CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2260 |
1.2235 |
-0.0025 |
-0.2% |
1.2178 |
| High |
1.2273 |
1.2261 |
-0.0012 |
-0.1% |
1.2346 |
| Low |
1.2182 |
1.2196 |
0.0014 |
0.1% |
1.2148 |
| Close |
1.2241 |
1.2235 |
-0.0006 |
0.0% |
1.2241 |
| Range |
0.0091 |
0.0065 |
-0.0026 |
-28.6% |
0.0198 |
| ATR |
0.0138 |
0.0132 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
83,114 |
70,368 |
-12,746 |
-15.3% |
487,927 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2426 |
1.2395 |
1.2271 |
|
| R3 |
1.2361 |
1.2330 |
1.2253 |
|
| R2 |
1.2296 |
1.2296 |
1.2247 |
|
| R1 |
1.2265 |
1.2265 |
1.2241 |
1.2268 |
| PP |
1.2231 |
1.2231 |
1.2231 |
1.2232 |
| S1 |
1.2200 |
1.2200 |
1.2229 |
1.2203 |
| S2 |
1.2166 |
1.2166 |
1.2223 |
|
| S3 |
1.2101 |
1.2135 |
1.2217 |
|
| S4 |
1.2036 |
1.2070 |
1.2199 |
|
|
| 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 |
1.2182 |
0.0164 |
1.3% |
0.0094 |
0.8% |
32% |
False |
False |
95,105 |
| 10 |
1.2378 |
1.2102 |
0.0276 |
2.3% |
0.0126 |
1.0% |
48% |
False |
False |
122,849 |
| 20 |
1.3076 |
1.2034 |
0.1042 |
8.5% |
0.0141 |
1.1% |
19% |
False |
False |
120,654 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0129 |
1.1% |
14% |
False |
False |
84,648 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0127 |
1.0% |
14% |
False |
False |
56,781 |
| 80 |
1.3501 |
1.2034 |
0.1467 |
12.0% |
0.0141 |
1.1% |
14% |
False |
False |
42,653 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0159 |
1.3% |
7% |
False |
False |
34,166 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0137 |
1.1% |
7% |
False |
False |
28,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2537 |
|
2.618 |
1.2431 |
|
1.618 |
1.2366 |
|
1.000 |
1.2326 |
|
0.618 |
1.2301 |
|
HIGH |
1.2261 |
|
0.618 |
1.2236 |
|
0.500 |
1.2229 |
|
0.382 |
1.2221 |
|
LOW |
1.2196 |
|
0.618 |
1.2156 |
|
1.000 |
1.2131 |
|
1.618 |
1.2091 |
|
2.618 |
1.2026 |
|
4.250 |
1.1920 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2233 |
1.2246 |
| PP |
1.2231 |
1.2242 |
| S1 |
1.2229 |
1.2239 |
|