CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3020 |
1.3303 |
0.0283 |
2.2% |
1.3330 |
| High |
1.3311 |
1.3366 |
0.0055 |
0.4% |
1.3366 |
| Low |
1.3020 |
1.3164 |
0.0144 |
1.1% |
1.2843 |
| Close |
1.3297 |
1.3187 |
-0.0110 |
-0.8% |
1.2976 |
| Range |
0.0291 |
0.0202 |
-0.0089 |
-30.6% |
0.0523 |
| ATR |
0.0237 |
0.0235 |
-0.0003 |
-1.1% |
0.0000 |
| Volume |
467 |
337 |
-130 |
-27.8% |
1,574 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3845 |
1.3718 |
1.3298 |
|
| R3 |
1.3643 |
1.3516 |
1.3243 |
|
| R2 |
1.3441 |
1.3441 |
1.3224 |
|
| R1 |
1.3314 |
1.3314 |
1.3206 |
1.3277 |
| PP |
1.3239 |
1.3239 |
1.3239 |
1.3220 |
| S1 |
1.3112 |
1.3112 |
1.3168 |
1.3075 |
| S2 |
1.3037 |
1.3037 |
1.3150 |
|
| S3 |
1.2835 |
1.2910 |
1.3131 |
|
| S4 |
1.2633 |
1.2708 |
1.3076 |
|
|
| 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 |
1.2892 |
0.0474 |
3.6% |
0.0178 |
1.3% |
62% |
True |
False |
262 |
| 10 |
1.3548 |
1.2843 |
0.0705 |
5.3% |
0.0205 |
1.6% |
49% |
False |
False |
353 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0271 |
2.1% |
16% |
False |
False |
309 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0166 |
1.3% |
16% |
False |
False |
179 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0120 |
0.9% |
16% |
False |
False |
121 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0096 |
0.7% |
16% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4225 |
|
2.618 |
1.3895 |
|
1.618 |
1.3693 |
|
1.000 |
1.3568 |
|
0.618 |
1.3491 |
|
HIGH |
1.3366 |
|
0.618 |
1.3289 |
|
0.500 |
1.3265 |
|
0.382 |
1.3241 |
|
LOW |
1.3164 |
|
0.618 |
1.3039 |
|
1.000 |
1.2962 |
|
1.618 |
1.2837 |
|
2.618 |
1.2635 |
|
4.250 |
1.2306 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3265 |
1.3168 |
| PP |
1.3239 |
1.3148 |
| S1 |
1.3213 |
1.3129 |
|