CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3033 |
1.2982 |
-0.0051 |
-0.4% |
1.2982 |
| High |
1.3076 |
1.3042 |
-0.0034 |
-0.3% |
1.3076 |
| Low |
1.2971 |
1.2954 |
-0.0017 |
-0.1% |
1.2935 |
| Close |
1.2987 |
1.2997 |
0.0010 |
0.1% |
1.2997 |
| Range |
0.0105 |
0.0088 |
-0.0017 |
-16.2% |
0.0141 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
79,869 |
120,833 |
40,964 |
51.3% |
413,793 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3217 |
1.3045 |
|
| R3 |
1.3174 |
1.3129 |
1.3021 |
|
| R2 |
1.3086 |
1.3086 |
1.3013 |
|
| R1 |
1.3041 |
1.3041 |
1.3005 |
1.3064 |
| PP |
1.2998 |
1.2998 |
1.2998 |
1.3009 |
| S1 |
1.2953 |
1.2953 |
1.2989 |
1.2976 |
| S2 |
1.2910 |
1.2910 |
1.2981 |
|
| S3 |
1.2822 |
1.2865 |
1.2973 |
|
| S4 |
1.2734 |
1.2777 |
1.2949 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3426 |
1.3352 |
1.3075 |
|
| R3 |
1.3285 |
1.3211 |
1.3036 |
|
| R2 |
1.3144 |
1.3144 |
1.3023 |
|
| R1 |
1.3070 |
1.3070 |
1.3010 |
1.3107 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.3021 |
| S1 |
1.2929 |
1.2929 |
1.2984 |
1.2966 |
| S2 |
1.2862 |
1.2862 |
1.2971 |
|
| S3 |
1.2721 |
1.2788 |
1.2958 |
|
| S4 |
1.2580 |
1.2647 |
1.2919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3076 |
1.2935 |
0.0141 |
1.1% |
0.0082 |
0.6% |
44% |
False |
False |
82,758 |
| 10 |
1.3141 |
1.2932 |
0.0209 |
1.6% |
0.0099 |
0.8% |
31% |
False |
False |
85,745 |
| 20 |
1.3471 |
1.2932 |
0.0539 |
4.1% |
0.0114 |
0.9% |
12% |
False |
False |
65,677 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0113 |
0.9% |
18% |
False |
False |
33,496 |
| 60 |
1.3501 |
1.2892 |
0.0609 |
4.7% |
0.0133 |
1.0% |
17% |
False |
False |
22,409 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0165 |
1.3% |
7% |
False |
False |
16,872 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0139 |
1.1% |
7% |
False |
False |
13,505 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0122 |
0.9% |
7% |
False |
False |
11,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3416 |
|
2.618 |
1.3272 |
|
1.618 |
1.3184 |
|
1.000 |
1.3130 |
|
0.618 |
1.3096 |
|
HIGH |
1.3042 |
|
0.618 |
1.3008 |
|
0.500 |
1.2998 |
|
0.382 |
1.2988 |
|
LOW |
1.2954 |
|
0.618 |
1.2900 |
|
1.000 |
1.2866 |
|
1.618 |
1.2812 |
|
2.618 |
1.2724 |
|
4.250 |
1.2580 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2998 |
1.3015 |
| PP |
1.2998 |
1.3009 |
| S1 |
1.2997 |
1.3003 |
|