CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3289 |
1.3260 |
-0.0029 |
-0.2% |
1.2968 |
| High |
1.3339 |
1.3260 |
-0.0079 |
-0.6% |
1.3501 |
| Low |
1.3217 |
1.3103 |
-0.0114 |
-0.9% |
1.2892 |
| Close |
1.3285 |
1.3116 |
-0.0169 |
-1.3% |
1.3230 |
| Range |
0.0122 |
0.0157 |
0.0035 |
28.7% |
0.0609 |
| ATR |
0.0242 |
0.0238 |
-0.0004 |
-1.8% |
0.0000 |
| Volume |
79 |
362 |
283 |
358.2% |
1,778 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3631 |
1.3530 |
1.3202 |
|
| R3 |
1.3474 |
1.3373 |
1.3159 |
|
| R2 |
1.3317 |
1.3317 |
1.3145 |
|
| R1 |
1.3216 |
1.3216 |
1.3130 |
1.3188 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3146 |
| S1 |
1.3059 |
1.3059 |
1.3102 |
1.3031 |
| S2 |
1.3003 |
1.3003 |
1.3087 |
|
| S3 |
1.2846 |
1.2902 |
1.3073 |
|
| S4 |
1.2689 |
1.2745 |
1.3030 |
|
|
| 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 |
1.3103 |
0.0398 |
3.0% |
0.0238 |
1.8% |
3% |
False |
True |
316 |
| 10 |
1.3501 |
1.2843 |
0.0658 |
5.0% |
0.0209 |
1.6% |
41% |
False |
False |
297 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0288 |
2.2% |
13% |
False |
False |
357 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0190 |
1.5% |
13% |
False |
False |
207 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0134 |
1.0% |
13% |
False |
False |
141 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0106 |
0.8% |
13% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3927 |
|
2.618 |
1.3671 |
|
1.618 |
1.3514 |
|
1.000 |
1.3417 |
|
0.618 |
1.3357 |
|
HIGH |
1.3260 |
|
0.618 |
1.3200 |
|
0.500 |
1.3182 |
|
0.382 |
1.3163 |
|
LOW |
1.3103 |
|
0.618 |
1.3006 |
|
1.000 |
1.2946 |
|
1.618 |
1.2849 |
|
2.618 |
1.2692 |
|
4.250 |
1.2436 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3182 |
1.3302 |
| PP |
1.3160 |
1.3240 |
| S1 |
1.3138 |
1.3178 |
|