CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2448 |
1.2373 |
-0.0075 |
-0.6% |
1.2964 |
| High |
1.2458 |
1.2378 |
-0.0080 |
-0.6% |
1.2967 |
| Low |
1.2357 |
1.2102 |
-0.0255 |
-2.1% |
1.2034 |
| Close |
1.2361 |
1.2147 |
-0.0214 |
-1.7% |
1.2445 |
| Range |
0.0101 |
0.0276 |
0.0175 |
173.3% |
0.0933 |
| ATR |
0.0151 |
0.0160 |
0.0009 |
5.9% |
0.0000 |
| Volume |
76,376 |
210,350 |
133,974 |
175.4% |
761,378 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3037 |
1.2868 |
1.2299 |
|
| R3 |
1.2761 |
1.2592 |
1.2223 |
|
| R2 |
1.2485 |
1.2485 |
1.2198 |
|
| R1 |
1.2316 |
1.2316 |
1.2172 |
1.2263 |
| PP |
1.2209 |
1.2209 |
1.2209 |
1.2182 |
| S1 |
1.2040 |
1.2040 |
1.2122 |
1.1987 |
| S2 |
1.1933 |
1.1933 |
1.2096 |
|
| S3 |
1.1657 |
1.1764 |
1.2071 |
|
| S4 |
1.1381 |
1.1488 |
1.1995 |
|
|
| 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 |
1.2786 |
1.2034 |
0.0752 |
6.2% |
0.0244 |
2.0% |
15% |
False |
False |
157,955 |
| 10 |
1.3076 |
1.2034 |
0.1042 |
8.6% |
0.0174 |
1.4% |
11% |
False |
False |
132,066 |
| 20 |
1.3300 |
1.2034 |
0.1266 |
10.4% |
0.0147 |
1.2% |
9% |
False |
False |
108,980 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0133 |
1.1% |
8% |
False |
False |
59,545 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0132 |
1.1% |
8% |
False |
False |
39,843 |
| 80 |
1.5000 |
1.2034 |
0.2966 |
24.4% |
0.0172 |
1.4% |
4% |
False |
False |
29,969 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.4% |
0.0154 |
1.3% |
4% |
False |
False |
23,985 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.4% |
0.0132 |
1.1% |
4% |
False |
False |
19,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3551 |
|
2.618 |
1.3101 |
|
1.618 |
1.2825 |
|
1.000 |
1.2654 |
|
0.618 |
1.2549 |
|
HIGH |
1.2378 |
|
0.618 |
1.2273 |
|
0.500 |
1.2240 |
|
0.382 |
1.2207 |
|
LOW |
1.2102 |
|
0.618 |
1.1931 |
|
1.000 |
1.1826 |
|
1.618 |
1.1655 |
|
2.618 |
1.1379 |
|
4.250 |
1.0929 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2240 |
1.2334 |
| PP |
1.2209 |
1.2272 |
| S1 |
1.2178 |
1.2209 |
|