CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2196 |
1.2252 |
0.0056 |
0.5% |
1.2178 |
| High |
1.2262 |
1.2284 |
0.0022 |
0.2% |
1.2346 |
| Low |
1.2166 |
1.2160 |
-0.0006 |
0.0% |
1.2148 |
| Close |
1.2236 |
1.2186 |
-0.0050 |
-0.4% |
1.2241 |
| Range |
0.0096 |
0.0124 |
0.0028 |
29.2% |
0.0198 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
106,929 |
116,289 |
9,360 |
8.8% |
487,927 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2582 |
1.2508 |
1.2254 |
|
| R3 |
1.2458 |
1.2384 |
1.2220 |
|
| R2 |
1.2334 |
1.2334 |
1.2209 |
|
| R1 |
1.2260 |
1.2260 |
1.2197 |
1.2235 |
| PP |
1.2210 |
1.2210 |
1.2210 |
1.2198 |
| S1 |
1.2136 |
1.2136 |
1.2175 |
1.2111 |
| S2 |
1.2086 |
1.2086 |
1.2163 |
|
| S3 |
1.1962 |
1.2012 |
1.2152 |
|
| S4 |
1.1838 |
1.1888 |
1.2118 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2839 |
1.2738 |
1.2350 |
|
| R3 |
1.2641 |
1.2540 |
1.2295 |
|
| R2 |
1.2443 |
1.2443 |
1.2277 |
|
| R1 |
1.2342 |
1.2342 |
1.2259 |
1.2393 |
| PP |
1.2245 |
1.2245 |
1.2245 |
1.2270 |
| S1 |
1.2144 |
1.2144 |
1.2223 |
1.2195 |
| S2 |
1.2047 |
1.2047 |
1.2205 |
|
| S3 |
1.1849 |
1.1946 |
1.2187 |
|
| S4 |
1.1651 |
1.1748 |
1.2132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2284 |
1.2093 |
0.0191 |
1.6% |
0.0108 |
0.9% |
49% |
True |
False |
108,814 |
| 10 |
1.2346 |
1.2093 |
0.0253 |
2.1% |
0.0101 |
0.8% |
37% |
False |
False |
107,485 |
| 20 |
1.3042 |
1.2034 |
0.1008 |
8.3% |
0.0147 |
1.2% |
15% |
False |
False |
128,883 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0133 |
1.1% |
11% |
False |
False |
94,361 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0127 |
1.0% |
11% |
False |
False |
63,285 |
| 80 |
1.3501 |
1.2034 |
0.1467 |
12.0% |
0.0137 |
1.1% |
10% |
False |
False |
47,519 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0162 |
1.3% |
5% |
False |
False |
38,066 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0140 |
1.1% |
5% |
False |
False |
31,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2811 |
|
2.618 |
1.2609 |
|
1.618 |
1.2485 |
|
1.000 |
1.2408 |
|
0.618 |
1.2361 |
|
HIGH |
1.2284 |
|
0.618 |
1.2237 |
|
0.500 |
1.2222 |
|
0.382 |
1.2207 |
|
LOW |
1.2160 |
|
0.618 |
1.2083 |
|
1.000 |
1.2036 |
|
1.618 |
1.1959 |
|
2.618 |
1.1835 |
|
4.250 |
1.1633 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2222 |
1.2189 |
| PP |
1.2210 |
1.2188 |
| S1 |
1.2198 |
1.2187 |
|