CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3355 |
1.3210 |
-0.0145 |
-1.1% |
1.3330 |
| High |
1.3361 |
1.3262 |
-0.0099 |
-0.7% |
1.3471 |
| Low |
1.3187 |
1.3161 |
-0.0026 |
-0.2% |
1.3262 |
| Close |
1.3206 |
1.3257 |
0.0051 |
0.4% |
1.3295 |
| Range |
0.0174 |
0.0101 |
-0.0073 |
-42.0% |
0.0209 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
76,521 |
87,703 |
11,182 |
14.6% |
68,050 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3530 |
1.3494 |
1.3313 |
|
| R3 |
1.3429 |
1.3393 |
1.3285 |
|
| R2 |
1.3328 |
1.3328 |
1.3276 |
|
| R1 |
1.3292 |
1.3292 |
1.3266 |
1.3310 |
| PP |
1.3227 |
1.3227 |
1.3227 |
1.3236 |
| S1 |
1.3191 |
1.3191 |
1.3248 |
1.3209 |
| S2 |
1.3126 |
1.3126 |
1.3238 |
|
| S3 |
1.3025 |
1.3090 |
1.3229 |
|
| S4 |
1.2924 |
1.2989 |
1.3201 |
|
|
| 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 |
1.3399 |
1.3161 |
0.0238 |
1.8% |
0.0115 |
0.9% |
40% |
False |
True |
49,655 |
| 10 |
1.3471 |
1.3097 |
0.0374 |
2.8% |
0.0121 |
0.9% |
43% |
False |
False |
27,517 |
| 20 |
1.3471 |
1.3010 |
0.0461 |
3.5% |
0.0116 |
0.9% |
54% |
False |
False |
14,405 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.3% |
0.0123 |
0.9% |
63% |
False |
False |
7,458 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0178 |
1.3% |
19% |
False |
False |
5,091 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0157 |
1.2% |
19% |
False |
False |
3,832 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0129 |
1.0% |
19% |
False |
False |
3,068 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0112 |
0.8% |
19% |
False |
False |
2,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3691 |
|
2.618 |
1.3526 |
|
1.618 |
1.3425 |
|
1.000 |
1.3363 |
|
0.618 |
1.3324 |
|
HIGH |
1.3262 |
|
0.618 |
1.3223 |
|
0.500 |
1.3212 |
|
0.382 |
1.3200 |
|
LOW |
1.3161 |
|
0.618 |
1.3099 |
|
1.000 |
1.3060 |
|
1.618 |
1.2998 |
|
2.618 |
1.2897 |
|
4.250 |
1.2732 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3242 |
1.3265 |
| PP |
1.3227 |
1.3262 |
| S1 |
1.3212 |
1.3260 |
|