CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3111 |
1.3071 |
-0.0040 |
-0.3% |
1.3259 |
| High |
1.3127 |
1.3076 |
-0.0051 |
-0.4% |
1.3402 |
| Low |
1.3062 |
1.2992 |
-0.0070 |
-0.5% |
1.3053 |
| Close |
1.3072 |
1.3036 |
-0.0036 |
-0.3% |
1.3114 |
| Range |
0.0065 |
0.0084 |
0.0019 |
29.2% |
0.0349 |
| ATR |
0.0174 |
0.0168 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
135 |
1,478 |
1,343 |
994.8% |
1,884 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3287 |
1.3245 |
1.3082 |
|
| R3 |
1.3203 |
1.3161 |
1.3059 |
|
| R2 |
1.3119 |
1.3119 |
1.3051 |
|
| R1 |
1.3077 |
1.3077 |
1.3044 |
1.3056 |
| PP |
1.3035 |
1.3035 |
1.3035 |
1.3024 |
| S1 |
1.2993 |
1.2993 |
1.3028 |
1.2972 |
| S2 |
1.2951 |
1.2951 |
1.3021 |
|
| S3 |
1.2867 |
1.2909 |
1.3013 |
|
| S4 |
1.2783 |
1.2825 |
1.2990 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4237 |
1.4024 |
1.3306 |
|
| R3 |
1.3888 |
1.3675 |
1.3210 |
|
| R2 |
1.3539 |
1.3539 |
1.3178 |
|
| R1 |
1.3326 |
1.3326 |
1.3146 |
1.3258 |
| PP |
1.3190 |
1.3190 |
1.3190 |
1.3156 |
| S1 |
1.2977 |
1.2977 |
1.3082 |
1.2909 |
| S2 |
1.2841 |
1.2841 |
1.3050 |
|
| S3 |
1.2492 |
1.2628 |
1.3018 |
|
| S4 |
1.2143 |
1.2279 |
1.2922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3402 |
1.2992 |
0.0410 |
3.1% |
0.0126 |
1.0% |
11% |
False |
True |
649 |
| 10 |
1.3402 |
1.2992 |
0.0410 |
3.1% |
0.0136 |
1.0% |
11% |
False |
True |
382 |
| 20 |
1.3501 |
1.2992 |
0.0509 |
3.9% |
0.0161 |
1.2% |
9% |
False |
True |
329 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0213 |
1.6% |
9% |
False |
False |
312 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0161 |
1.2% |
9% |
False |
False |
223 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0130 |
1.0% |
9% |
False |
False |
169 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0107 |
0.8% |
9% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3433 |
|
2.618 |
1.3296 |
|
1.618 |
1.3212 |
|
1.000 |
1.3160 |
|
0.618 |
1.3128 |
|
HIGH |
1.3076 |
|
0.618 |
1.3044 |
|
0.500 |
1.3034 |
|
0.382 |
1.3024 |
|
LOW |
1.2992 |
|
0.618 |
1.2940 |
|
1.000 |
1.2908 |
|
1.618 |
1.2856 |
|
2.618 |
1.2772 |
|
4.250 |
1.2635 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.3099 |
| PP |
1.3035 |
1.3078 |
| S1 |
1.3034 |
1.3057 |
|