CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3244 |
1.3150 |
-0.0094 |
-0.7% |
1.3095 |
| High |
1.3308 |
1.3168 |
-0.0140 |
-1.1% |
1.3308 |
| Low |
1.3153 |
1.3090 |
-0.0063 |
-0.5% |
1.3065 |
| Close |
1.3157 |
1.3138 |
-0.0019 |
-0.1% |
1.3157 |
| Range |
0.0155 |
0.0078 |
-0.0077 |
-49.7% |
0.0243 |
| ATR |
0.0138 |
0.0134 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
2,284 |
344 |
-1,940 |
-84.9% |
7,702 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3366 |
1.3330 |
1.3181 |
|
| R3 |
1.3288 |
1.3252 |
1.3159 |
|
| R2 |
1.3210 |
1.3210 |
1.3152 |
|
| R1 |
1.3174 |
1.3174 |
1.3145 |
1.3153 |
| PP |
1.3132 |
1.3132 |
1.3132 |
1.3122 |
| S1 |
1.3096 |
1.3096 |
1.3131 |
1.3075 |
| S2 |
1.3054 |
1.3054 |
1.3124 |
|
| S3 |
1.2976 |
1.3018 |
1.3117 |
|
| S4 |
1.2898 |
1.2940 |
1.3095 |
|
|
| 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 |
1.3090 |
0.0218 |
1.7% |
0.0104 |
0.8% |
22% |
False |
True |
1,490 |
| 10 |
1.3308 |
1.2909 |
0.0399 |
3.0% |
0.0121 |
0.9% |
57% |
False |
False |
1,436 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.9% |
0.0122 |
0.9% |
48% |
False |
False |
1,058 |
| 40 |
1.3501 |
1.2843 |
0.0658 |
5.0% |
0.0152 |
1.2% |
45% |
False |
False |
664 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0181 |
1.4% |
14% |
False |
False |
516 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0142 |
1.1% |
14% |
False |
False |
390 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0121 |
0.9% |
14% |
False |
False |
317 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0105 |
0.8% |
14% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3500 |
|
2.618 |
1.3372 |
|
1.618 |
1.3294 |
|
1.000 |
1.3246 |
|
0.618 |
1.3216 |
|
HIGH |
1.3168 |
|
0.618 |
1.3138 |
|
0.500 |
1.3129 |
|
0.382 |
1.3120 |
|
LOW |
1.3090 |
|
0.618 |
1.3042 |
|
1.000 |
1.3012 |
|
1.618 |
1.2964 |
|
2.618 |
1.2886 |
|
4.250 |
1.2759 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3135 |
1.3199 |
| PP |
1.3132 |
1.3179 |
| S1 |
1.3129 |
1.3158 |
|