CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2968 |
1.3020 |
0.0052 |
0.4% |
1.3330 |
| High |
1.3040 |
1.3311 |
0.0271 |
2.1% |
1.3366 |
| Low |
1.2892 |
1.3020 |
0.0128 |
1.0% |
1.2843 |
| Close |
1.3031 |
1.3297 |
0.0266 |
2.0% |
1.2976 |
| Range |
0.0148 |
0.0291 |
0.0143 |
96.6% |
0.0523 |
| ATR |
0.0233 |
0.0237 |
0.0004 |
1.8% |
0.0000 |
| Volume |
168 |
467 |
299 |
178.0% |
1,574 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4082 |
1.3981 |
1.3457 |
|
| R3 |
1.3791 |
1.3690 |
1.3377 |
|
| R2 |
1.3500 |
1.3500 |
1.3350 |
|
| R1 |
1.3399 |
1.3399 |
1.3324 |
1.3450 |
| PP |
1.3209 |
1.3209 |
1.3209 |
1.3235 |
| S1 |
1.3108 |
1.3108 |
1.3270 |
1.3159 |
| S2 |
1.2918 |
1.2918 |
1.3244 |
|
| S3 |
1.2627 |
1.2817 |
1.3217 |
|
| S4 |
1.2336 |
1.2526 |
1.3137 |
|
|
| 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 |
1.3311 |
1.2843 |
0.0468 |
3.5% |
0.0180 |
1.4% |
97% |
True |
False |
278 |
| 10 |
1.3548 |
1.2843 |
0.0705 |
5.3% |
0.0204 |
1.5% |
64% |
False |
False |
357 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0266 |
2.0% |
21% |
False |
False |
296 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0161 |
1.2% |
21% |
False |
False |
170 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0119 |
0.9% |
21% |
False |
False |
115 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0093 |
0.7% |
21% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4548 |
|
2.618 |
1.4073 |
|
1.618 |
1.3782 |
|
1.000 |
1.3602 |
|
0.618 |
1.3491 |
|
HIGH |
1.3311 |
|
0.618 |
1.3200 |
|
0.500 |
1.3166 |
|
0.382 |
1.3131 |
|
LOW |
1.3020 |
|
0.618 |
1.2840 |
|
1.000 |
1.2729 |
|
1.618 |
1.2549 |
|
2.618 |
1.2258 |
|
4.250 |
1.1783 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3253 |
1.3232 |
| PP |
1.3209 |
1.3167 |
| S1 |
1.3166 |
1.3102 |
|