CME British Pound Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Oct-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Oct-2016 | 
                    24-Oct-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2269 | 
                        1.2258 | 
                        -0.0011 | 
                        -0.1% | 
                        1.2190 | 
                     
                    
                        | High | 
                        1.2291 | 
                        1.2282 | 
                        -0.0009 | 
                        -0.1% | 
                        1.2364 | 
                     
                    
                        | Low | 
                        1.2205 | 
                        1.2221 | 
                        0.0016 | 
                        0.1% | 
                        1.2172 | 
                     
                    
                        | Close | 
                        1.2264 | 
                        1.2259 | 
                        -0.0005 | 
                        0.0% | 
                        1.2264 | 
                     
                    
                        | Range | 
                        0.0086 | 
                        0.0061 | 
                        -0.0025 | 
                        -29.1% | 
                        0.0192 | 
                     
                    
                        | ATR | 
                        0.0128 | 
                        0.0123 | 
                        -0.0005 | 
                        -3.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        375 | 
                        939 | 
                        564 | 
                        150.4% | 
                        1,118 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2437 | 
                1.2409 | 
                1.2293 | 
                 | 
             
            
                | R3 | 
                1.2376 | 
                1.2348 | 
                1.2276 | 
                 | 
             
            
                | R2 | 
                1.2315 | 
                1.2315 | 
                1.2270 | 
                 | 
             
            
                | R1 | 
                1.2287 | 
                1.2287 | 
                1.2265 | 
                1.2301 | 
             
            
                | PP | 
                1.2254 | 
                1.2254 | 
                1.2254 | 
                1.2261 | 
             
            
                | S1 | 
                1.2226 | 
                1.2226 | 
                1.2253 | 
                1.2240 | 
             
            
                | S2 | 
                1.2193 | 
                1.2193 | 
                1.2248 | 
                 | 
             
            
                | S3 | 
                1.2132 | 
                1.2165 | 
                1.2242 | 
                 | 
             
            
                | S4 | 
                1.2071 | 
                1.2104 | 
                1.2225 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Oct-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2843 | 
                1.2745 | 
                1.2370 | 
                 | 
             
            
                | R3 | 
                1.2651 | 
                1.2553 | 
                1.2317 | 
                 | 
             
            
                | R2 | 
                1.2459 | 
                1.2459 | 
                1.2299 | 
                 | 
             
            
                | R1 | 
                1.2361 | 
                1.2361 | 
                1.2282 | 
                1.2410 | 
             
            
                | PP | 
                1.2267 | 
                1.2267 | 
                1.2267 | 
                1.2291 | 
             
            
                | S1 | 
                1.2169 | 
                1.2169 | 
                1.2246 | 
                1.2218 | 
             
            
                | S2 | 
                1.2075 | 
                1.2075 | 
                1.2229 | 
                 | 
             
            
                | S3 | 
                1.1883 | 
                1.1977 | 
                1.2211 | 
                 | 
             
            
                | S4 | 
                1.1691 | 
                1.1785 | 
                1.2158 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2541 | 
         
        
            | 
2.618             | 
            1.2442 | 
         
        
            | 
1.618             | 
            1.2381 | 
         
        
            | 
1.000             | 
            1.2343 | 
         
        
            | 
0.618             | 
            1.2320 | 
         
        
            | 
HIGH             | 
            1.2282 | 
         
        
            | 
0.618             | 
            1.2259 | 
         
        
            | 
0.500             | 
            1.2252 | 
         
        
            | 
0.382             | 
            1.2244 | 
         
        
            | 
LOW             | 
            1.2221 | 
         
        
            | 
0.618             | 
            1.2183 | 
         
        
            | 
1.000             | 
            1.2160 | 
         
        
            | 
1.618             | 
            1.2122 | 
         
        
            | 
2.618             | 
            1.2061 | 
         
        
            | 
4.250             | 
            1.1962 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Oct-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2257 | 
                                1.2267 | 
                             
                            
                                | PP | 
                                1.2254 | 
                                1.2264 | 
                             
                            
                                | S1 | 
                                1.2252 | 
                                1.2262 | 
                             
             
         |