CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3056 |
1.2958 |
-0.0098 |
-0.8% |
1.3490 |
| High |
1.3056 |
1.3063 |
0.0007 |
0.1% |
1.3548 |
| Low |
1.2843 |
1.2910 |
0.0067 |
0.5% |
1.3148 |
| Close |
1.2952 |
1.2924 |
-0.0028 |
-0.2% |
1.3308 |
| Range |
0.0213 |
0.0153 |
-0.0060 |
-28.2% |
0.0400 |
| ATR |
0.0257 |
0.0249 |
-0.0007 |
-2.9% |
0.0000 |
| Volume |
417 |
150 |
-267 |
-64.0% |
1,769 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3425 |
1.3327 |
1.3008 |
|
| R3 |
1.3272 |
1.3174 |
1.2966 |
|
| R2 |
1.3119 |
1.3119 |
1.2952 |
|
| R1 |
1.3021 |
1.3021 |
1.2938 |
1.2994 |
| PP |
1.2966 |
1.2966 |
1.2966 |
1.2952 |
| S1 |
1.2868 |
1.2868 |
1.2910 |
1.2841 |
| S2 |
1.2813 |
1.2813 |
1.2896 |
|
| S3 |
1.2660 |
1.2715 |
1.2882 |
|
| S4 |
1.2507 |
1.2562 |
1.2840 |
|
|
| 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 |
1.3510 |
1.2843 |
0.0667 |
5.2% |
0.0214 |
1.7% |
12% |
False |
False |
420 |
| 10 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0380 |
2.9% |
4% |
False |
False |
427 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0262 |
2.0% |
4% |
False |
False |
263 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0148 |
1.1% |
4% |
False |
False |
150 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0112 |
0.9% |
4% |
False |
False |
105 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0089 |
0.7% |
4% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3713 |
|
2.618 |
1.3464 |
|
1.618 |
1.3311 |
|
1.000 |
1.3216 |
|
0.618 |
1.3158 |
|
HIGH |
1.3063 |
|
0.618 |
1.3005 |
|
0.500 |
1.2987 |
|
0.382 |
1.2968 |
|
LOW |
1.2910 |
|
0.618 |
1.2815 |
|
1.000 |
1.2757 |
|
1.618 |
1.2662 |
|
2.618 |
1.2509 |
|
4.250 |
1.2260 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2987 |
1.3105 |
| PP |
1.2966 |
1.3044 |
| S1 |
1.2945 |
1.2984 |
|