1.2034 |
0.1107 |
9.0% |
0.0146 |
1.2% |
22% |
False |
False |
121,089 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0132 |
1.1% |
17% |
False |
False |
78,745 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0130 |
1.1% |
17% |
False |
False |
52,765 |
| 80 |
1.3548 |
1.2034 |
0.1514 |
12.3% |
0.0146 |
1.2% |
16% |
False |
False |
39,653 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.1% |
0.0158 |
1.3% |
8% |
False |
False |
31,753 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.1% |
0.0136 |
1.1% |
8% |
False |
False |
26,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2690 |
|
2.618 |
1.2558 |
|
1.618 |
1.2477 |
|
1.000 |
1.2427 |
|
0.618 |
1.2396 |
|
HIGH |
1.2346 |
|
0.618 |
1.2315 |
|
0.500 |
1.2306 |
|
0.382 |
1.2296 |
|
LOW |
1.2265 |
|
0.618 |
1.2215 |
|
1.000 |
1.2184 |
|
1.618 |
1.2134 |
|
2.618 |
1.2053 |
|
4.250 |
1.1921 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2306 |
1.2271 |
| PP |
1.2298 |
1.2259 |
| S1 |
1.2291 |
1.2247 |
|