CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2294 |
1.2260 |
-0.0034 |
-0.3% |
1.2178 |
| High |
1.2309 |
1.2273 |
-0.0036 |
-0.3% |
1.2346 |
| Low |
1.2221 |
1.2182 |
-0.0039 |
-0.3% |
1.2148 |
| Close |
1.2262 |
1.2241 |
-0.0021 |
-0.2% |
1.2241 |
| Range |
0.0088 |
0.0091 |
0.0003 |
3.4% |
0.0198 |
| ATR |
0.0141 |
0.0138 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
87,803 |
83,114 |
-4,689 |
-5.3% |
487,927 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2505 |
1.2464 |
1.2291 |
|
| R3 |
1.2414 |
1.2373 |
1.2266 |
|
| R2 |
1.2323 |
1.2323 |
1.2258 |
|
| R1 |
1.2282 |
1.2282 |
1.2249 |
1.2257 |
| PP |
1.2232 |
1.2232 |
1.2232 |
1.2220 |
| S1 |
1.2191 |
1.2191 |
1.2233 |
1.2166 |
| S2 |
1.2141 |
1.2141 |
1.2224 |
|
| S3 |
1.2050 |
1.2100 |
1.2216 |
|
| S4 |
1.1959 |
1.2009 |
1.2191 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2839 |
1.2738 |
1.2350 |
|
| R3 |
1.2641 |
1.2540 |
1.2295 |
|
| R2 |
1.2443 |
1.2443 |
1.2277 |
|
| R1 |
1.2342 |
1.2342 |
1.2259 |
1.2393 |
| PP |
1.2245 |
1.2245 |
1.2245 |
1.2270 |
| S1 |
1.2144 |
1.2144 |
1.2223 |
1.2195 |
| S2 |
1.2047 |
1.2047 |
1.2205 |
|
| S3 |
1.1849 |
1.1946 |
1.2187 |
|
| S4 |
1.1651 |
1.1748 |
1.2132 |
|
|
| 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% |
0.0094 |
0.8% |
47% |
False |
False |
97,585 |
| 10 |
1.2458 |
1.2102 |
0.0356 |
2.9% |
0.0129 |
1.1% |
39% |
False |
False |
123,449 |
| 20 |
1.3076 |
1.2034 |
0.1042 |
8.5% |
0.0141 |
1.2% |
20% |
False |
False |
120,483 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0131 |
1.1% |
14% |
False |
False |
82,946 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0129 |
1.0% |
14% |
False |
False |
55,611 |
| 80 |
1.3510 |
1.2034 |
0.1476 |
12.1% |
0.0143 |
1.2% |
14% |
False |
False |
41,781 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0159 |
1.3% |
7% |
False |
False |
33,462 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0137 |
1.1% |
7% |
False |
False |
27,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2660 |
|
2.618 |
1.2511 |
|
1.618 |
1.2420 |
|
1.000 |
1.2364 |
|
0.618 |
1.2329 |
|
HIGH |
1.2273 |
|
0.618 |
1.2238 |
|
0.500 |
1.2228 |
|
0.382 |
1.2217 |
|
LOW |
1.2182 |
|
0.618 |
1.2126 |
|
1.000 |
1.2091 |
|
1.618 |
1.2035 |
|
2.618 |
1.1944 |
|
4.250 |
1.1795 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2237 |
1.2264 |
| PP |
1.2232 |
1.2256 |
| S1 |
1.2228 |
1.2249 |
|