CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2235 |
1.2236 |
0.0001 |
0.0% |
1.2178 |
| High |
1.2261 |
1.2255 |
-0.0006 |
0.0% |
1.2346 |
| Low |
1.2196 |
1.2093 |
-0.0103 |
-0.8% |
1.2148 |
| Close |
1.2235 |
1.2201 |
-0.0034 |
-0.3% |
1.2241 |
| Range |
0.0065 |
0.0162 |
0.0097 |
149.2% |
0.0198 |
| ATR |
0.0132 |
0.0135 |
0.0002 |
1.6% |
0.0000 |
| Volume |
70,368 |
167,370 |
97,002 |
137.8% |
487,927 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2669 |
1.2597 |
1.2290 |
|
| R3 |
1.2507 |
1.2435 |
1.2246 |
|
| R2 |
1.2345 |
1.2345 |
1.2231 |
|
| R1 |
1.2273 |
1.2273 |
1.2216 |
1.2228 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2161 |
| S1 |
1.2111 |
1.2111 |
1.2186 |
1.2066 |
| S2 |
1.2021 |
1.2021 |
1.2171 |
|
| S3 |
1.1859 |
1.1949 |
1.2156 |
|
| S4 |
1.1697 |
1.1787 |
1.2112 |
|
|
| 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 |
1.2093 |
0.0253 |
2.1% |
0.0097 |
0.8% |
43% |
False |
True |
100,810 |
| 10 |
1.2346 |
1.2093 |
0.0253 |
2.1% |
0.0114 |
0.9% |
43% |
False |
True |
118,551 |
| 20 |
1.3076 |
1.2034 |
0.1042 |
8.5% |
0.0144 |
1.2% |
16% |
False |
False |
125,308 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0131 |
1.1% |
12% |
False |
False |
88,823 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0128 |
1.0% |
12% |
False |
False |
59,568 |
| 80 |
1.3501 |
1.2034 |
0.1467 |
12.0% |
0.0142 |
1.2% |
11% |
False |
False |
44,744 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0161 |
1.3% |
6% |
False |
False |
35,839 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0138 |
1.1% |
6% |
False |
False |
29,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2944 |
|
2.618 |
1.2679 |
|
1.618 |
1.2517 |
|
1.000 |
1.2417 |
|
0.618 |
1.2355 |
|
HIGH |
1.2255 |
|
0.618 |
1.2193 |
|
0.500 |
1.2174 |
|
0.382 |
1.2155 |
|
LOW |
1.2093 |
|
0.618 |
1.1993 |
|
1.000 |
1.1931 |
|
1.618 |
1.1831 |
|
2.618 |
1.1669 |
|
4.250 |
1.1405 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2192 |
1.2195 |
| PP |
1.2183 |
1.2189 |
| S1 |
1.2174 |
1.2183 |
|