CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3086 |
1.3179 |
0.0093 |
0.7% |
1.2942 |
| High |
1.3201 |
1.3213 |
0.0012 |
0.1% |
1.3213 |
| Low |
1.3070 |
1.3053 |
-0.0017 |
-0.1% |
1.2896 |
| Close |
1.3177 |
1.3108 |
-0.0069 |
-0.5% |
1.3108 |
| Range |
0.0131 |
0.0160 |
0.0029 |
22.1% |
0.0317 |
| ATR |
0.0148 |
0.0149 |
0.0001 |
0.6% |
0.0000 |
| Volume |
2,851 |
975 |
-1,876 |
-65.8% |
6,698 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3605 |
1.3516 |
1.3196 |
|
| R3 |
1.3445 |
1.3356 |
1.3152 |
|
| R2 |
1.3285 |
1.3285 |
1.3137 |
|
| R1 |
1.3196 |
1.3196 |
1.3123 |
1.3161 |
| PP |
1.3125 |
1.3125 |
1.3125 |
1.3107 |
| S1 |
1.3036 |
1.3036 |
1.3093 |
1.3001 |
| S2 |
1.2965 |
1.2965 |
1.3079 |
|
| S3 |
1.2805 |
1.2876 |
1.3064 |
|
| S4 |
1.2645 |
1.2716 |
1.3020 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4023 |
1.3883 |
1.3282 |
|
| R3 |
1.3706 |
1.3566 |
1.3195 |
|
| R2 |
1.3389 |
1.3389 |
1.3166 |
|
| R1 |
1.3249 |
1.3249 |
1.3137 |
1.3319 |
| PP |
1.3072 |
1.3072 |
1.3072 |
1.3108 |
| S1 |
1.2932 |
1.2932 |
1.3079 |
1.3002 |
| S2 |
1.2755 |
1.2755 |
1.3050 |
|
| S3 |
1.2438 |
1.2615 |
1.3021 |
|
| S4 |
1.2121 |
1.2298 |
1.2934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3213 |
1.2896 |
0.0317 |
2.4% |
0.0130 |
1.0% |
67% |
True |
False |
1,339 |
| 10 |
1.3213 |
1.2896 |
0.0317 |
2.4% |
0.0112 |
0.9% |
67% |
True |
False |
1,135 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.9% |
0.0126 |
1.0% |
42% |
False |
False |
696 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0208 |
1.6% |
12% |
False |
False |
528 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0174 |
1.3% |
12% |
False |
False |
384 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0137 |
1.0% |
12% |
False |
False |
290 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0115 |
0.9% |
12% |
False |
False |
237 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0100 |
0.8% |
12% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3893 |
|
2.618 |
1.3632 |
|
1.618 |
1.3472 |
|
1.000 |
1.3373 |
|
0.618 |
1.3312 |
|
HIGH |
1.3213 |
|
0.618 |
1.3152 |
|
0.500 |
1.3133 |
|
0.382 |
1.3114 |
|
LOW |
1.3053 |
|
0.618 |
1.2954 |
|
1.000 |
1.2893 |
|
1.618 |
1.2794 |
|
2.618 |
1.2634 |
|
4.250 |
1.2373 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3133 |
1.3112 |
| PP |
1.3125 |
1.3110 |
| S1 |
1.3116 |
1.3109 |
|