CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3260 |
1.3253 |
-0.0007 |
-0.1% |
1.3289 |
| High |
1.3301 |
1.3316 |
0.0015 |
0.1% |
1.3339 |
| Low |
1.3185 |
1.3108 |
-0.0077 |
-0.6% |
1.3092 |
| Close |
1.3231 |
1.3120 |
-0.0111 |
-0.8% |
1.3120 |
| Range |
0.0116 |
0.0208 |
0.0092 |
79.3% |
0.0247 |
| ATR |
0.0225 |
0.0223 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
136 |
201 |
65 |
47.8% |
1,259 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3805 |
1.3671 |
1.3234 |
|
| R3 |
1.3597 |
1.3463 |
1.3177 |
|
| R2 |
1.3389 |
1.3389 |
1.3158 |
|
| R1 |
1.3255 |
1.3255 |
1.3139 |
1.3218 |
| PP |
1.3181 |
1.3181 |
1.3181 |
1.3163 |
| S1 |
1.3047 |
1.3047 |
1.3101 |
1.3010 |
| S2 |
1.2973 |
1.2973 |
1.3082 |
|
| S3 |
1.2765 |
1.2839 |
1.3063 |
|
| S4 |
1.2557 |
1.2631 |
1.3006 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3925 |
1.3769 |
1.3256 |
|
| R3 |
1.3678 |
1.3522 |
1.3188 |
|
| R2 |
1.3431 |
1.3431 |
1.3165 |
|
| R1 |
1.3275 |
1.3275 |
1.3143 |
1.3230 |
| PP |
1.3184 |
1.3184 |
1.3184 |
1.3161 |
| S1 |
1.3028 |
1.3028 |
1.3097 |
1.2983 |
| S2 |
1.2937 |
1.2937 |
1.3075 |
|
| S3 |
1.2690 |
1.2781 |
1.3052 |
|
| S4 |
1.2443 |
1.2534 |
1.2984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3339 |
1.3092 |
0.0247 |
1.9% |
0.0153 |
1.2% |
11% |
False |
False |
251 |
| 10 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0211 |
1.6% |
37% |
False |
False |
303 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0290 |
2.2% |
13% |
False |
False |
359 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0198 |
1.5% |
13% |
False |
False |
227 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0140 |
1.1% |
13% |
False |
False |
154 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0112 |
0.9% |
13% |
False |
False |
122 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0095 |
0.7% |
13% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4200 |
|
2.618 |
1.3861 |
|
1.618 |
1.3653 |
|
1.000 |
1.3524 |
|
0.618 |
1.3445 |
|
HIGH |
1.3316 |
|
0.618 |
1.3237 |
|
0.500 |
1.3212 |
|
0.382 |
1.3187 |
|
LOW |
1.3108 |
|
0.618 |
1.2979 |
|
1.000 |
1.2900 |
|
1.618 |
1.2771 |
|
2.618 |
1.2563 |
|
4.250 |
1.2224 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3212 |
1.3204 |
| PP |
1.3181 |
1.3176 |
| S1 |
1.3151 |
1.3148 |
|