CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2942 |
1.2916 |
-0.0026 |
-0.2% |
1.3111 |
| High |
1.2975 |
1.3080 |
0.0105 |
0.8% |
1.3129 |
| Low |
1.2896 |
1.2909 |
0.0013 |
0.1% |
1.2935 |
| Close |
1.2903 |
1.3066 |
0.0163 |
1.3% |
1.2948 |
| Range |
0.0079 |
0.0171 |
0.0092 |
116.5% |
0.0194 |
| ATR |
0.0151 |
0.0152 |
0.0002 |
1.3% |
0.0000 |
| Volume |
381 |
1,782 |
1,401 |
367.7% |
4,660 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3531 |
1.3470 |
1.3160 |
|
| R3 |
1.3360 |
1.3299 |
1.3113 |
|
| R2 |
1.3189 |
1.3189 |
1.3097 |
|
| R1 |
1.3128 |
1.3128 |
1.3082 |
1.3159 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.3034 |
| S1 |
1.2957 |
1.2957 |
1.3050 |
1.2988 |
| S2 |
1.2847 |
1.2847 |
1.3035 |
|
| S3 |
1.2676 |
1.2786 |
1.3019 |
|
| S4 |
1.2505 |
1.2615 |
1.2972 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3586 |
1.3461 |
1.3055 |
|
| R3 |
1.3392 |
1.3267 |
1.3001 |
|
| R2 |
1.3198 |
1.3198 |
1.2984 |
|
| R1 |
1.3073 |
1.3073 |
1.2966 |
1.3039 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.2987 |
| S1 |
1.2879 |
1.2879 |
1.2930 |
1.2845 |
| S2 |
1.2810 |
1.2810 |
1.2912 |
|
| S3 |
1.2616 |
1.2685 |
1.2895 |
|
| S4 |
1.2422 |
1.2491 |
1.2841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3129 |
1.2896 |
0.0233 |
1.8% |
0.0115 |
0.9% |
73% |
False |
False |
1,042 |
| 10 |
1.3402 |
1.2896 |
0.0506 |
3.9% |
0.0120 |
0.9% |
34% |
False |
False |
845 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.9% |
0.0130 |
1.0% |
34% |
False |
False |
510 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0209 |
1.6% |
10% |
False |
False |
433 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0170 |
1.3% |
10% |
False |
False |
308 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0133 |
1.0% |
10% |
False |
False |
233 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0111 |
0.9% |
10% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3807 |
|
2.618 |
1.3528 |
|
1.618 |
1.3357 |
|
1.000 |
1.3251 |
|
0.618 |
1.3186 |
|
HIGH |
1.3080 |
|
0.618 |
1.3015 |
|
0.500 |
1.2995 |
|
0.382 |
1.2974 |
|
LOW |
1.2909 |
|
0.618 |
1.2803 |
|
1.000 |
1.2738 |
|
1.618 |
1.2632 |
|
2.618 |
1.2461 |
|
4.250 |
1.2182 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3042 |
1.3040 |
| PP |
1.3018 |
1.3014 |
| S1 |
1.2995 |
1.2988 |
|