CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3084 |
1.3086 |
0.0002 |
0.0% |
1.3111 |
| High |
1.3117 |
1.3201 |
0.0084 |
0.6% |
1.3129 |
| Low |
1.3010 |
1.3070 |
0.0060 |
0.5% |
1.2935 |
| Close |
1.3074 |
1.3177 |
0.0103 |
0.8% |
1.2948 |
| Range |
0.0107 |
0.0131 |
0.0024 |
22.4% |
0.0194 |
| ATR |
0.0149 |
0.0148 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
709 |
2,851 |
2,142 |
302.1% |
4,660 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3542 |
1.3491 |
1.3249 |
|
| R3 |
1.3411 |
1.3360 |
1.3213 |
|
| R2 |
1.3280 |
1.3280 |
1.3201 |
|
| R1 |
1.3229 |
1.3229 |
1.3189 |
1.3255 |
| PP |
1.3149 |
1.3149 |
1.3149 |
1.3162 |
| S1 |
1.3098 |
1.3098 |
1.3165 |
1.3124 |
| S2 |
1.3018 |
1.3018 |
1.3153 |
|
| S3 |
1.2887 |
1.2967 |
1.3141 |
|
| S4 |
1.2756 |
1.2836 |
1.3105 |
|
|
| 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 |
1.3201 |
1.2896 |
0.0305 |
2.3% |
0.0124 |
0.9% |
92% |
True |
False |
1,502 |
| 10 |
1.3206 |
1.2896 |
0.0310 |
2.4% |
0.0111 |
0.8% |
91% |
False |
False |
1,148 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.8% |
0.0128 |
1.0% |
56% |
False |
False |
657 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0209 |
1.6% |
15% |
False |
False |
511 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0172 |
1.3% |
15% |
False |
False |
367 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0135 |
1.0% |
15% |
False |
False |
278 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0113 |
0.9% |
15% |
False |
False |
227 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0098 |
0.7% |
15% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3758 |
|
2.618 |
1.3544 |
|
1.618 |
1.3413 |
|
1.000 |
1.3332 |
|
0.618 |
1.3282 |
|
HIGH |
1.3201 |
|
0.618 |
1.3151 |
|
0.500 |
1.3136 |
|
0.382 |
1.3120 |
|
LOW |
1.3070 |
|
0.618 |
1.2989 |
|
1.000 |
1.2939 |
|
1.618 |
1.2858 |
|
2.618 |
1.2727 |
|
4.250 |
1.2513 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3163 |
1.3136 |
| PP |
1.3149 |
1.3096 |
| S1 |
1.3136 |
1.3055 |
|