CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2221 |
1.2346 |
0.0125 |
1.0% |
1.2477 |
| High |
1.2357 |
1.2364 |
0.0007 |
0.1% |
1.2480 |
| Low |
1.2218 |
1.2289 |
0.0071 |
0.6% |
1.2126 |
| Close |
1.2327 |
1.2305 |
-0.0022 |
-0.2% |
1.2219 |
| Range |
0.0139 |
0.0075 |
-0.0064 |
-46.0% |
0.0354 |
| ATR |
0.0140 |
0.0135 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
469 |
39 |
-430 |
-91.7% |
2,899 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2544 |
1.2500 |
1.2346 |
|
| R3 |
1.2469 |
1.2425 |
1.2326 |
|
| R2 |
1.2394 |
1.2394 |
1.2319 |
|
| R1 |
1.2350 |
1.2350 |
1.2312 |
1.2335 |
| PP |
1.2319 |
1.2319 |
1.2319 |
1.2312 |
| S1 |
1.2275 |
1.2275 |
1.2298 |
1.2260 |
| S2 |
1.2244 |
1.2244 |
1.2291 |
|
| S3 |
1.2169 |
1.2200 |
1.2284 |
|
| S4 |
1.2094 |
1.2125 |
1.2264 |
|
|
| 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 |
1.2683 |
|
2.618 |
1.2560 |
|
1.618 |
1.2485 |
|
1.000 |
1.2439 |
|
0.618 |
1.2410 |
|
HIGH |
1.2364 |
|
0.618 |
1.2335 |
|
0.500 |
1.2327 |
|
0.382 |
1.2318 |
|
LOW |
1.2289 |
|
0.618 |
1.2243 |
|
1.000 |
1.2214 |
|
1.618 |
1.2168 |
|
2.618 |
1.2093 |
|
4.250 |
1.1970 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2327 |
1.2293 |
| PP |
1.2319 |
1.2280 |
| S1 |
1.2312 |
1.2268 |
|