CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3365 |
1.3355 |
-0.0010 |
-0.1% |
1.3145 |
| High |
1.3402 |
1.3377 |
-0.0025 |
-0.2% |
1.3333 |
| Low |
1.3314 |
1.3137 |
-0.0177 |
-1.3% |
1.3090 |
| Close |
1.3348 |
1.3148 |
-0.0200 |
-1.5% |
1.3270 |
| Range |
0.0088 |
0.0240 |
0.0152 |
172.7% |
0.0243 |
| ATR |
0.0181 |
0.0185 |
0.0004 |
2.3% |
0.0000 |
| Volume |
71 |
462 |
391 |
550.7% |
691 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3941 |
1.3784 |
1.3280 |
|
| R3 |
1.3701 |
1.3544 |
1.3214 |
|
| R2 |
1.3461 |
1.3461 |
1.3192 |
|
| R1 |
1.3304 |
1.3304 |
1.3170 |
1.3263 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3200 |
| S1 |
1.3064 |
1.3064 |
1.3126 |
1.3023 |
| S2 |
1.2981 |
1.2981 |
1.3104 |
|
| S3 |
1.2741 |
1.2824 |
1.3082 |
|
| S4 |
1.2501 |
1.2584 |
1.3016 |
|
|
| 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 |
1.3137 |
0.0265 |
2.0% |
0.0155 |
1.2% |
4% |
False |
True |
189 |
| 10 |
1.3402 |
1.3090 |
0.0312 |
2.4% |
0.0145 |
1.1% |
19% |
False |
False |
167 |
| 20 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0173 |
1.3% |
42% |
False |
False |
235 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0217 |
1.7% |
14% |
False |
False |
249 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0156 |
1.2% |
14% |
False |
False |
178 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0127 |
1.0% |
14% |
False |
False |
137 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0106 |
0.8% |
14% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4397 |
|
2.618 |
1.4005 |
|
1.618 |
1.3765 |
|
1.000 |
1.3617 |
|
0.618 |
1.3525 |
|
HIGH |
1.3377 |
|
0.618 |
1.3285 |
|
0.500 |
1.3257 |
|
0.382 |
1.3229 |
|
LOW |
1.3137 |
|
0.618 |
1.2989 |
|
1.000 |
1.2897 |
|
1.618 |
1.2749 |
|
2.618 |
1.2509 |
|
4.250 |
1.2117 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3257 |
1.3270 |
| PP |
1.3221 |
1.3229 |
| S1 |
1.3184 |
1.3189 |
|