CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3363 |
1.3321 |
-0.0042 |
-0.3% |
1.3330 |
| High |
1.3399 |
1.3358 |
-0.0041 |
-0.3% |
1.3471 |
| Low |
1.3306 |
1.3262 |
-0.0044 |
-0.3% |
1.3262 |
| Close |
1.3324 |
1.3295 |
-0.0029 |
-0.2% |
1.3295 |
| Range |
0.0093 |
0.0096 |
0.0003 |
3.2% |
0.0209 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
15,162 |
34,071 |
18,909 |
124.7% |
68,050 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3593 |
1.3540 |
1.3348 |
|
| R3 |
1.3497 |
1.3444 |
1.3321 |
|
| R2 |
1.3401 |
1.3401 |
1.3313 |
|
| R1 |
1.3348 |
1.3348 |
1.3304 |
1.3327 |
| PP |
1.3305 |
1.3305 |
1.3305 |
1.3294 |
| S1 |
1.3252 |
1.3252 |
1.3286 |
1.3231 |
| S2 |
1.3209 |
1.3209 |
1.3277 |
|
| S3 |
1.3113 |
1.3156 |
1.3269 |
|
| S4 |
1.3017 |
1.3060 |
1.3242 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3970 |
1.3841 |
1.3410 |
|
| R3 |
1.3761 |
1.3632 |
1.3352 |
|
| R2 |
1.3552 |
1.3552 |
1.3333 |
|
| R1 |
1.3423 |
1.3423 |
1.3314 |
1.3383 |
| PP |
1.3343 |
1.3343 |
1.3343 |
1.3323 |
| S1 |
1.3214 |
1.3214 |
1.3276 |
1.3174 |
| S2 |
1.3134 |
1.3134 |
1.3257 |
|
| S3 |
1.2925 |
1.3005 |
1.3238 |
|
| S4 |
1.2716 |
1.2796 |
1.3180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3471 |
1.3262 |
0.0209 |
1.6% |
0.0110 |
0.8% |
16% |
False |
True |
14,138 |
| 10 |
1.3471 |
1.3090 |
0.0381 |
2.9% |
0.0112 |
0.8% |
54% |
False |
False |
7,911 |
| 20 |
1.3471 |
1.2896 |
0.0575 |
4.3% |
0.0115 |
0.9% |
69% |
False |
False |
4,651 |
| 40 |
1.3501 |
1.2896 |
0.0605 |
4.6% |
0.0129 |
1.0% |
66% |
False |
False |
2,499 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0181 |
1.4% |
21% |
False |
False |
1,778 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0152 |
1.1% |
21% |
False |
False |
1,346 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0126 |
1.0% |
21% |
False |
False |
1,077 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0110 |
0.8% |
21% |
False |
False |
903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3766 |
|
2.618 |
1.3609 |
|
1.618 |
1.3513 |
|
1.000 |
1.3454 |
|
0.618 |
1.3417 |
|
HIGH |
1.3358 |
|
0.618 |
1.3321 |
|
0.500 |
1.3310 |
|
0.382 |
1.3299 |
|
LOW |
1.3262 |
|
0.618 |
1.3203 |
|
1.000 |
1.3166 |
|
1.618 |
1.3107 |
|
2.618 |
1.3011 |
|
4.250 |
1.2854 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3310 |
1.3359 |
| PP |
1.3305 |
1.3337 |
| S1 |
1.3300 |
1.3316 |
|