CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3394 |
1.3289 |
-0.0105 |
-0.8% |
1.2968 |
| High |
1.3501 |
1.3339 |
-0.0162 |
-1.2% |
1.3501 |
| Low |
1.3160 |
1.3217 |
0.0057 |
0.4% |
1.2892 |
| Close |
1.3230 |
1.3285 |
0.0055 |
0.4% |
1.3230 |
| Range |
0.0341 |
0.0122 |
-0.0219 |
-64.2% |
0.0609 |
| ATR |
0.0251 |
0.0242 |
-0.0009 |
-3.7% |
0.0000 |
| Volume |
256 |
79 |
-177 |
-69.1% |
1,778 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3646 |
1.3588 |
1.3352 |
|
| R3 |
1.3524 |
1.3466 |
1.3319 |
|
| R2 |
1.3402 |
1.3402 |
1.3307 |
|
| R1 |
1.3344 |
1.3344 |
1.3296 |
1.3312 |
| PP |
1.3280 |
1.3280 |
1.3280 |
1.3265 |
| S1 |
1.3222 |
1.3222 |
1.3274 |
1.3190 |
| S2 |
1.3158 |
1.3158 |
1.3263 |
|
| S3 |
1.3036 |
1.3100 |
1.3251 |
|
| S4 |
1.2914 |
1.2978 |
1.3218 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5035 |
1.4741 |
1.3565 |
|
| R3 |
1.4426 |
1.4132 |
1.3397 |
|
| R2 |
1.3817 |
1.3817 |
1.3342 |
|
| R1 |
1.3523 |
1.3523 |
1.3286 |
1.3670 |
| PP |
1.3208 |
1.3208 |
1.3208 |
1.3281 |
| S1 |
1.2914 |
1.2914 |
1.3174 |
1.3061 |
| S2 |
1.2599 |
1.2599 |
1.3118 |
|
| S3 |
1.1990 |
1.2305 |
1.3063 |
|
| S4 |
1.1381 |
1.1696 |
1.2895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3501 |
1.3020 |
0.0481 |
3.6% |
0.0265 |
2.0% |
55% |
False |
False |
337 |
| 10 |
1.3501 |
1.2843 |
0.0658 |
5.0% |
0.0227 |
1.7% |
67% |
False |
False |
343 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0293 |
2.2% |
20% |
False |
False |
346 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0186 |
1.4% |
20% |
False |
False |
198 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0132 |
1.0% |
20% |
False |
False |
135 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0105 |
0.8% |
20% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3858 |
|
2.618 |
1.3658 |
|
1.618 |
1.3536 |
|
1.000 |
1.3461 |
|
0.618 |
1.3414 |
|
HIGH |
1.3339 |
|
0.618 |
1.3292 |
|
0.500 |
1.3278 |
|
0.382 |
1.3264 |
|
LOW |
1.3217 |
|
0.618 |
1.3142 |
|
1.000 |
1.3095 |
|
1.618 |
1.3020 |
|
2.618 |
1.2898 |
|
4.250 |
1.2699 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3283 |
1.3318 |
| PP |
1.3280 |
1.3307 |
| S1 |
1.3278 |
1.3296 |
|