CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2958 |
1.2961 |
0.0003 |
0.0% |
1.3330 |
| High |
1.3063 |
1.3040 |
-0.0023 |
-0.2% |
1.3366 |
| Low |
1.2910 |
1.2944 |
0.0034 |
0.3% |
1.2843 |
| Close |
1.2924 |
1.2976 |
0.0052 |
0.4% |
1.2976 |
| Range |
0.0153 |
0.0096 |
-0.0057 |
-37.3% |
0.0523 |
| ATR |
0.0249 |
0.0240 |
-0.0010 |
-3.8% |
0.0000 |
| Volume |
150 |
191 |
41 |
27.3% |
1,574 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3275 |
1.3221 |
1.3029 |
|
| R3 |
1.3179 |
1.3125 |
1.3002 |
|
| R2 |
1.3083 |
1.3083 |
1.2994 |
|
| R1 |
1.3029 |
1.3029 |
1.2985 |
1.3056 |
| PP |
1.2987 |
1.2987 |
1.2987 |
1.3000 |
| S1 |
1.2933 |
1.2933 |
1.2967 |
1.2960 |
| S2 |
1.2891 |
1.2891 |
1.2958 |
|
| S3 |
1.2795 |
1.2837 |
1.2950 |
|
| S4 |
1.2699 |
1.2741 |
1.2923 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4631 |
1.4326 |
1.3264 |
|
| R3 |
1.4108 |
1.3803 |
1.3120 |
|
| R2 |
1.3585 |
1.3585 |
1.3072 |
|
| R1 |
1.3280 |
1.3280 |
1.3024 |
1.3171 |
| PP |
1.3062 |
1.3062 |
1.3062 |
1.3007 |
| S1 |
1.2757 |
1.2757 |
1.2928 |
1.2648 |
| S2 |
1.2539 |
1.2539 |
1.2880 |
|
| S3 |
1.2016 |
1.2234 |
1.2832 |
|
| S4 |
1.1493 |
1.1711 |
1.2688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3369 |
1.2843 |
0.0526 |
4.1% |
0.0177 |
1.4% |
25% |
False |
False |
340 |
| 10 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0368 |
2.8% |
6% |
False |
False |
415 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0263 |
2.0% |
6% |
False |
False |
271 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0150 |
1.2% |
6% |
False |
False |
155 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0113 |
0.9% |
6% |
False |
False |
106 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0090 |
0.7% |
6% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3448 |
|
2.618 |
1.3291 |
|
1.618 |
1.3195 |
|
1.000 |
1.3136 |
|
0.618 |
1.3099 |
|
HIGH |
1.3040 |
|
0.618 |
1.3003 |
|
0.500 |
1.2992 |
|
0.382 |
1.2981 |
|
LOW |
1.2944 |
|
0.618 |
1.2885 |
|
1.000 |
1.2848 |
|
1.618 |
1.2789 |
|
2.618 |
1.2693 |
|
4.250 |
1.2536 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2992 |
1.2968 |
| PP |
1.2987 |
1.2961 |
| S1 |
1.2981 |
1.2953 |
|