CME British Pound Future December 2016
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1.2916 |
1.3084 |
0.0168 |
1.3% |
1.3111 |
High |
1.3080 |
1.3117 |
0.0037 |
0.3% |
1.3129 |
Low |
1.2909 |
1.3010 |
0.0101 |
0.8% |
1.2935 |
Close |
1.3066 |
1.3074 |
0.0008 |
0.1% |
1.2948 |
Range |
0.0171 |
0.0107 |
-0.0064 |
-37.4% |
0.0194 |
ATR |
0.0152 |
0.0149 |
-0.0003 |
-2.1% |
0.0000 |
Volume |
1,782 |
709 |
-1,073 |
-60.2% |
4,660 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3388 |
1.3338 |
1.3133 |
|
R3 |
1.3281 |
1.3231 |
1.3103 |
|
R2 |
1.3174 |
1.3174 |
1.3094 |
|
R1 |
1.3124 |
1.3124 |
1.3084 |
1.3096 |
PP |
1.3067 |
1.3067 |
1.3067 |
1.3053 |
S1 |
1.3017 |
1.3017 |
1.3064 |
1.2989 |
S2 |
1.2960 |
1.2960 |
1.3054 |
|
S3 |
1.2853 |
1.2910 |
1.3045 |
|
S4 |
1.2746 |
1.2803 |
1.3015 |
|
|
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 |
1.3117 |
1.2896 |
0.0221 |
1.7% |
0.0116 |
0.9% |
81% |
True |
False |
1,091 |
10 |
1.3377 |
1.2896 |
0.0481 |
3.7% |
0.0122 |
0.9% |
37% |
False |
False |
909 |
20 |
1.3402 |
1.2896 |
0.0506 |
3.9% |
0.0128 |
1.0% |
35% |
False |
False |
522 |
40 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0209 |
1.6% |
11% |
False |
False |
444 |
60 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0171 |
1.3% |
11% |
False |
False |
320 |
80 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0134 |
1.0% |
11% |
False |
False |
242 |
100 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0112 |
0.9% |
11% |
False |
False |
198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3572 |
2.618 |
1.3397 |
1.618 |
1.3290 |
1.000 |
1.3224 |
0.618 |
1.3183 |
HIGH |
1.3117 |
0.618 |
1.3076 |
0.500 |
1.3064 |
0.382 |
1.3051 |
LOW |
1.3010 |
0.618 |
1.2944 |
1.000 |
1.2903 |
1.618 |
1.2837 |
2.618 |
1.2730 |
4.250 |
1.2555 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1.3071 |
1.3052 |
PP |
1.3067 |
1.3029 |
S1 |
1.3064 |
1.3007 |
|