CME British Pound Future December 2016
Trading Metrics calculated at close of trading on 07-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.2758 |
1.2630 |
-0.0128 |
-1.0% |
1.2964 |
High |
1.2773 |
1.2634 |
-0.0139 |
-1.1% |
1.2967 |
Low |
1.2616 |
1.2034 |
-0.0582 |
-4.6% |
1.2034 |
Close |
1.2617 |
1.2445 |
-0.0172 |
-1.4% |
1.2445 |
Range |
0.0157 |
0.0600 |
0.0443 |
282.2% |
0.0933 |
ATR |
0.0121 |
0.0155 |
0.0034 |
28.4% |
0.0000 |
Volume |
124,908 |
273,323 |
148,415 |
118.8% |
761,378 |
|
Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4171 |
1.3908 |
1.2775 |
|
R3 |
1.3571 |
1.3308 |
1.2610 |
|
R2 |
1.2971 |
1.2971 |
1.2555 |
|
R1 |
1.2708 |
1.2708 |
1.2500 |
1.2540 |
PP |
1.2371 |
1.2371 |
1.2371 |
1.2287 |
S1 |
1.2108 |
1.2108 |
1.2390 |
1.1940 |
S2 |
1.1771 |
1.1771 |
1.2335 |
|
S3 |
1.1171 |
1.1508 |
1.2280 |
|
S4 |
1.0571 |
1.0908 |
1.2115 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5281 |
1.4796 |
1.2958 |
|
R3 |
1.4348 |
1.3863 |
1.2702 |
|
R2 |
1.3415 |
1.3415 |
1.2616 |
|
R1 |
1.2930 |
1.2930 |
1.2531 |
1.2706 |
PP |
1.2482 |
1.2482 |
1.2482 |
1.2370 |
S1 |
1.1997 |
1.1997 |
1.2359 |
1.1773 |
S2 |
1.1549 |
1.1549 |
1.2274 |
|
S3 |
1.0616 |
1.1064 |
1.2188 |
|
S4 |
0.9683 |
1.0131 |
1.1932 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2967 |
1.2034 |
0.0933 |
7.5% |
0.0223 |
1.8% |
44% |
False |
True |
152,275 |
10 |
1.3076 |
1.2034 |
0.1042 |
8.4% |
0.0153 |
1.2% |
39% |
False |
True |
117,517 |
20 |
1.3369 |
1.2034 |
0.1335 |
10.7% |
0.0142 |
1.1% |
31% |
False |
True |
100,211 |
40 |
1.3471 |
1.2034 |
0.1437 |
11.5% |
0.0129 |
1.0% |
29% |
False |
True |
52,431 |
60 |
1.3501 |
1.2034 |
0.1467 |
11.8% |
0.0133 |
1.1% |
28% |
False |
True |
35,070 |
80 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0171 |
1.4% |
14% |
False |
True |
26,386 |
100 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0150 |
1.2% |
14% |
False |
True |
21,119 |
120 |
1.5000 |
1.2034 |
0.2966 |
23.8% |
0.0129 |
1.0% |
14% |
False |
True |
17,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5184 |
2.618 |
1.4205 |
1.618 |
1.3605 |
1.000 |
1.3234 |
0.618 |
1.3005 |
HIGH |
1.2634 |
0.618 |
1.2405 |
0.500 |
1.2334 |
0.382 |
1.2263 |
LOW |
1.2034 |
0.618 |
1.1663 |
1.000 |
1.1434 |
1.618 |
1.1063 |
2.618 |
1.0463 |
4.250 |
0.9484 |
|
|
Fisher Pivots for day following 07-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.2408 |
1.2433 |
PP |
1.2371 |
1.2422 |
S1 |
1.2334 |
1.2410 |
|