CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3303 |
1.3161 |
-0.0142 |
-1.1% |
1.3330 |
| High |
1.3366 |
1.3501 |
0.0135 |
1.0% |
1.3366 |
| Low |
1.3164 |
1.3134 |
-0.0030 |
-0.2% |
1.2843 |
| Close |
1.3187 |
1.3355 |
0.0168 |
1.3% |
1.2976 |
| Range |
0.0202 |
0.0367 |
0.0165 |
81.7% |
0.0523 |
| ATR |
0.0235 |
0.0244 |
0.0009 |
4.0% |
0.0000 |
| Volume |
337 |
550 |
213 |
63.2% |
1,574 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4431 |
1.4260 |
1.3557 |
|
| R3 |
1.4064 |
1.3893 |
1.3456 |
|
| R2 |
1.3697 |
1.3697 |
1.3422 |
|
| R1 |
1.3526 |
1.3526 |
1.3389 |
1.3612 |
| PP |
1.3330 |
1.3330 |
1.3330 |
1.3373 |
| S1 |
1.3159 |
1.3159 |
1.3321 |
1.3245 |
| S2 |
1.2963 |
1.2963 |
1.3288 |
|
| S3 |
1.2596 |
1.2792 |
1.3254 |
|
| S4 |
1.2229 |
1.2425 |
1.3153 |
|
|
| 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 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0221 |
1.7% |
76% |
True |
False |
342 |
| 10 |
1.3510 |
1.2843 |
0.0667 |
5.0% |
0.0218 |
1.6% |
77% |
False |
False |
381 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0286 |
2.1% |
24% |
False |
False |
335 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0176 |
1.3% |
24% |
False |
False |
192 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0125 |
0.9% |
24% |
False |
False |
130 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0100 |
0.8% |
24% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5061 |
|
2.618 |
1.4462 |
|
1.618 |
1.4095 |
|
1.000 |
1.3868 |
|
0.618 |
1.3728 |
|
HIGH |
1.3501 |
|
0.618 |
1.3361 |
|
0.500 |
1.3318 |
|
0.382 |
1.3274 |
|
LOW |
1.3134 |
|
0.618 |
1.2907 |
|
1.000 |
1.2767 |
|
1.618 |
1.2540 |
|
2.618 |
1.2173 |
|
4.250 |
1.1574 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3343 |
1.3324 |
| PP |
1.3330 |
1.3292 |
| S1 |
1.3318 |
1.3261 |
|