CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2312 |
1.2294 |
-0.0018 |
-0.1% |
1.2448 |
| High |
1.2346 |
1.2309 |
-0.0037 |
-0.3% |
1.2458 |
| Low |
1.2265 |
1.2221 |
-0.0044 |
-0.4% |
1.2102 |
| Close |
1.2283 |
1.2262 |
-0.0021 |
-0.2% |
1.2197 |
| Range |
0.0081 |
0.0088 |
0.0007 |
8.6% |
0.0356 |
| ATR |
0.0145 |
0.0141 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
95,399 |
87,803 |
-7,596 |
-8.0% |
746,571 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2528 |
1.2483 |
1.2310 |
|
| R3 |
1.2440 |
1.2395 |
1.2286 |
|
| R2 |
1.2352 |
1.2352 |
1.2278 |
|
| R1 |
1.2307 |
1.2307 |
1.2270 |
1.2286 |
| PP |
1.2264 |
1.2264 |
1.2264 |
1.2253 |
| S1 |
1.2219 |
1.2219 |
1.2254 |
1.2198 |
| S2 |
1.2176 |
1.2176 |
1.2246 |
|
| S3 |
1.2088 |
1.2131 |
1.2238 |
|
| S4 |
1.2000 |
1.2043 |
1.2214 |
|
|
| 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 |
1.2148 |
0.0198 |
1.6% |
0.0095 |
0.8% |
58% |
False |
False |
106,157 |
| 10 |
1.2634 |
1.2034 |
0.0600 |
4.9% |
0.0180 |
1.5% |
38% |
False |
False |
142,470 |
| 20 |
1.3108 |
1.2034 |
0.1074 |
8.8% |
0.0145 |
1.2% |
21% |
False |
False |
121,185 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0131 |
1.1% |
16% |
False |
False |
80,920 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0129 |
1.1% |
16% |
False |
False |
54,227 |
| 80 |
1.3548 |
1.2034 |
0.1514 |
12.3% |
0.0145 |
1.2% |
15% |
False |
False |
40,746 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0158 |
1.3% |
8% |
False |
False |
32,631 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0137 |
1.1% |
8% |
False |
False |
27,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2683 |
|
2.618 |
1.2539 |
|
1.618 |
1.2451 |
|
1.000 |
1.2397 |
|
0.618 |
1.2363 |
|
HIGH |
1.2309 |
|
0.618 |
1.2275 |
|
0.500 |
1.2265 |
|
0.382 |
1.2255 |
|
LOW |
1.2221 |
|
0.618 |
1.2167 |
|
1.000 |
1.2133 |
|
1.618 |
1.2079 |
|
2.618 |
1.1991 |
|
4.250 |
1.1847 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2265 |
1.2270 |
| PP |
1.2264 |
1.2267 |
| S1 |
1.2263 |
1.2265 |
|