CME British Pound Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Oct-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Oct-2016 | 
                    20-Oct-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2346 | 
                        1.2316 | 
                        -0.0030 | 
                        -0.2% | 
                        1.2477 | 
                     
                    
                        | High | 
                        1.2364 | 
                        1.2329 | 
                        -0.0035 | 
                        -0.3% | 
                        1.2480 | 
                     
                    
                        | Low | 
                        1.2289 | 
                        1.2244 | 
                        -0.0045 | 
                        -0.4% | 
                        1.2126 | 
                     
                    
                        | Close | 
                        1.2305 | 
                        1.2285 | 
                        -0.0020 | 
                        -0.2% | 
                        1.2219 | 
                     
                    
                        | Range | 
                        0.0075 | 
                        0.0085 | 
                        0.0010 | 
                        13.3% | 
                        0.0354 | 
                     
                    
                        | ATR | 
                        0.0135 | 
                        0.0132 | 
                        -0.0004 | 
                        -2.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        39 | 
                        118 | 
                        79 | 
                        202.6% | 
                        2,899 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2541 | 
                1.2498 | 
                1.2332 | 
                 | 
             
            
                | R3 | 
                1.2456 | 
                1.2413 | 
                1.2308 | 
                 | 
             
            
                | R2 | 
                1.2371 | 
                1.2371 | 
                1.2301 | 
                 | 
             
            
                | R1 | 
                1.2328 | 
                1.2328 | 
                1.2293 | 
                1.2307 | 
             
            
                | PP | 
                1.2286 | 
                1.2286 | 
                1.2286 | 
                1.2276 | 
             
            
                | S1 | 
                1.2243 | 
                1.2243 | 
                1.2277 | 
                1.2222 | 
             
            
                | S2 | 
                1.2201 | 
                1.2201 | 
                1.2269 | 
                 | 
             
            
                | S3 | 
                1.2116 | 
                1.2158 | 
                1.2262 | 
                 | 
             
            
                | S4 | 
                1.2031 | 
                1.2073 | 
                1.2238 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.2690 | 
         
        
            | 
2.618             | 
            1.2552 | 
         
        
            | 
1.618             | 
            1.2467 | 
         
        
            | 
1.000             | 
            1.2414 | 
         
        
            | 
0.618             | 
            1.2382 | 
         
        
            | 
HIGH             | 
            1.2329 | 
         
        
            | 
0.618             | 
            1.2297 | 
         
        
            | 
0.500             | 
            1.2287 | 
         
        
            | 
0.382             | 
            1.2276 | 
         
        
            | 
LOW             | 
            1.2244 | 
         
        
            | 
0.618             | 
            1.2191 | 
         
        
            | 
1.000             | 
            1.2159 | 
         
        
            | 
1.618             | 
            1.2106 | 
         
        
            | 
2.618             | 
            1.2021 | 
         
        
            | 
4.250             | 
            1.1883 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Oct-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2287 | 
                                1.2291 | 
                             
                            
                                | PP | 
                                1.2286 | 
                                1.2289 | 
                             
                            
                                | S1 | 
                                1.2286 | 
                                1.2287 | 
                             
             
         |