CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2252 |
1.2251 |
-0.0001 |
0.0% |
1.2235 |
| High |
1.2291 |
1.2364 |
0.0073 |
0.6% |
1.2284 |
| Low |
1.2215 |
1.2231 |
0.0016 |
0.1% |
1.2093 |
| Close |
1.2258 |
1.2297 |
0.0039 |
0.3% |
1.2201 |
| Range |
0.0076 |
0.0133 |
0.0057 |
75.0% |
0.0191 |
| ATR |
0.0124 |
0.0124 |
0.0001 |
0.5% |
0.0000 |
| Volume |
104,810 |
119,492 |
14,682 |
14.0% |
602,090 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2696 |
1.2630 |
1.2370 |
|
| R3 |
1.2563 |
1.2497 |
1.2334 |
|
| R2 |
1.2430 |
1.2430 |
1.2321 |
|
| R1 |
1.2364 |
1.2364 |
1.2309 |
1.2397 |
| PP |
1.2297 |
1.2297 |
1.2297 |
1.2314 |
| S1 |
1.2231 |
1.2231 |
1.2285 |
1.2264 |
| S2 |
1.2164 |
1.2164 |
1.2273 |
|
| S3 |
1.2031 |
1.2098 |
1.2260 |
|
| S4 |
1.1898 |
1.1965 |
1.2224 |
|
|
| 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 |
1.2364 |
1.2125 |
0.0239 |
1.9% |
0.0108 |
0.9% |
72% |
True |
False |
117,679 |
| 10 |
1.2364 |
1.2093 |
0.0271 |
2.2% |
0.0104 |
0.8% |
75% |
True |
False |
110,398 |
| 20 |
1.2773 |
1.2034 |
0.0739 |
6.0% |
0.0146 |
1.2% |
36% |
False |
False |
128,289 |
| 40 |
1.3399 |
1.2034 |
0.1365 |
11.1% |
0.0130 |
1.1% |
19% |
False |
False |
105,525 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0125 |
1.0% |
18% |
False |
False |
71,101 |
| 80 |
1.3501 |
1.2034 |
0.1467 |
11.9% |
0.0134 |
1.1% |
18% |
False |
False |
53,408 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.1% |
0.0160 |
1.3% |
9% |
False |
False |
42,785 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.1% |
0.0143 |
1.2% |
9% |
False |
False |
35,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2929 |
|
2.618 |
1.2712 |
|
1.618 |
1.2579 |
|
1.000 |
1.2497 |
|
0.618 |
1.2446 |
|
HIGH |
1.2364 |
|
0.618 |
1.2313 |
|
0.500 |
1.2298 |
|
0.382 |
1.2282 |
|
LOW |
1.2231 |
|
0.618 |
1.2149 |
|
1.000 |
1.2098 |
|
1.618 |
1.2016 |
|
2.618 |
1.1883 |
|
4.250 |
1.1666 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2298 |
1.2284 |
| PP |
1.2297 |
1.2272 |
| S1 |
1.2297 |
1.2259 |
|