CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3322 |
1.3330 |
0.0008 |
0.1% |
1.3490 |
| High |
1.3369 |
1.3366 |
-0.0003 |
0.0% |
1.3548 |
| Low |
1.3280 |
1.3030 |
-0.0250 |
-1.9% |
1.3148 |
| Close |
1.3308 |
1.3054 |
-0.0254 |
-1.9% |
1.3308 |
| Range |
0.0089 |
0.0336 |
0.0247 |
277.5% |
0.0400 |
| ATR |
0.0254 |
0.0260 |
0.0006 |
2.3% |
0.0000 |
| Volume |
129 |
816 |
687 |
532.6% |
1,769 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4158 |
1.3942 |
1.3239 |
|
| R3 |
1.3822 |
1.3606 |
1.3146 |
|
| R2 |
1.3486 |
1.3486 |
1.3116 |
|
| R1 |
1.3270 |
1.3270 |
1.3085 |
1.3210 |
| PP |
1.3150 |
1.3150 |
1.3150 |
1.3120 |
| S1 |
1.2934 |
1.2934 |
1.3023 |
1.2874 |
| S2 |
1.2814 |
1.2814 |
1.2992 |
|
| S3 |
1.2478 |
1.2598 |
1.2962 |
|
| S4 |
1.2142 |
1.2262 |
1.2869 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4535 |
1.4321 |
1.3528 |
|
| R3 |
1.4135 |
1.3921 |
1.3418 |
|
| R2 |
1.3735 |
1.3735 |
1.3381 |
|
| R1 |
1.3521 |
1.3521 |
1.3345 |
1.3428 |
| PP |
1.3335 |
1.3335 |
1.3335 |
1.3288 |
| S1 |
1.3121 |
1.3121 |
1.3271 |
1.3028 |
| S2 |
1.2935 |
1.2935 |
1.3235 |
|
| S3 |
1.2535 |
1.2721 |
1.3198 |
|
| S4 |
1.2135 |
1.2321 |
1.3088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3548 |
1.3030 |
0.0518 |
4.0% |
0.0228 |
1.7% |
5% |
False |
True |
435 |
| 10 |
1.5000 |
1.3030 |
0.1970 |
15.1% |
0.0368 |
2.8% |
1% |
False |
True |
416 |
| 20 |
1.5000 |
1.3030 |
0.1970 |
15.1% |
0.0254 |
1.9% |
1% |
False |
True |
250 |
| 40 |
1.5000 |
1.3030 |
0.1970 |
15.1% |
0.0139 |
1.1% |
1% |
False |
True |
136 |
| 60 |
1.5000 |
1.3030 |
0.1970 |
15.1% |
0.0107 |
0.8% |
1% |
False |
True |
97 |
| 80 |
1.5000 |
1.3030 |
0.1970 |
15.1% |
0.0085 |
0.7% |
1% |
False |
True |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4794 |
|
2.618 |
1.4246 |
|
1.618 |
1.3910 |
|
1.000 |
1.3702 |
|
0.618 |
1.3574 |
|
HIGH |
1.3366 |
|
0.618 |
1.3238 |
|
0.500 |
1.3198 |
|
0.382 |
1.3158 |
|
LOW |
1.3030 |
|
0.618 |
1.2822 |
|
1.000 |
1.2694 |
|
1.618 |
1.2486 |
|
2.618 |
1.2150 |
|
4.250 |
1.1602 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3198 |
1.3270 |
| PP |
1.3150 |
1.3198 |
| S1 |
1.3102 |
1.3126 |
|