CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2982 |
1.2994 |
0.0012 |
0.1% |
1.3030 |
| High |
1.3006 |
1.3048 |
0.0042 |
0.3% |
1.3141 |
| Low |
1.2935 |
1.2958 |
0.0023 |
0.2% |
1.2932 |
| Close |
1.2987 |
1.3043 |
0.0056 |
0.4% |
1.2981 |
| Range |
0.0071 |
0.0090 |
0.0019 |
26.8% |
0.0209 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
66,943 |
74,285 |
7,342 |
11.0% |
443,663 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3286 |
1.3255 |
1.3093 |
|
| R3 |
1.3196 |
1.3165 |
1.3068 |
|
| R2 |
1.3106 |
1.3106 |
1.3060 |
|
| R1 |
1.3075 |
1.3075 |
1.3051 |
1.3091 |
| PP |
1.3016 |
1.3016 |
1.3016 |
1.3024 |
| S1 |
1.2985 |
1.2985 |
1.3035 |
1.3001 |
| S2 |
1.2926 |
1.2926 |
1.3027 |
|
| S3 |
1.2836 |
1.2895 |
1.3018 |
|
| S4 |
1.2746 |
1.2805 |
1.2994 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3522 |
1.3096 |
|
| R3 |
1.3436 |
1.3313 |
1.3038 |
|
| R2 |
1.3227 |
1.3227 |
1.3019 |
|
| R1 |
1.3104 |
1.3104 |
1.3000 |
1.3061 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.2997 |
| S1 |
1.2895 |
1.2895 |
1.2962 |
1.2852 |
| S2 |
1.2809 |
1.2809 |
1.2943 |
|
| S3 |
1.2600 |
1.2686 |
1.2924 |
|
| S4 |
1.2391 |
1.2477 |
1.2866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3141 |
1.2932 |
0.0209 |
1.6% |
0.0107 |
0.8% |
53% |
False |
False |
85,834 |
| 10 |
1.3300 |
1.2932 |
0.0368 |
2.8% |
0.0119 |
0.9% |
30% |
False |
False |
85,894 |
| 20 |
1.3471 |
1.2932 |
0.0539 |
4.1% |
0.0118 |
0.9% |
21% |
False |
False |
52,338 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0120 |
0.9% |
26% |
False |
False |
26,698 |
| 60 |
1.3501 |
1.2843 |
0.0658 |
5.0% |
0.0141 |
1.1% |
30% |
False |
False |
17,889 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0165 |
1.3% |
9% |
False |
False |
13,472 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0137 |
1.0% |
9% |
False |
False |
10,779 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0121 |
0.9% |
9% |
False |
False |
8,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3431 |
|
2.618 |
1.3284 |
|
1.618 |
1.3194 |
|
1.000 |
1.3138 |
|
0.618 |
1.3104 |
|
HIGH |
1.3048 |
|
0.618 |
1.3014 |
|
0.500 |
1.3003 |
|
0.382 |
1.2992 |
|
LOW |
1.2958 |
|
0.618 |
1.2902 |
|
1.000 |
1.2868 |
|
1.618 |
1.2812 |
|
2.618 |
1.2722 |
|
4.250 |
1.2576 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3030 |
1.3035 |
| PP |
1.3016 |
1.3028 |
| S1 |
1.3003 |
1.3020 |
|