CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3030 |
1.3051 |
0.0021 |
0.2% |
1.3291 |
| High |
1.3113 |
1.3085 |
-0.0028 |
-0.2% |
1.3369 |
| Low |
1.3024 |
1.2966 |
-0.0058 |
-0.4% |
1.3017 |
| Close |
1.3053 |
1.2999 |
-0.0054 |
-0.4% |
1.3022 |
| Range |
0.0089 |
0.0119 |
0.0030 |
33.7% |
0.0352 |
| ATR |
0.0129 |
0.0129 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
72,723 |
82,998 |
10,275 |
14.1% |
385,395 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3374 |
1.3305 |
1.3064 |
|
| R3 |
1.3255 |
1.3186 |
1.3032 |
|
| R2 |
1.3136 |
1.3136 |
1.3021 |
|
| R1 |
1.3067 |
1.3067 |
1.3010 |
1.3042 |
| PP |
1.3017 |
1.3017 |
1.3017 |
1.3004 |
| S1 |
1.2948 |
1.2948 |
1.2988 |
1.2923 |
| S2 |
1.2898 |
1.2898 |
1.2977 |
|
| S3 |
1.2779 |
1.2829 |
1.2966 |
|
| S4 |
1.2660 |
1.2710 |
1.2934 |
|
|
| 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 |
1.3300 |
1.2966 |
0.0334 |
2.6% |
0.0132 |
1.0% |
10% |
False |
True |
85,955 |
| 10 |
1.3455 |
1.2966 |
0.0489 |
3.8% |
0.0124 |
1.0% |
7% |
False |
True |
59,939 |
| 20 |
1.3471 |
1.2966 |
0.0505 |
3.9% |
0.0118 |
0.9% |
7% |
False |
True |
31,252 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0123 |
0.9% |
18% |
False |
False |
15,987 |
| 60 |
1.3548 |
1.2843 |
0.0705 |
5.4% |
0.0151 |
1.2% |
22% |
False |
False |
10,766 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0161 |
1.2% |
7% |
False |
False |
8,108 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0134 |
1.0% |
7% |
False |
False |
6,488 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0116 |
0.9% |
7% |
False |
False |
5,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3591 |
|
2.618 |
1.3397 |
|
1.618 |
1.3278 |
|
1.000 |
1.3204 |
|
0.618 |
1.3159 |
|
HIGH |
1.3085 |
|
0.618 |
1.3040 |
|
0.500 |
1.3026 |
|
0.382 |
1.3011 |
|
LOW |
1.2966 |
|
0.618 |
1.2892 |
|
1.000 |
1.2847 |
|
1.618 |
1.2773 |
|
2.618 |
1.2654 |
|
4.250 |
1.2460 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3026 |
1.3117 |
| PP |
1.3017 |
1.3078 |
| S1 |
1.3008 |
1.3038 |
|