CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3001 |
1.3053 |
0.0052 |
0.4% |
1.3291 |
| High |
1.3067 |
1.3141 |
0.0074 |
0.6% |
1.3369 |
| Low |
1.2965 |
1.3047 |
0.0082 |
0.6% |
1.3017 |
| Close |
1.3020 |
1.3093 |
0.0073 |
0.6% |
1.3022 |
| Range |
0.0102 |
0.0094 |
-0.0008 |
-7.8% |
0.0352 |
| ATR |
0.0127 |
0.0126 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
104,903 |
85,887 |
-19,016 |
-18.1% |
385,395 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3376 |
1.3328 |
1.3145 |
|
| R3 |
1.3282 |
1.3234 |
1.3119 |
|
| R2 |
1.3188 |
1.3188 |
1.3110 |
|
| R1 |
1.3140 |
1.3140 |
1.3102 |
1.3164 |
| PP |
1.3094 |
1.3094 |
1.3094 |
1.3106 |
| S1 |
1.3046 |
1.3046 |
1.3084 |
1.3070 |
| S2 |
1.3000 |
1.3000 |
1.3076 |
|
| S3 |
1.2906 |
1.2952 |
1.3067 |
|
| S4 |
1.2812 |
1.2858 |
1.3041 |
|
|
| 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 |
1.3268 |
1.2965 |
0.0303 |
2.3% |
0.0131 |
1.0% |
42% |
False |
False |
92,222 |
| 10 |
1.3369 |
1.2965 |
0.0404 |
3.1% |
0.0124 |
0.9% |
32% |
False |
False |
76,597 |
| 20 |
1.3471 |
1.2965 |
0.0506 |
3.9% |
0.0118 |
0.9% |
25% |
False |
False |
40,654 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0121 |
0.9% |
34% |
False |
False |
20,748 |
| 60 |
1.3548 |
1.2843 |
0.0705 |
5.4% |
0.0145 |
1.1% |
35% |
False |
False |
13,932 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0161 |
1.2% |
12% |
False |
False |
10,493 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0136 |
1.0% |
12% |
False |
False |
8,396 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0118 |
0.9% |
12% |
False |
False |
7,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3541 |
|
2.618 |
1.3387 |
|
1.618 |
1.3293 |
|
1.000 |
1.3235 |
|
0.618 |
1.3199 |
|
HIGH |
1.3141 |
|
0.618 |
1.3105 |
|
0.500 |
1.3094 |
|
0.382 |
1.3083 |
|
LOW |
1.3047 |
|
0.618 |
1.2989 |
|
1.000 |
1.2953 |
|
1.618 |
1.2895 |
|
2.618 |
1.2801 |
|
4.250 |
1.2648 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3094 |
1.3080 |
| PP |
1.3094 |
1.3066 |
| S1 |
1.3093 |
1.3053 |
|