CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3095 |
1.3169 |
0.0074 |
0.6% |
1.2942 |
| High |
1.3186 |
1.3240 |
0.0054 |
0.4% |
1.3213 |
| Low |
1.3065 |
1.3159 |
0.0094 |
0.7% |
1.2896 |
| Close |
1.3165 |
1.3224 |
0.0059 |
0.4% |
1.3108 |
| Range |
0.0121 |
0.0081 |
-0.0040 |
-33.1% |
0.0317 |
| ATR |
0.0147 |
0.0142 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
595 |
1,914 |
1,319 |
221.7% |
6,698 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3451 |
1.3418 |
1.3269 |
|
| R3 |
1.3370 |
1.3337 |
1.3246 |
|
| R2 |
1.3289 |
1.3289 |
1.3239 |
|
| R1 |
1.3256 |
1.3256 |
1.3231 |
1.3273 |
| PP |
1.3208 |
1.3208 |
1.3208 |
1.3216 |
| S1 |
1.3175 |
1.3175 |
1.3217 |
1.3192 |
| S2 |
1.3127 |
1.3127 |
1.3209 |
|
| S3 |
1.3046 |
1.3094 |
1.3202 |
|
| S4 |
1.2965 |
1.3013 |
1.3179 |
|
|
| 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 |
1.3240 |
1.3010 |
0.0230 |
1.7% |
0.0120 |
0.9% |
93% |
True |
False |
1,408 |
| 10 |
1.3240 |
1.2896 |
0.0344 |
2.6% |
0.0117 |
0.9% |
95% |
True |
False |
1,225 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.8% |
0.0127 |
1.0% |
65% |
False |
False |
804 |
| 40 |
1.3548 |
1.2843 |
0.0705 |
5.3% |
0.0161 |
1.2% |
54% |
False |
False |
560 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0176 |
1.3% |
18% |
False |
False |
425 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0139 |
1.0% |
18% |
False |
False |
321 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0117 |
0.9% |
18% |
False |
False |
262 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0101 |
0.8% |
18% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3584 |
|
2.618 |
1.3452 |
|
1.618 |
1.3371 |
|
1.000 |
1.3321 |
|
0.618 |
1.3290 |
|
HIGH |
1.3240 |
|
0.618 |
1.3209 |
|
0.500 |
1.3200 |
|
0.382 |
1.3190 |
|
LOW |
1.3159 |
|
0.618 |
1.3109 |
|
1.000 |
1.3078 |
|
1.618 |
1.3028 |
|
2.618 |
1.2947 |
|
4.250 |
1.2815 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3216 |
1.3198 |
| PP |
1.3208 |
1.3172 |
| S1 |
1.3200 |
1.3147 |
|