CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3330 |
1.3455 |
0.0125 |
0.9% |
1.3150 |
| High |
1.3471 |
1.3455 |
-0.0016 |
-0.1% |
1.3379 |
| Low |
1.3317 |
1.3345 |
0.0028 |
0.2% |
1.3090 |
| Close |
1.3464 |
1.3361 |
-0.0103 |
-0.8% |
1.3322 |
| Range |
0.0154 |
0.0110 |
-0.0044 |
-28.6% |
0.0289 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
9,768 |
9,049 |
-719 |
-7.4% |
8,783 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3717 |
1.3649 |
1.3422 |
|
| R3 |
1.3607 |
1.3539 |
1.3391 |
|
| R2 |
1.3497 |
1.3497 |
1.3381 |
|
| R1 |
1.3429 |
1.3429 |
1.3371 |
1.3408 |
| PP |
1.3387 |
1.3387 |
1.3387 |
1.3377 |
| S1 |
1.3319 |
1.3319 |
1.3351 |
1.3298 |
| S2 |
1.3277 |
1.3277 |
1.3341 |
|
| S3 |
1.3167 |
1.3209 |
1.3331 |
|
| S4 |
1.3057 |
1.3099 |
1.3301 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4131 |
1.4015 |
1.3481 |
|
| R3 |
1.3842 |
1.3726 |
1.3401 |
|
| R2 |
1.3553 |
1.3553 |
1.3375 |
|
| R1 |
1.3437 |
1.3437 |
1.3348 |
1.3495 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3293 |
| S1 |
1.3148 |
1.3148 |
1.3296 |
1.3206 |
| S2 |
1.2975 |
1.2975 |
1.3269 |
|
| S3 |
1.2686 |
1.2859 |
1.3243 |
|
| S4 |
1.2397 |
1.2570 |
1.3163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3471 |
1.3097 |
0.0374 |
2.8% |
0.0128 |
1.0% |
71% |
False |
False |
5,380 |
| 10 |
1.3471 |
1.3090 |
0.0381 |
2.9% |
0.0114 |
0.8% |
71% |
False |
False |
3,279 |
| 20 |
1.3471 |
1.2896 |
0.0575 |
4.3% |
0.0115 |
0.9% |
81% |
False |
False |
2,252 |
| 40 |
1.3501 |
1.2896 |
0.0605 |
4.5% |
0.0138 |
1.0% |
77% |
False |
False |
1,290 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.1% |
0.0181 |
1.4% |
24% |
False |
False |
959 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.1% |
0.0150 |
1.1% |
24% |
False |
False |
730 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.1% |
0.0127 |
0.9% |
24% |
False |
False |
585 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.1% |
0.0108 |
0.8% |
24% |
False |
False |
493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3923 |
|
2.618 |
1.3743 |
|
1.618 |
1.3633 |
|
1.000 |
1.3565 |
|
0.618 |
1.3523 |
|
HIGH |
1.3455 |
|
0.618 |
1.3413 |
|
0.500 |
1.3400 |
|
0.382 |
1.3387 |
|
LOW |
1.3345 |
|
0.618 |
1.3277 |
|
1.000 |
1.3235 |
|
1.618 |
1.3167 |
|
2.618 |
1.3057 |
|
4.250 |
1.2878 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3400 |
1.3376 |
| PP |
1.3387 |
1.3371 |
| S1 |
1.3374 |
1.3366 |
|