CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3234 |
1.3365 |
0.0131 |
1.0% |
1.3145 |
| High |
1.3397 |
1.3402 |
0.0005 |
0.0% |
1.3333 |
| Low |
1.3206 |
1.3314 |
0.0108 |
0.8% |
1.3090 |
| Close |
1.3380 |
1.3348 |
-0.0032 |
-0.2% |
1.3270 |
| Range |
0.0191 |
0.0088 |
-0.0103 |
-53.9% |
0.0243 |
| ATR |
0.0188 |
0.0181 |
-0.0007 |
-3.8% |
0.0000 |
| Volume |
127 |
71 |
-56 |
-44.1% |
691 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3619 |
1.3571 |
1.3396 |
|
| R3 |
1.3531 |
1.3483 |
1.3372 |
|
| R2 |
1.3443 |
1.3443 |
1.3364 |
|
| R1 |
1.3395 |
1.3395 |
1.3356 |
1.3375 |
| PP |
1.3355 |
1.3355 |
1.3355 |
1.3345 |
| S1 |
1.3307 |
1.3307 |
1.3340 |
1.3287 |
| S2 |
1.3267 |
1.3267 |
1.3332 |
|
| S3 |
1.3179 |
1.3219 |
1.3324 |
|
| S4 |
1.3091 |
1.3131 |
1.3300 |
|
|
| 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 |
1.3402 |
1.3153 |
0.0249 |
1.9% |
0.0132 |
1.0% |
78% |
True |
False |
119 |
| 10 |
1.3402 |
1.3090 |
0.0312 |
2.3% |
0.0133 |
1.0% |
83% |
True |
False |
135 |
| 20 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0168 |
1.3% |
75% |
False |
False |
219 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0213 |
1.6% |
23% |
False |
False |
238 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0152 |
1.1% |
23% |
False |
False |
170 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0125 |
0.9% |
23% |
False |
False |
132 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0103 |
0.8% |
23% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3776 |
|
2.618 |
1.3632 |
|
1.618 |
1.3544 |
|
1.000 |
1.3490 |
|
0.618 |
1.3456 |
|
HIGH |
1.3402 |
|
0.618 |
1.3368 |
|
0.500 |
1.3358 |
|
0.382 |
1.3348 |
|
LOW |
1.3314 |
|
0.618 |
1.3260 |
|
1.000 |
1.3226 |
|
1.618 |
1.3172 |
|
2.618 |
1.3084 |
|
4.250 |
1.2940 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3358 |
1.3332 |
| PP |
1.3355 |
1.3315 |
| S1 |
1.3351 |
1.3299 |
|