CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3145 |
1.3122 |
-0.0023 |
-0.2% |
1.3289 |
| High |
1.3191 |
1.3209 |
0.0018 |
0.1% |
1.3339 |
| Low |
1.3126 |
1.3090 |
-0.0036 |
-0.3% |
1.3092 |
| Close |
1.3158 |
1.3166 |
0.0008 |
0.1% |
1.3120 |
| Range |
0.0065 |
0.0119 |
0.0054 |
83.1% |
0.0247 |
| ATR |
0.0212 |
0.0206 |
-0.0007 |
-3.1% |
0.0000 |
| Volume |
79 |
283 |
204 |
258.2% |
1,259 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3512 |
1.3458 |
1.3231 |
|
| R3 |
1.3393 |
1.3339 |
1.3199 |
|
| R2 |
1.3274 |
1.3274 |
1.3188 |
|
| R1 |
1.3220 |
1.3220 |
1.3177 |
1.3247 |
| PP |
1.3155 |
1.3155 |
1.3155 |
1.3169 |
| S1 |
1.3101 |
1.3101 |
1.3155 |
1.3128 |
| S2 |
1.3036 |
1.3036 |
1.3144 |
|
| S3 |
1.2917 |
1.2982 |
1.3133 |
|
| S4 |
1.2798 |
1.2863 |
1.3101 |
|
|
| 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 |
1.3316 |
1.3090 |
0.0226 |
1.7% |
0.0134 |
1.0% |
34% |
False |
True |
236 |
| 10 |
1.3501 |
1.3090 |
0.0411 |
3.1% |
0.0186 |
1.4% |
18% |
False |
True |
276 |
| 20 |
1.3548 |
1.2843 |
0.0705 |
5.4% |
0.0195 |
1.5% |
46% |
False |
False |
316 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0201 |
1.5% |
15% |
False |
False |
236 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0143 |
1.1% |
15% |
False |
False |
160 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0114 |
0.9% |
15% |
False |
False |
126 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0096 |
0.7% |
15% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3715 |
|
2.618 |
1.3521 |
|
1.618 |
1.3402 |
|
1.000 |
1.3328 |
|
0.618 |
1.3283 |
|
HIGH |
1.3209 |
|
0.618 |
1.3164 |
|
0.500 |
1.3150 |
|
0.382 |
1.3135 |
|
LOW |
1.3090 |
|
0.618 |
1.3016 |
|
1.000 |
1.2971 |
|
1.618 |
1.2897 |
|
2.618 |
1.2778 |
|
4.250 |
1.2584 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3161 |
1.3203 |
| PP |
1.3155 |
1.3191 |
| S1 |
1.3150 |
1.3178 |
|