CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3266 |
1.3244 |
-0.0022 |
-0.2% |
1.3095 |
| High |
1.3294 |
1.3308 |
0.0014 |
0.1% |
1.3308 |
| Low |
1.3199 |
1.3153 |
-0.0046 |
-0.3% |
1.3065 |
| Close |
1.3200 |
1.3157 |
-0.0043 |
-0.3% |
1.3157 |
| Range |
0.0095 |
0.0155 |
0.0060 |
63.2% |
0.0243 |
| ATR |
0.0137 |
0.0138 |
0.0001 |
1.0% |
0.0000 |
| Volume |
2,075 |
2,284 |
209 |
10.1% |
7,702 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3671 |
1.3569 |
1.3242 |
|
| R3 |
1.3516 |
1.3414 |
1.3200 |
|
| R2 |
1.3361 |
1.3361 |
1.3185 |
|
| R1 |
1.3259 |
1.3259 |
1.3171 |
1.3233 |
| PP |
1.3206 |
1.3206 |
1.3206 |
1.3193 |
| S1 |
1.3104 |
1.3104 |
1.3143 |
1.3078 |
| S2 |
1.3051 |
1.3051 |
1.3129 |
|
| S3 |
1.2896 |
1.2949 |
1.3114 |
|
| S4 |
1.2741 |
1.2794 |
1.3072 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3906 |
1.3774 |
1.3291 |
|
| R3 |
1.3663 |
1.3531 |
1.3224 |
|
| R2 |
1.3420 |
1.3420 |
1.3202 |
|
| R1 |
1.3288 |
1.3288 |
1.3179 |
1.3354 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3210 |
| S1 |
1.3045 |
1.3045 |
1.3135 |
1.3111 |
| S2 |
1.2934 |
1.2934 |
1.3112 |
|
| S3 |
1.2691 |
1.2802 |
1.3090 |
|
| S4 |
1.2448 |
1.2559 |
1.3023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3308 |
1.3065 |
0.0243 |
1.8% |
0.0112 |
0.9% |
38% |
True |
False |
1,540 |
| 10 |
1.3308 |
1.2896 |
0.0412 |
3.1% |
0.0121 |
0.9% |
63% |
True |
False |
1,440 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.8% |
0.0123 |
0.9% |
52% |
False |
False |
1,047 |
| 40 |
1.3501 |
1.2843 |
0.0658 |
5.0% |
0.0152 |
1.2% |
48% |
False |
False |
659 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0180 |
1.4% |
15% |
False |
False |
511 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0141 |
1.1% |
15% |
False |
False |
385 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0121 |
0.9% |
15% |
False |
False |
314 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0104 |
0.8% |
15% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3967 |
|
2.618 |
1.3714 |
|
1.618 |
1.3559 |
|
1.000 |
1.3463 |
|
0.618 |
1.3404 |
|
HIGH |
1.3308 |
|
0.618 |
1.3249 |
|
0.500 |
1.3231 |
|
0.382 |
1.3212 |
|
LOW |
1.3153 |
|
0.618 |
1.3057 |
|
1.000 |
1.2998 |
|
1.618 |
1.2902 |
|
2.618 |
1.2747 |
|
4.250 |
1.2494 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3231 |
1.3231 |
| PP |
1.3206 |
1.3206 |
| S1 |
1.3182 |
1.3182 |
|