CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3071 |
1.3036 |
-0.0035 |
-0.3% |
1.3259 |
| High |
1.3076 |
1.3129 |
0.0053 |
0.4% |
1.3402 |
| Low |
1.2992 |
1.3027 |
0.0035 |
0.3% |
1.3053 |
| Close |
1.3036 |
1.3047 |
0.0011 |
0.1% |
1.3114 |
| Range |
0.0084 |
0.0102 |
0.0018 |
21.4% |
0.0349 |
| ATR |
0.0168 |
0.0163 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
1,478 |
464 |
-1,014 |
-68.6% |
1,884 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3374 |
1.3312 |
1.3103 |
|
| R3 |
1.3272 |
1.3210 |
1.3075 |
|
| R2 |
1.3170 |
1.3170 |
1.3066 |
|
| R1 |
1.3108 |
1.3108 |
1.3056 |
1.3139 |
| PP |
1.3068 |
1.3068 |
1.3068 |
1.3083 |
| S1 |
1.3006 |
1.3006 |
1.3038 |
1.3037 |
| S2 |
1.2966 |
1.2966 |
1.3028 |
|
| S3 |
1.2864 |
1.2904 |
1.3019 |
|
| S4 |
1.2762 |
1.2802 |
1.2991 |
|
|
| 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 |
1.3377 |
1.2992 |
0.0385 |
3.0% |
0.0129 |
1.0% |
14% |
False |
False |
727 |
| 10 |
1.3402 |
1.2992 |
0.0410 |
3.1% |
0.0131 |
1.0% |
13% |
False |
False |
423 |
| 20 |
1.3501 |
1.2992 |
0.0509 |
3.9% |
0.0156 |
1.2% |
11% |
False |
False |
335 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0213 |
1.6% |
9% |
False |
False |
322 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0163 |
1.2% |
9% |
False |
False |
231 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0129 |
1.0% |
9% |
False |
False |
174 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0108 |
0.8% |
9% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3563 |
|
2.618 |
1.3396 |
|
1.618 |
1.3294 |
|
1.000 |
1.3231 |
|
0.618 |
1.3192 |
|
HIGH |
1.3129 |
|
0.618 |
1.3090 |
|
0.500 |
1.3078 |
|
0.382 |
1.3066 |
|
LOW |
1.3027 |
|
0.618 |
1.2964 |
|
1.000 |
1.2925 |
|
1.618 |
1.2862 |
|
2.618 |
1.2760 |
|
4.250 |
1.2594 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3078 |
1.3061 |
| PP |
1.3068 |
1.3056 |
| S1 |
1.3057 |
1.3052 |
|