CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2251 |
1.2308 |
0.0057 |
0.5% |
1.2235 |
| High |
1.2364 |
1.2505 |
0.0141 |
1.1% |
1.2284 |
| Low |
1.2231 |
1.2306 |
0.0075 |
0.6% |
1.2093 |
| Close |
1.2297 |
1.2467 |
0.0170 |
1.4% |
1.2201 |
| Range |
0.0133 |
0.0199 |
0.0066 |
49.6% |
0.0191 |
| ATR |
0.0124 |
0.0130 |
0.0006 |
4.8% |
0.0000 |
| Volume |
119,492 |
233,680 |
114,188 |
95.6% |
602,090 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3023 |
1.2944 |
1.2576 |
|
| R3 |
1.2824 |
1.2745 |
1.2522 |
|
| R2 |
1.2625 |
1.2625 |
1.2503 |
|
| R1 |
1.2546 |
1.2546 |
1.2485 |
1.2586 |
| PP |
1.2426 |
1.2426 |
1.2426 |
1.2446 |
| S1 |
1.2347 |
1.2347 |
1.2449 |
1.2387 |
| S2 |
1.2227 |
1.2227 |
1.2431 |
|
| S3 |
1.2028 |
1.2148 |
1.2412 |
|
| S4 |
1.1829 |
1.1949 |
1.2358 |
|
|
| 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 |
1.2505 |
1.2125 |
0.0380 |
3.0% |
0.0123 |
1.0% |
90% |
True |
False |
141,158 |
| 10 |
1.2505 |
1.2093 |
0.0412 |
3.3% |
0.0115 |
0.9% |
91% |
True |
False |
124,986 |
| 20 |
1.2634 |
1.2034 |
0.0600 |
4.8% |
0.0148 |
1.2% |
72% |
False |
False |
133,728 |
| 40 |
1.3369 |
1.2034 |
0.1335 |
10.7% |
0.0132 |
1.1% |
32% |
False |
False |
110,988 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0127 |
1.0% |
30% |
False |
False |
74,988 |
| 80 |
1.3501 |
1.2034 |
0.1467 |
11.8% |
0.0134 |
1.1% |
30% |
False |
False |
56,325 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0161 |
1.3% |
15% |
False |
False |
45,121 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0145 |
1.2% |
15% |
False |
False |
37,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3351 |
|
2.618 |
1.3026 |
|
1.618 |
1.2827 |
|
1.000 |
1.2704 |
|
0.618 |
1.2628 |
|
HIGH |
1.2505 |
|
0.618 |
1.2429 |
|
0.500 |
1.2406 |
|
0.382 |
1.2382 |
|
LOW |
1.2306 |
|
0.618 |
1.2183 |
|
1.000 |
1.2107 |
|
1.618 |
1.1984 |
|
2.618 |
1.1785 |
|
4.250 |
1.1460 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2447 |
1.2431 |
| PP |
1.2426 |
1.2396 |
| S1 |
1.2406 |
1.2360 |
|