CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2961 |
1.2968 |
0.0007 |
0.1% |
1.3330 |
| High |
1.3040 |
1.3040 |
0.0000 |
0.0% |
1.3366 |
| Low |
1.2944 |
1.2892 |
-0.0052 |
-0.4% |
1.2843 |
| Close |
1.2976 |
1.3031 |
0.0055 |
0.4% |
1.2976 |
| Range |
0.0096 |
0.0148 |
0.0052 |
54.2% |
0.0523 |
| ATR |
0.0240 |
0.0233 |
-0.0007 |
-2.7% |
0.0000 |
| Volume |
191 |
168 |
-23 |
-12.0% |
1,574 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3432 |
1.3379 |
1.3112 |
|
| R3 |
1.3284 |
1.3231 |
1.3072 |
|
| R2 |
1.3136 |
1.3136 |
1.3058 |
|
| R1 |
1.3083 |
1.3083 |
1.3045 |
1.3110 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.3001 |
| S1 |
1.2935 |
1.2935 |
1.3017 |
1.2962 |
| S2 |
1.2840 |
1.2840 |
1.3004 |
|
| S3 |
1.2692 |
1.2787 |
1.2990 |
|
| S4 |
1.2544 |
1.2639 |
1.2950 |
|
|
| 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 |
1.3366 |
1.2843 |
0.0523 |
4.0% |
0.0189 |
1.5% |
36% |
False |
False |
348 |
| 10 |
1.3548 |
1.2843 |
0.0705 |
5.4% |
0.0210 |
1.6% |
27% |
False |
False |
351 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0260 |
2.0% |
9% |
False |
False |
277 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0154 |
1.2% |
9% |
False |
False |
159 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0115 |
0.9% |
9% |
False |
False |
107 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0091 |
0.7% |
9% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3669 |
|
2.618 |
1.3427 |
|
1.618 |
1.3279 |
|
1.000 |
1.3188 |
|
0.618 |
1.3131 |
|
HIGH |
1.3040 |
|
0.618 |
1.2983 |
|
0.500 |
1.2966 |
|
0.382 |
1.2949 |
|
LOW |
1.2892 |
|
0.618 |
1.2801 |
|
1.000 |
1.2744 |
|
1.618 |
1.2653 |
|
2.618 |
1.2505 |
|
4.250 |
1.2263 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3009 |
1.3013 |
| PP |
1.2988 |
1.2995 |
| S1 |
1.2966 |
1.2978 |
|