CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3212 |
1.3266 |
0.0054 |
0.4% |
1.2942 |
| High |
1.3303 |
1.3294 |
-0.0009 |
-0.1% |
1.3213 |
| Low |
1.3193 |
1.3199 |
0.0006 |
0.0% |
1.2896 |
| Close |
1.3260 |
1.3200 |
-0.0060 |
-0.5% |
1.3108 |
| Range |
0.0110 |
0.0095 |
-0.0015 |
-13.6% |
0.0317 |
| ATR |
0.0140 |
0.0137 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
834 |
2,075 |
1,241 |
148.8% |
6,698 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3516 |
1.3453 |
1.3252 |
|
| R3 |
1.3421 |
1.3358 |
1.3226 |
|
| R2 |
1.3326 |
1.3326 |
1.3217 |
|
| R1 |
1.3263 |
1.3263 |
1.3209 |
1.3247 |
| PP |
1.3231 |
1.3231 |
1.3231 |
1.3223 |
| S1 |
1.3168 |
1.3168 |
1.3191 |
1.3152 |
| S2 |
1.3136 |
1.3136 |
1.3183 |
|
| S3 |
1.3041 |
1.3073 |
1.3174 |
|
| S4 |
1.2946 |
1.2978 |
1.3148 |
|
|
| 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% |
0.0113 |
0.9% |
59% |
False |
False |
1,278 |
| 10 |
1.3303 |
1.2896 |
0.0407 |
3.1% |
0.0119 |
0.9% |
75% |
False |
False |
1,390 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.8% |
0.0123 |
0.9% |
60% |
False |
False |
941 |
| 40 |
1.3510 |
1.2843 |
0.0667 |
5.1% |
0.0155 |
1.2% |
54% |
False |
False |
617 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0177 |
1.3% |
17% |
False |
False |
473 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0139 |
1.1% |
17% |
False |
False |
357 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0119 |
0.9% |
17% |
False |
False |
291 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0103 |
0.8% |
17% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3698 |
|
2.618 |
1.3543 |
|
1.618 |
1.3448 |
|
1.000 |
1.3389 |
|
0.618 |
1.3353 |
|
HIGH |
1.3294 |
|
0.618 |
1.3258 |
|
0.500 |
1.3247 |
|
0.382 |
1.3235 |
|
LOW |
1.3199 |
|
0.618 |
1.3140 |
|
1.000 |
1.3104 |
|
1.618 |
1.3045 |
|
2.618 |
1.2950 |
|
4.250 |
1.2795 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3247 |
1.3231 |
| PP |
1.3231 |
1.3221 |
| S1 |
1.3216 |
1.3210 |
|