CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2252 |
1.2178 |
-0.0074 |
-0.6% |
1.2235 |
| High |
1.2284 |
1.2224 |
-0.0060 |
-0.5% |
1.2284 |
| Low |
1.2160 |
1.2125 |
-0.0035 |
-0.3% |
1.2093 |
| Close |
1.2186 |
1.2201 |
0.0015 |
0.1% |
1.2201 |
| Range |
0.0124 |
0.0099 |
-0.0025 |
-20.2% |
0.0191 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
116,289 |
141,134 |
24,845 |
21.4% |
602,090 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2480 |
1.2440 |
1.2255 |
|
| R3 |
1.2381 |
1.2341 |
1.2228 |
|
| R2 |
1.2282 |
1.2282 |
1.2219 |
|
| R1 |
1.2242 |
1.2242 |
1.2210 |
1.2262 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2194 |
| S1 |
1.2143 |
1.2143 |
1.2192 |
1.2163 |
| S2 |
1.2084 |
1.2084 |
1.2183 |
|
| S3 |
1.1985 |
1.2044 |
1.2174 |
|
| S4 |
1.1886 |
1.1945 |
1.2147 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2766 |
1.2674 |
1.2306 |
|
| R3 |
1.2575 |
1.2483 |
1.2254 |
|
| R2 |
1.2384 |
1.2384 |
1.2236 |
|
| R1 |
1.2292 |
1.2292 |
1.2219 |
1.2243 |
| PP |
1.2193 |
1.2193 |
1.2193 |
1.2168 |
| S1 |
1.2101 |
1.2101 |
1.2183 |
1.2052 |
| S2 |
1.2002 |
1.2002 |
1.2166 |
|
| S3 |
1.1811 |
1.1910 |
1.2148 |
|
| S4 |
1.1620 |
1.1719 |
1.2096 |
|
|
| 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% |
0.0109 |
0.9% |
57% |
False |
False |
120,418 |
| 10 |
1.2346 |
1.2093 |
0.0253 |
2.1% |
0.0102 |
0.8% |
43% |
False |
False |
109,001 |
| 20 |
1.2967 |
1.2034 |
0.0933 |
7.6% |
0.0148 |
1.2% |
18% |
False |
False |
129,898 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0131 |
1.1% |
12% |
False |
False |
97,787 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.8% |
0.0125 |
1.0% |
12% |
False |
False |
65,630 |
| 80 |
1.3501 |
1.2034 |
0.1467 |
12.0% |
0.0137 |
1.1% |
11% |
False |
False |
49,281 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0162 |
1.3% |
6% |
False |
False |
39,477 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.3% |
0.0141 |
1.2% |
6% |
False |
False |
32,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2645 |
|
2.618 |
1.2483 |
|
1.618 |
1.2384 |
|
1.000 |
1.2323 |
|
0.618 |
1.2285 |
|
HIGH |
1.2224 |
|
0.618 |
1.2186 |
|
0.500 |
1.2175 |
|
0.382 |
1.2163 |
|
LOW |
1.2125 |
|
0.618 |
1.2064 |
|
1.000 |
1.2026 |
|
1.618 |
1.1965 |
|
2.618 |
1.1866 |
|
4.250 |
1.1704 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2192 |
1.2205 |
| PP |
1.2183 |
1.2203 |
| S1 |
1.2175 |
1.2202 |
|