CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2236 |
1.2196 |
-0.0040 |
-0.3% |
1.2178 |
| High |
1.2255 |
1.2262 |
0.0007 |
0.1% |
1.2346 |
| Low |
1.2093 |
1.2166 |
0.0073 |
0.6% |
1.2148 |
| Close |
1.2201 |
1.2236 |
0.0035 |
0.3% |
1.2241 |
| Range |
0.0162 |
0.0096 |
-0.0066 |
-40.7% |
0.0198 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
167,370 |
106,929 |
-60,441 |
-36.1% |
487,927 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2509 |
1.2469 |
1.2289 |
|
| R3 |
1.2413 |
1.2373 |
1.2262 |
|
| R2 |
1.2317 |
1.2317 |
1.2254 |
|
| R1 |
1.2277 |
1.2277 |
1.2245 |
1.2297 |
| PP |
1.2221 |
1.2221 |
1.2221 |
1.2232 |
| S1 |
1.2181 |
1.2181 |
1.2227 |
1.2201 |
| S2 |
1.2125 |
1.2125 |
1.2218 |
|
| S3 |
1.2029 |
1.2085 |
1.2210 |
|
| S4 |
1.1933 |
1.1989 |
1.2183 |
|
|
| 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 |
1.2309 |
1.2093 |
0.0216 |
1.8% |
0.0100 |
0.8% |
66% |
False |
False |
103,116 |
| 10 |
1.2346 |
1.2093 |
0.0253 |
2.1% |
0.0103 |
0.8% |
57% |
False |
False |
108,644 |
| 20 |
1.3076 |
1.2034 |
0.1042 |
8.5% |
0.0146 |
1.2% |
19% |
False |
False |
127,062 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0132 |
1.1% |
14% |
False |
False |
91,488 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0126 |
1.0% |
14% |
False |
False |
61,348 |
| 80 |
1.3501 |
1.2034 |
0.1467 |
12.0% |
0.0139 |
1.1% |
14% |
False |
False |
46,070 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0162 |
1.3% |
7% |
False |
False |
36,906 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0139 |
1.1% |
7% |
False |
False |
30,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2670 |
|
2.618 |
1.2513 |
|
1.618 |
1.2417 |
|
1.000 |
1.2358 |
|
0.618 |
1.2321 |
|
HIGH |
1.2262 |
|
0.618 |
1.2225 |
|
0.500 |
1.2214 |
|
0.382 |
1.2203 |
|
LOW |
1.2166 |
|
0.618 |
1.2107 |
|
1.000 |
1.2070 |
|
1.618 |
1.2011 |
|
2.618 |
1.1915 |
|
4.250 |
1.1758 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2229 |
1.2217 |
| PP |
1.2221 |
1.2197 |
| S1 |
1.2214 |
1.2178 |
|