CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2197 |
1.2252 |
0.0055 |
0.5% |
1.2235 |
| High |
1.2261 |
1.2291 |
0.0030 |
0.2% |
1.2284 |
| Low |
1.2154 |
1.2215 |
0.0061 |
0.5% |
1.2093 |
| Close |
1.2254 |
1.2258 |
0.0004 |
0.0% |
1.2201 |
| Range |
0.0107 |
0.0076 |
-0.0031 |
-29.0% |
0.0191 |
| ATR |
0.0127 |
0.0124 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
106,674 |
104,810 |
-1,864 |
-1.7% |
602,090 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2483 |
1.2446 |
1.2300 |
|
| R3 |
1.2407 |
1.2370 |
1.2279 |
|
| R2 |
1.2331 |
1.2331 |
1.2272 |
|
| R1 |
1.2294 |
1.2294 |
1.2265 |
1.2313 |
| PP |
1.2255 |
1.2255 |
1.2255 |
1.2264 |
| S1 |
1.2218 |
1.2218 |
1.2251 |
1.2237 |
| S2 |
1.2179 |
1.2179 |
1.2244 |
|
| S3 |
1.2103 |
1.2142 |
1.2237 |
|
| S4 |
1.2027 |
1.2066 |
1.2216 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2766 |
1.2674 |
1.2306 |
|
| R3 |
1.2575 |
1.2483 |
1.2254 |
|
| R2 |
1.2384 |
1.2384 |
1.2236 |
|
| R1 |
1.2292 |
1.2292 |
1.2219 |
1.2243 |
| PP |
1.2193 |
1.2193 |
1.2193 |
1.2168 |
| S1 |
1.2101 |
1.2101 |
1.2183 |
1.2052 |
| S2 |
1.2002 |
1.2002 |
1.2166 |
|
| S3 |
1.1811 |
1.1910 |
1.2148 |
|
| S4 |
1.1620 |
1.1719 |
1.2096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2291 |
1.2125 |
0.0166 |
1.4% |
0.0100 |
0.8% |
80% |
True |
False |
115,167 |
| 10 |
1.2346 |
1.2093 |
0.0253 |
2.1% |
0.0099 |
0.8% |
65% |
False |
False |
107,989 |
| 20 |
1.2786 |
1.2034 |
0.0752 |
6.1% |
0.0143 |
1.2% |
30% |
False |
False |
127,556 |
| 40 |
1.3455 |
1.2034 |
0.1421 |
11.6% |
0.0129 |
1.1% |
16% |
False |
False |
102,764 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0124 |
1.0% |
16% |
False |
False |
69,134 |
| 80 |
1.3501 |
1.2034 |
0.1467 |
12.0% |
0.0136 |
1.1% |
15% |
False |
False |
51,920 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0161 |
1.3% |
8% |
False |
False |
41,591 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0142 |
1.2% |
8% |
False |
False |
34,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2614 |
|
2.618 |
1.2490 |
|
1.618 |
1.2414 |
|
1.000 |
1.2367 |
|
0.618 |
1.2338 |
|
HIGH |
1.2291 |
|
0.618 |
1.2262 |
|
0.500 |
1.2253 |
|
0.382 |
1.2244 |
|
LOW |
1.2215 |
|
0.618 |
1.2168 |
|
1.000 |
1.2139 |
|
1.618 |
1.2092 |
|
2.618 |
1.2016 |
|
4.250 |
1.1892 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2256 |
1.2241 |
| PP |
1.2255 |
1.2225 |
| S1 |
1.2253 |
1.2208 |
|