CME British Pound Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Oct-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Oct-2016 | 
                    17-Oct-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2250 | 
                        1.2190 | 
                        -0.0060 | 
                        -0.5% | 
                        1.2477 | 
                     
                    
                        | High | 
                        1.2298 | 
                        1.2235 | 
                        -0.0063 | 
                        -0.5% | 
                        1.2480 | 
                     
                    
                        | Low | 
                        1.2205 | 
                        1.2172 | 
                        -0.0033 | 
                        -0.3% | 
                        1.2126 | 
                     
                    
                        | Close | 
                        1.2219 | 
                        1.2226 | 
                        0.0007 | 
                        0.1% | 
                        1.2219 | 
                     
                    
                        | Range | 
                        0.0093 | 
                        0.0063 | 
                        -0.0030 | 
                        -32.3% | 
                        0.0354 | 
                     
                    
                        | ATR | 
                        0.0146 | 
                        0.0140 | 
                        -0.0006 | 
                        -4.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        104 | 
                        117 | 
                        13 | 
                        12.5% | 
                        2,899 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2400 | 
                1.2376 | 
                1.2261 | 
                 | 
             
            
                | R3 | 
                1.2337 | 
                1.2313 | 
                1.2243 | 
                 | 
             
            
                | R2 | 
                1.2274 | 
                1.2274 | 
                1.2238 | 
                 | 
             
            
                | R1 | 
                1.2250 | 
                1.2250 | 
                1.2232 | 
                1.2262 | 
             
            
                | PP | 
                1.2211 | 
                1.2211 | 
                1.2211 | 
                1.2217 | 
             
            
                | S1 | 
                1.2187 | 
                1.2187 | 
                1.2220 | 
                1.2199 | 
             
            
                | S2 | 
                1.2148 | 
                1.2148 | 
                1.2214 | 
                 | 
             
            
                | S3 | 
                1.2085 | 
                1.2124 | 
                1.2209 | 
                 | 
             
            
                | S4 | 
                1.2022 | 
                1.2061 | 
                1.2191 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3337 | 
                1.3132 | 
                1.2414 | 
                 | 
             
            
                | R3 | 
                1.2983 | 
                1.2778 | 
                1.2316 | 
                 | 
             
            
                | R2 | 
                1.2629 | 
                1.2629 | 
                1.2284 | 
                 | 
             
            
                | R1 | 
                1.2424 | 
                1.2424 | 
                1.2251 | 
                1.2350 | 
             
            
                | PP | 
                1.2275 | 
                1.2275 | 
                1.2275 | 
                1.2238 | 
             
            
                | S1 | 
                1.2070 | 
                1.2070 | 
                1.2187 | 
                1.1996 | 
             
            
                | S2 | 
                1.1921 | 
                1.1921 | 
                1.2154 | 
                 | 
             
            
                | S3 | 
                1.1567 | 
                1.1716 | 
                1.2122 | 
                 | 
             
            
                | S4 | 
                1.1213 | 
                1.1362 | 
                1.2024 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2503 | 
         
        
            | 
2.618             | 
            1.2400 | 
         
        
            | 
1.618             | 
            1.2337 | 
         
        
            | 
1.000             | 
            1.2298 | 
         
        
            | 
0.618             | 
            1.2274 | 
         
        
            | 
HIGH             | 
            1.2235 | 
         
        
            | 
0.618             | 
            1.2211 | 
         
        
            | 
0.500             | 
            1.2204 | 
         
        
            | 
0.382             | 
            1.2196 | 
         
        
            | 
LOW             | 
            1.2172 | 
         
        
            | 
0.618             | 
            1.2133 | 
         
        
            | 
1.000             | 
            1.2109 | 
         
        
            | 
1.618             | 
            1.2070 | 
         
        
            | 
2.618             | 
            1.2007 | 
         
        
            | 
4.250             | 
            1.1904 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Oct-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2219 | 
                                1.2237 | 
                             
                            
                                | PP | 
                                1.2211 | 
                                1.2233 | 
                             
                            
                                | S1 | 
                                1.2204 | 
                                1.2230 | 
                             
             
         |