CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3169 |
1.3212 |
0.0043 |
0.3% |
1.2942 |
| High |
1.3240 |
1.3303 |
0.0063 |
0.5% |
1.3213 |
| Low |
1.3159 |
1.3193 |
0.0034 |
0.3% |
1.2896 |
| Close |
1.3224 |
1.3260 |
0.0036 |
0.3% |
1.3108 |
| Range |
0.0081 |
0.0110 |
0.0029 |
35.8% |
0.0317 |
| ATR |
0.0142 |
0.0140 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
1,914 |
834 |
-1,080 |
-56.4% |
6,698 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3531 |
1.3321 |
|
| R3 |
1.3472 |
1.3421 |
1.3290 |
|
| R2 |
1.3362 |
1.3362 |
1.3280 |
|
| R1 |
1.3311 |
1.3311 |
1.3270 |
1.3337 |
| PP |
1.3252 |
1.3252 |
1.3252 |
1.3265 |
| S1 |
1.3201 |
1.3201 |
1.3250 |
1.3227 |
| S2 |
1.3142 |
1.3142 |
1.3240 |
|
| S3 |
1.3032 |
1.3091 |
1.3230 |
|
| S4 |
1.2922 |
1.2981 |
1.3200 |
|
|
| 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 |
1.3303 |
1.3053 |
0.0250 |
1.9% |
0.0121 |
0.9% |
83% |
True |
False |
1,433 |
| 10 |
1.3303 |
1.2896 |
0.0407 |
3.1% |
0.0118 |
0.9% |
89% |
True |
False |
1,262 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.8% |
0.0124 |
0.9% |
72% |
False |
False |
842 |
| 40 |
1.3548 |
1.2843 |
0.0705 |
5.3% |
0.0159 |
1.2% |
59% |
False |
False |
572 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0176 |
1.3% |
19% |
False |
False |
439 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0140 |
1.1% |
19% |
False |
False |
331 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0118 |
0.9% |
19% |
False |
False |
270 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0102 |
0.8% |
19% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3771 |
|
2.618 |
1.3591 |
|
1.618 |
1.3481 |
|
1.000 |
1.3413 |
|
0.618 |
1.3371 |
|
HIGH |
1.3303 |
|
0.618 |
1.3261 |
|
0.500 |
1.3248 |
|
0.382 |
1.3235 |
|
LOW |
1.3193 |
|
0.618 |
1.3125 |
|
1.000 |
1.3083 |
|
1.618 |
1.3015 |
|
2.618 |
1.2905 |
|
4.250 |
1.2726 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3256 |
1.3235 |
| PP |
1.3252 |
1.3209 |
| S1 |
1.3248 |
1.3184 |
|