CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3220 |
1.3259 |
0.0039 |
0.3% |
1.3145 |
| High |
1.3333 |
1.3304 |
-0.0029 |
-0.2% |
1.3333 |
| Low |
1.3186 |
1.3196 |
0.0010 |
0.1% |
1.3090 |
| Close |
1.3270 |
1.3223 |
-0.0047 |
-0.4% |
1.3270 |
| Range |
0.0147 |
0.0108 |
-0.0039 |
-26.5% |
0.0243 |
| ATR |
0.0194 |
0.0188 |
-0.0006 |
-3.2% |
0.0000 |
| Volume |
164 |
125 |
-39 |
-23.8% |
691 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3502 |
1.3282 |
|
| R3 |
1.3457 |
1.3394 |
1.3253 |
|
| R2 |
1.3349 |
1.3349 |
1.3243 |
|
| R1 |
1.3286 |
1.3286 |
1.3233 |
1.3264 |
| PP |
1.3241 |
1.3241 |
1.3241 |
1.3230 |
| S1 |
1.3178 |
1.3178 |
1.3213 |
1.3156 |
| S2 |
1.3133 |
1.3133 |
1.3203 |
|
| S3 |
1.3025 |
1.3070 |
1.3193 |
|
| S4 |
1.2917 |
1.2962 |
1.3164 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3960 |
1.3858 |
1.3404 |
|
| R3 |
1.3717 |
1.3615 |
1.3337 |
|
| R2 |
1.3474 |
1.3474 |
1.3315 |
|
| R1 |
1.3372 |
1.3372 |
1.3292 |
1.3423 |
| PP |
1.3231 |
1.3231 |
1.3231 |
1.3257 |
| S1 |
1.3129 |
1.3129 |
1.3248 |
1.3180 |
| S2 |
1.2988 |
1.2988 |
1.3225 |
|
| S3 |
1.2745 |
1.2886 |
1.3203 |
|
| S4 |
1.2502 |
1.2643 |
1.3136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3333 |
1.3090 |
0.0243 |
1.8% |
0.0132 |
1.0% |
55% |
False |
False |
147 |
| 10 |
1.3333 |
1.3090 |
0.0243 |
1.8% |
0.0137 |
1.0% |
55% |
False |
False |
199 |
| 20 |
1.3501 |
1.2843 |
0.0658 |
5.0% |
0.0182 |
1.4% |
58% |
False |
False |
271 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0211 |
1.6% |
18% |
False |
False |
246 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0148 |
1.1% |
18% |
False |
False |
167 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0121 |
0.9% |
18% |
False |
False |
132 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0101 |
0.8% |
18% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3763 |
|
2.618 |
1.3587 |
|
1.618 |
1.3479 |
|
1.000 |
1.3412 |
|
0.618 |
1.3371 |
|
HIGH |
1.3304 |
|
0.618 |
1.3263 |
|
0.500 |
1.3250 |
|
0.382 |
1.3237 |
|
LOW |
1.3196 |
|
0.618 |
1.3129 |
|
1.000 |
1.3088 |
|
1.618 |
1.3021 |
|
2.618 |
1.2913 |
|
4.250 |
1.2737 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3250 |
1.3243 |
| PP |
1.3241 |
1.3236 |
| S1 |
1.3232 |
1.3230 |
|