CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3145 |
1.3118 |
-0.0027 |
-0.2% |
1.3095 |
| High |
1.3149 |
1.3186 |
0.0037 |
0.3% |
1.3308 |
| Low |
1.3090 |
1.3097 |
0.0007 |
0.1% |
1.3065 |
| Close |
1.3113 |
1.3155 |
0.0042 |
0.3% |
1.3157 |
| Range |
0.0059 |
0.0089 |
0.0030 |
50.8% |
0.0243 |
| ATR |
0.0128 |
0.0125 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
356 |
1,342 |
986 |
277.0% |
7,702 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3373 |
1.3204 |
|
| R3 |
1.3324 |
1.3284 |
1.3179 |
|
| R2 |
1.3235 |
1.3235 |
1.3171 |
|
| R1 |
1.3195 |
1.3195 |
1.3163 |
1.3215 |
| PP |
1.3146 |
1.3146 |
1.3146 |
1.3156 |
| S1 |
1.3106 |
1.3106 |
1.3147 |
1.3126 |
| S2 |
1.3057 |
1.3057 |
1.3139 |
|
| S3 |
1.2968 |
1.3017 |
1.3131 |
|
| S4 |
1.2879 |
1.2928 |
1.3106 |
|
|
| 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% |
0.0095 |
0.7% |
30% |
False |
False |
1,280 |
| 10 |
1.3308 |
1.3053 |
0.0255 |
1.9% |
0.0108 |
0.8% |
40% |
False |
False |
1,357 |
| 20 |
1.3377 |
1.2896 |
0.0481 |
3.7% |
0.0115 |
0.9% |
54% |
False |
False |
1,133 |
| 40 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0142 |
1.1% |
43% |
False |
False |
676 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0180 |
1.4% |
14% |
False |
False |
536 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0143 |
1.1% |
14% |
False |
False |
411 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0123 |
0.9% |
14% |
False |
False |
332 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0105 |
0.8% |
14% |
False |
False |
280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3564 |
|
2.618 |
1.3419 |
|
1.618 |
1.3330 |
|
1.000 |
1.3275 |
|
0.618 |
1.3241 |
|
HIGH |
1.3186 |
|
0.618 |
1.3152 |
|
0.500 |
1.3142 |
|
0.382 |
1.3131 |
|
LOW |
1.3097 |
|
0.618 |
1.3042 |
|
1.000 |
1.3008 |
|
1.618 |
1.2953 |
|
2.618 |
1.2864 |
|
4.250 |
1.2719 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3151 |
1.3149 |
| PP |
1.3146 |
1.3144 |
| S1 |
1.3142 |
1.3138 |
|