CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3036 |
1.3047 |
0.0011 |
0.1% |
1.3259 |
| High |
1.3129 |
1.3062 |
-0.0067 |
-0.5% |
1.3402 |
| Low |
1.3027 |
1.2971 |
-0.0056 |
-0.4% |
1.3053 |
| Close |
1.3047 |
1.3001 |
-0.0046 |
-0.4% |
1.3114 |
| Range |
0.0102 |
0.0091 |
-0.0011 |
-10.8% |
0.0349 |
| ATR |
0.0163 |
0.0158 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
464 |
795 |
331 |
71.3% |
1,884 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3284 |
1.3234 |
1.3051 |
|
| R3 |
1.3193 |
1.3143 |
1.3026 |
|
| R2 |
1.3102 |
1.3102 |
1.3018 |
|
| R1 |
1.3052 |
1.3052 |
1.3009 |
1.3032 |
| PP |
1.3011 |
1.3011 |
1.3011 |
1.3001 |
| S1 |
1.2961 |
1.2961 |
1.2993 |
1.2941 |
| S2 |
1.2920 |
1.2920 |
1.2984 |
|
| S3 |
1.2829 |
1.2870 |
1.2976 |
|
| S4 |
1.2738 |
1.2779 |
1.2951 |
|
|
| 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 |
1.3206 |
1.2971 |
0.0235 |
1.8% |
0.0099 |
0.8% |
13% |
False |
True |
794 |
| 10 |
1.3402 |
1.2971 |
0.0431 |
3.3% |
0.0127 |
1.0% |
7% |
False |
True |
492 |
| 20 |
1.3501 |
1.2971 |
0.0530 |
4.1% |
0.0142 |
1.1% |
6% |
False |
True |
348 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0214 |
1.6% |
7% |
False |
False |
341 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0165 |
1.3% |
7% |
False |
False |
244 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0129 |
1.0% |
7% |
False |
False |
184 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0109 |
0.8% |
7% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3449 |
|
2.618 |
1.3300 |
|
1.618 |
1.3209 |
|
1.000 |
1.3153 |
|
0.618 |
1.3118 |
|
HIGH |
1.3062 |
|
0.618 |
1.3027 |
|
0.500 |
1.3017 |
|
0.382 |
1.3006 |
|
LOW |
1.2971 |
|
0.618 |
1.2915 |
|
1.000 |
1.2880 |
|
1.618 |
1.2824 |
|
2.618 |
1.2733 |
|
4.250 |
1.2584 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3017 |
1.3050 |
| PP |
1.3011 |
1.3034 |
| S1 |
1.3006 |
1.3017 |
|