CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3132 |
1.3260 |
0.0128 |
1.0% |
1.2968 |
| High |
1.3254 |
1.3301 |
0.0047 |
0.4% |
1.3501 |
| Low |
1.3092 |
1.3185 |
0.0093 |
0.7% |
1.2892 |
| Close |
1.3176 |
1.3231 |
0.0055 |
0.4% |
1.3230 |
| Range |
0.0162 |
0.0116 |
-0.0046 |
-28.4% |
0.0609 |
| ATR |
0.0232 |
0.0225 |
-0.0008 |
-3.3% |
0.0000 |
| Volume |
481 |
136 |
-345 |
-71.7% |
1,778 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3587 |
1.3525 |
1.3295 |
|
| R3 |
1.3471 |
1.3409 |
1.3263 |
|
| R2 |
1.3355 |
1.3355 |
1.3252 |
|
| R1 |
1.3293 |
1.3293 |
1.3242 |
1.3266 |
| PP |
1.3239 |
1.3239 |
1.3239 |
1.3226 |
| S1 |
1.3177 |
1.3177 |
1.3220 |
1.3150 |
| S2 |
1.3123 |
1.3123 |
1.3210 |
|
| S3 |
1.3007 |
1.3061 |
1.3199 |
|
| S4 |
1.2891 |
1.2945 |
1.3167 |
|
|
| 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 |
1.3092 |
0.0409 |
3.1% |
0.0180 |
1.4% |
34% |
False |
False |
262 |
| 10 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0200 |
1.5% |
56% |
False |
False |
302 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0290 |
2.2% |
18% |
False |
False |
365 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0194 |
1.5% |
18% |
False |
False |
222 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0137 |
1.0% |
18% |
False |
False |
151 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0110 |
0.8% |
18% |
False |
False |
119 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0092 |
0.7% |
18% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3794 |
|
2.618 |
1.3605 |
|
1.618 |
1.3489 |
|
1.000 |
1.3417 |
|
0.618 |
1.3373 |
|
HIGH |
1.3301 |
|
0.618 |
1.3257 |
|
0.500 |
1.3243 |
|
0.382 |
1.3229 |
|
LOW |
1.3185 |
|
0.618 |
1.3113 |
|
1.000 |
1.3069 |
|
1.618 |
1.2997 |
|
2.618 |
1.2881 |
|
4.250 |
1.2692 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3243 |
1.3220 |
| PP |
1.3239 |
1.3208 |
| S1 |
1.3235 |
1.3197 |
|