CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2178 |
1.2197 |
0.0019 |
0.2% |
1.2235 |
| High |
1.2224 |
1.2261 |
0.0037 |
0.3% |
1.2284 |
| Low |
1.2125 |
1.2154 |
0.0029 |
0.2% |
1.2093 |
| Close |
1.2201 |
1.2254 |
0.0053 |
0.4% |
1.2201 |
| Range |
0.0099 |
0.0107 |
0.0008 |
8.1% |
0.0191 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
141,134 |
106,674 |
-34,460 |
-24.4% |
602,090 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2544 |
1.2506 |
1.2313 |
|
| R3 |
1.2437 |
1.2399 |
1.2283 |
|
| R2 |
1.2330 |
1.2330 |
1.2274 |
|
| R1 |
1.2292 |
1.2292 |
1.2264 |
1.2311 |
| PP |
1.2223 |
1.2223 |
1.2223 |
1.2233 |
| S1 |
1.2185 |
1.2185 |
1.2244 |
1.2204 |
| S2 |
1.2116 |
1.2116 |
1.2234 |
|
| S3 |
1.2009 |
1.2078 |
1.2225 |
|
| S4 |
1.1902 |
1.1971 |
1.2195 |
|
|
| 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% |
0.0118 |
1.0% |
84% |
False |
False |
127,679 |
| 10 |
1.2346 |
1.2093 |
0.0253 |
2.1% |
0.0106 |
0.9% |
64% |
False |
False |
111,392 |
| 20 |
1.2878 |
1.2034 |
0.0844 |
6.9% |
0.0147 |
1.2% |
26% |
False |
False |
128,997 |
| 40 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0131 |
1.1% |
15% |
False |
False |
100,388 |
| 60 |
1.3471 |
1.2034 |
0.1437 |
11.7% |
0.0124 |
1.0% |
15% |
False |
False |
67,389 |
| 80 |
1.3501 |
1.2034 |
0.1467 |
12.0% |
0.0137 |
1.1% |
15% |
False |
False |
50,612 |
| 100 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0162 |
1.3% |
7% |
False |
False |
40,544 |
| 120 |
1.5000 |
1.2034 |
0.2966 |
24.2% |
0.0141 |
1.2% |
7% |
False |
False |
33,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2716 |
|
2.618 |
1.2541 |
|
1.618 |
1.2434 |
|
1.000 |
1.2368 |
|
0.618 |
1.2327 |
|
HIGH |
1.2261 |
|
0.618 |
1.2220 |
|
0.500 |
1.2208 |
|
0.382 |
1.2195 |
|
LOW |
1.2154 |
|
0.618 |
1.2088 |
|
1.000 |
1.2047 |
|
1.618 |
1.1981 |
|
2.618 |
1.1874 |
|
4.250 |
1.1699 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2239 |
1.2238 |
| PP |
1.2223 |
1.2221 |
| S1 |
1.2208 |
1.2205 |
|