CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3259 |
1.3234 |
-0.0025 |
-0.2% |
1.3145 |
| High |
1.3304 |
1.3397 |
0.0093 |
0.7% |
1.3333 |
| Low |
1.3196 |
1.3206 |
0.0010 |
0.1% |
1.3090 |
| Close |
1.3223 |
1.3380 |
0.0157 |
1.2% |
1.3270 |
| Range |
0.0108 |
0.0191 |
0.0083 |
76.9% |
0.0243 |
| ATR |
0.0188 |
0.0188 |
0.0000 |
0.1% |
0.0000 |
| Volume |
125 |
127 |
2 |
1.6% |
691 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3901 |
1.3831 |
1.3485 |
|
| R3 |
1.3710 |
1.3640 |
1.3433 |
|
| R2 |
1.3519 |
1.3519 |
1.3415 |
|
| R1 |
1.3449 |
1.3449 |
1.3398 |
1.3484 |
| PP |
1.3328 |
1.3328 |
1.3328 |
1.3345 |
| S1 |
1.3258 |
1.3258 |
1.3362 |
1.3293 |
| S2 |
1.3137 |
1.3137 |
1.3345 |
|
| S3 |
1.2946 |
1.3067 |
1.3327 |
|
| S4 |
1.2755 |
1.2876 |
1.3275 |
|
|
| 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 |
1.3397 |
1.3107 |
0.0290 |
2.2% |
0.0147 |
1.1% |
94% |
True |
False |
116 |
| 10 |
1.3397 |
1.3090 |
0.0307 |
2.3% |
0.0140 |
1.0% |
94% |
True |
False |
176 |
| 20 |
1.3501 |
1.2843 |
0.0658 |
4.9% |
0.0175 |
1.3% |
82% |
False |
False |
236 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.1% |
0.0214 |
1.6% |
25% |
False |
False |
243 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.1% |
0.0151 |
1.1% |
25% |
False |
False |
169 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.1% |
0.0124 |
0.9% |
25% |
False |
False |
132 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.1% |
0.0103 |
0.8% |
25% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4209 |
|
2.618 |
1.3897 |
|
1.618 |
1.3706 |
|
1.000 |
1.3588 |
|
0.618 |
1.3515 |
|
HIGH |
1.3397 |
|
0.618 |
1.3324 |
|
0.500 |
1.3302 |
|
0.382 |
1.3279 |
|
LOW |
1.3206 |
|
0.618 |
1.3088 |
|
1.000 |
1.3015 |
|
1.618 |
1.2897 |
|
2.618 |
1.2706 |
|
4.250 |
1.2394 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3354 |
1.3351 |
| PP |
1.3328 |
1.3321 |
| S1 |
1.3302 |
1.3292 |
|