CME British Pound Future March 2017
| 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 |
1.2214 |
1.2271 |
0.0057 |
0.5% |
1.2190 |
| High |
1.2283 |
1.2304 |
0.0021 |
0.2% |
1.2364 |
| Low |
1.2192 |
1.2185 |
-0.0007 |
-0.1% |
1.2172 |
| Close |
1.2260 |
1.2210 |
-0.0050 |
-0.4% |
1.2264 |
| Range |
0.0091 |
0.0119 |
0.0028 |
30.8% |
0.0192 |
| ATR |
0.0123 |
0.0123 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
756 |
1,015 |
259 |
34.3% |
1,118 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2590 |
1.2519 |
1.2275 |
|
| R3 |
1.2471 |
1.2400 |
1.2243 |
|
| R2 |
1.2352 |
1.2352 |
1.2232 |
|
| R1 |
1.2281 |
1.2281 |
1.2221 |
1.2257 |
| PP |
1.2233 |
1.2233 |
1.2233 |
1.2221 |
| S1 |
1.2162 |
1.2162 |
1.2199 |
1.2138 |
| S2 |
1.2114 |
1.2114 |
1.2188 |
|
| S3 |
1.1995 |
1.2043 |
1.2177 |
|
| S4 |
1.1876 |
1.1924 |
1.2145 |
|
|
| 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 |
1.2810 |
|
2.618 |
1.2616 |
|
1.618 |
1.2497 |
|
1.000 |
1.2423 |
|
0.618 |
1.2378 |
|
HIGH |
1.2304 |
|
0.618 |
1.2259 |
|
0.500 |
1.2245 |
|
0.382 |
1.2230 |
|
LOW |
1.2185 |
|
0.618 |
1.2111 |
|
1.000 |
1.2066 |
|
1.618 |
1.1992 |
|
2.618 |
1.1873 |
|
4.250 |
1.1679 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2245 |
1.2212 |
| PP |
1.2233 |
1.2211 |
| S1 |
1.2222 |
1.2211 |
|