CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3261 |
1.3030 |
-0.0231 |
-1.7% |
1.3291 |
| High |
1.3268 |
1.3113 |
-0.0155 |
-1.2% |
1.3369 |
| Low |
1.3017 |
1.3024 |
0.0007 |
0.1% |
1.3017 |
| Close |
1.3022 |
1.3053 |
0.0031 |
0.2% |
1.3022 |
| Range |
0.0251 |
0.0089 |
-0.0162 |
-64.5% |
0.0352 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
114,600 |
72,723 |
-41,877 |
-36.5% |
385,395 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3330 |
1.3281 |
1.3102 |
|
| R3 |
1.3241 |
1.3192 |
1.3077 |
|
| R2 |
1.3152 |
1.3152 |
1.3069 |
|
| R1 |
1.3103 |
1.3103 |
1.3061 |
1.3128 |
| PP |
1.3063 |
1.3063 |
1.3063 |
1.3076 |
| S1 |
1.3014 |
1.3014 |
1.3045 |
1.3039 |
| S2 |
1.2974 |
1.2974 |
1.3037 |
|
| S3 |
1.2885 |
1.2925 |
1.3029 |
|
| S4 |
1.2796 |
1.2836 |
1.3004 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4192 |
1.3959 |
1.3216 |
|
| R3 |
1.3840 |
1.3607 |
1.3119 |
|
| R2 |
1.3488 |
1.3488 |
1.3087 |
|
| R1 |
1.3255 |
1.3255 |
1.3054 |
1.3196 |
| PP |
1.3136 |
1.3136 |
1.3136 |
1.3106 |
| S1 |
1.2903 |
1.2903 |
1.2990 |
1.2844 |
| S2 |
1.2784 |
1.2784 |
1.2957 |
|
| S3 |
1.2432 |
1.2551 |
1.2925 |
|
| S4 |
1.2080 |
1.2199 |
1.2828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3361 |
1.3017 |
0.0344 |
2.6% |
0.0143 |
1.1% |
10% |
False |
False |
84,659 |
| 10 |
1.3471 |
1.3017 |
0.0454 |
3.5% |
0.0128 |
1.0% |
8% |
False |
False |
52,616 |
| 20 |
1.3471 |
1.3017 |
0.0454 |
3.5% |
0.0118 |
0.9% |
8% |
False |
False |
27,132 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0122 |
0.9% |
27% |
False |
False |
13,914 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0178 |
1.4% |
10% |
False |
False |
9,396 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0160 |
1.2% |
10% |
False |
False |
7,071 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0133 |
1.0% |
10% |
False |
False |
5,658 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0115 |
0.9% |
10% |
False |
False |
4,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3491 |
|
2.618 |
1.3346 |
|
1.618 |
1.3257 |
|
1.000 |
1.3202 |
|
0.618 |
1.3168 |
|
HIGH |
1.3113 |
|
0.618 |
1.3079 |
|
0.500 |
1.3069 |
|
0.382 |
1.3058 |
|
LOW |
1.3024 |
|
0.618 |
1.2969 |
|
1.000 |
1.2935 |
|
1.618 |
1.2880 |
|
2.618 |
1.2791 |
|
4.250 |
1.2646 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3069 |
1.3159 |
| PP |
1.3063 |
1.3123 |
| S1 |
1.3058 |
1.3088 |
|