CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2994 |
1.3042 |
0.0048 |
0.4% |
1.3030 |
| High |
1.3048 |
1.3053 |
0.0005 |
0.0% |
1.3141 |
| Low |
1.2958 |
1.2999 |
0.0041 |
0.3% |
1.2932 |
| Close |
1.3043 |
1.3044 |
0.0001 |
0.0% |
1.2981 |
| Range |
0.0090 |
0.0054 |
-0.0036 |
-40.0% |
0.0209 |
| ATR |
0.0123 |
0.0118 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
74,285 |
71,863 |
-2,422 |
-3.3% |
443,663 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3194 |
1.3173 |
1.3074 |
|
| R3 |
1.3140 |
1.3119 |
1.3059 |
|
| R2 |
1.3086 |
1.3086 |
1.3054 |
|
| R1 |
1.3065 |
1.3065 |
1.3049 |
1.3076 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3037 |
| S1 |
1.3011 |
1.3011 |
1.3039 |
1.3022 |
| S2 |
1.2978 |
1.2978 |
1.3034 |
|
| S3 |
1.2924 |
1.2957 |
1.3029 |
|
| S4 |
1.2870 |
1.2903 |
1.3014 |
|
|
| 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% |
0.0097 |
0.7% |
54% |
False |
False |
79,226 |
| 10 |
1.3300 |
1.2932 |
0.0368 |
2.8% |
0.0115 |
0.9% |
30% |
False |
False |
84,310 |
| 20 |
1.3471 |
1.2932 |
0.0539 |
4.1% |
0.0118 |
0.9% |
21% |
False |
False |
55,914 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0117 |
0.9% |
26% |
False |
False |
28,491 |
| 60 |
1.3501 |
1.2843 |
0.0658 |
5.0% |
0.0136 |
1.0% |
31% |
False |
False |
19,073 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0165 |
1.3% |
9% |
False |
False |
14,367 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0137 |
1.1% |
9% |
False |
False |
11,498 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0121 |
0.9% |
9% |
False |
False |
9,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3283 |
|
2.618 |
1.3194 |
|
1.618 |
1.3140 |
|
1.000 |
1.3107 |
|
0.618 |
1.3086 |
|
HIGH |
1.3053 |
|
0.618 |
1.3032 |
|
0.500 |
1.3026 |
|
0.382 |
1.3020 |
|
LOW |
1.2999 |
|
0.618 |
1.2966 |
|
1.000 |
1.2945 |
|
1.618 |
1.2912 |
|
2.618 |
1.2858 |
|
4.250 |
1.2770 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3038 |
1.3027 |
| PP |
1.3032 |
1.3011 |
| S1 |
1.3026 |
1.2994 |
|