CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3042 |
1.3033 |
-0.0009 |
-0.1% |
1.3030 |
| High |
1.3053 |
1.3076 |
0.0023 |
0.2% |
1.3141 |
| Low |
1.2999 |
1.2971 |
-0.0028 |
-0.2% |
1.2932 |
| Close |
1.3044 |
1.2987 |
-0.0057 |
-0.4% |
1.2981 |
| Range |
0.0054 |
0.0105 |
0.0051 |
94.4% |
0.0209 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
71,863 |
79,869 |
8,006 |
11.1% |
443,663 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3326 |
1.3262 |
1.3045 |
|
| R3 |
1.3221 |
1.3157 |
1.3016 |
|
| R2 |
1.3116 |
1.3116 |
1.3006 |
|
| R1 |
1.3052 |
1.3052 |
1.2997 |
1.3032 |
| PP |
1.3011 |
1.3011 |
1.3011 |
1.3001 |
| S1 |
1.2947 |
1.2947 |
1.2977 |
1.2927 |
| S2 |
1.2906 |
1.2906 |
1.2968 |
|
| S3 |
1.2801 |
1.2842 |
1.2958 |
|
| S4 |
1.2696 |
1.2737 |
1.2929 |
|
|
| 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 |
1.3108 |
1.2932 |
0.0176 |
1.4% |
0.0099 |
0.8% |
31% |
False |
False |
78,022 |
| 10 |
1.3268 |
1.2932 |
0.0336 |
2.6% |
0.0115 |
0.9% |
16% |
False |
False |
85,122 |
| 20 |
1.3471 |
1.2932 |
0.0539 |
4.2% |
0.0119 |
0.9% |
10% |
False |
False |
59,840 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0117 |
0.9% |
16% |
False |
False |
30,486 |
| 60 |
1.3501 |
1.2892 |
0.0609 |
4.7% |
0.0134 |
1.0% |
16% |
False |
False |
20,397 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0165 |
1.3% |
7% |
False |
False |
15,362 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0138 |
1.1% |
7% |
False |
False |
12,297 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0122 |
0.9% |
7% |
False |
False |
10,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3522 |
|
2.618 |
1.3351 |
|
1.618 |
1.3246 |
|
1.000 |
1.3181 |
|
0.618 |
1.3141 |
|
HIGH |
1.3076 |
|
0.618 |
1.3036 |
|
0.500 |
1.3024 |
|
0.382 |
1.3011 |
|
LOW |
1.2971 |
|
0.618 |
1.2906 |
|
1.000 |
1.2866 |
|
1.618 |
1.2801 |
|
2.618 |
1.2696 |
|
4.250 |
1.2525 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3024 |
1.3017 |
| PP |
1.3011 |
1.3007 |
| S1 |
1.2999 |
1.2997 |
|