CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2316 |
1.2269 |
-0.0047 |
-0.4% |
1.2190 |
| High |
1.2329 |
1.2291 |
-0.0038 |
-0.3% |
1.2364 |
| Low |
1.2244 |
1.2205 |
-0.0039 |
-0.3% |
1.2172 |
| Close |
1.2285 |
1.2264 |
-0.0021 |
-0.2% |
1.2264 |
| Range |
0.0085 |
0.0086 |
0.0001 |
1.2% |
0.0192 |
| ATR |
0.0132 |
0.0128 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
118 |
375 |
257 |
217.8% |
1,118 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2511 |
1.2474 |
1.2311 |
|
| R3 |
1.2425 |
1.2388 |
1.2288 |
|
| R2 |
1.2339 |
1.2339 |
1.2280 |
|
| R1 |
1.2302 |
1.2302 |
1.2272 |
1.2278 |
| PP |
1.2253 |
1.2253 |
1.2253 |
1.2241 |
| S1 |
1.2216 |
1.2216 |
1.2256 |
1.2192 |
| S2 |
1.2167 |
1.2167 |
1.2248 |
|
| S3 |
1.2081 |
1.2130 |
1.2240 |
|
| S4 |
1.1995 |
1.2044 |
1.2217 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2843 |
1.2745 |
1.2370 |
|
| R3 |
1.2651 |
1.2553 |
1.2317 |
|
| R2 |
1.2459 |
1.2459 |
1.2299 |
|
| R1 |
1.2361 |
1.2361 |
1.2282 |
1.2410 |
| PP |
1.2267 |
1.2267 |
1.2267 |
1.2291 |
| S1 |
1.2169 |
1.2169 |
1.2246 |
1.2218 |
| S2 |
1.2075 |
1.2075 |
1.2229 |
|
| S3 |
1.1883 |
1.1977 |
1.2211 |
|
| S4 |
1.1691 |
1.1785 |
1.2158 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2657 |
|
2.618 |
1.2516 |
|
1.618 |
1.2430 |
|
1.000 |
1.2377 |
|
0.618 |
1.2344 |
|
HIGH |
1.2291 |
|
0.618 |
1.2258 |
|
0.500 |
1.2248 |
|
0.382 |
1.2238 |
|
LOW |
1.2205 |
|
0.618 |
1.2152 |
|
1.000 |
1.2119 |
|
1.618 |
1.2066 |
|
2.618 |
1.1980 |
|
4.250 |
1.1840 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2259 |
1.2285 |
| PP |
1.2253 |
1.2278 |
| S1 |
1.2248 |
1.2271 |
|