CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3291 |
1.3355 |
0.0064 |
0.5% |
1.3330 |
| High |
1.3369 |
1.3361 |
-0.0008 |
-0.1% |
1.3471 |
| Low |
1.3258 |
1.3187 |
-0.0071 |
-0.5% |
1.3262 |
| Close |
1.3356 |
1.3206 |
-0.0150 |
-1.1% |
1.3295 |
| Range |
0.0111 |
0.0174 |
0.0063 |
56.8% |
0.0209 |
| ATR |
0.0123 |
0.0127 |
0.0004 |
2.9% |
0.0000 |
| Volume |
34,819 |
76,521 |
41,702 |
119.8% |
68,050 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3773 |
1.3664 |
1.3302 |
|
| R3 |
1.3599 |
1.3490 |
1.3254 |
|
| R2 |
1.3425 |
1.3425 |
1.3238 |
|
| R1 |
1.3316 |
1.3316 |
1.3222 |
1.3284 |
| PP |
1.3251 |
1.3251 |
1.3251 |
1.3235 |
| S1 |
1.3142 |
1.3142 |
1.3190 |
1.3110 |
| S2 |
1.3077 |
1.3077 |
1.3174 |
|
| S3 |
1.2903 |
1.2968 |
1.3158 |
|
| S4 |
1.2729 |
1.2794 |
1.3110 |
|
|
| 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 |
1.3455 |
1.3187 |
0.0268 |
2.0% |
0.0117 |
0.9% |
7% |
False |
True |
33,924 |
| 10 |
1.3471 |
1.3090 |
0.0381 |
2.9% |
0.0117 |
0.9% |
30% |
False |
False |
18,782 |
| 20 |
1.3471 |
1.2909 |
0.0562 |
4.3% |
0.0119 |
0.9% |
53% |
False |
False |
10,109 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0124 |
0.9% |
54% |
False |
False |
5,274 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0181 |
1.4% |
17% |
False |
False |
3,631 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0155 |
1.2% |
17% |
False |
False |
2,736 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0129 |
1.0% |
17% |
False |
False |
2,191 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0112 |
0.8% |
17% |
False |
False |
1,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4101 |
|
2.618 |
1.3817 |
|
1.618 |
1.3643 |
|
1.000 |
1.3535 |
|
0.618 |
1.3469 |
|
HIGH |
1.3361 |
|
0.618 |
1.3295 |
|
0.500 |
1.3274 |
|
0.382 |
1.3253 |
|
LOW |
1.3187 |
|
0.618 |
1.3079 |
|
1.000 |
1.3013 |
|
1.618 |
1.2905 |
|
2.618 |
1.2731 |
|
4.250 |
1.2448 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3274 |
1.3278 |
| PP |
1.3251 |
1.3254 |
| S1 |
1.3229 |
1.3230 |
|