CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3464 |
1.3322 |
-0.0142 |
-1.1% |
1.3490 |
| High |
1.3510 |
1.3369 |
-0.0141 |
-1.0% |
1.3548 |
| Low |
1.3230 |
1.3280 |
0.0050 |
0.4% |
1.3148 |
| Close |
1.3261 |
1.3308 |
0.0047 |
0.4% |
1.3308 |
| Range |
0.0280 |
0.0089 |
-0.0191 |
-68.2% |
0.0400 |
| ATR |
0.0265 |
0.0254 |
-0.0011 |
-4.2% |
0.0000 |
| Volume |
592 |
129 |
-463 |
-78.2% |
1,769 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3586 |
1.3536 |
1.3357 |
|
| R3 |
1.3497 |
1.3447 |
1.3332 |
|
| R2 |
1.3408 |
1.3408 |
1.3324 |
|
| R1 |
1.3358 |
1.3358 |
1.3316 |
1.3339 |
| PP |
1.3319 |
1.3319 |
1.3319 |
1.3309 |
| S1 |
1.3269 |
1.3269 |
1.3300 |
1.3250 |
| S2 |
1.3230 |
1.3230 |
1.3292 |
|
| S3 |
1.3141 |
1.3180 |
1.3284 |
|
| S4 |
1.3052 |
1.3091 |
1.3259 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4535 |
1.4321 |
1.3528 |
|
| R3 |
1.4135 |
1.3921 |
1.3418 |
|
| R2 |
1.3735 |
1.3735 |
1.3381 |
|
| R1 |
1.3521 |
1.3521 |
1.3345 |
1.3428 |
| PP |
1.3335 |
1.3335 |
1.3335 |
1.3288 |
| S1 |
1.3121 |
1.3121 |
1.3271 |
1.3028 |
| S2 |
1.2935 |
1.2935 |
1.3235 |
|
| S3 |
1.2535 |
1.2721 |
1.3198 |
|
| S4 |
1.2135 |
1.2321 |
1.3088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3548 |
1.3148 |
0.0400 |
3.0% |
0.0231 |
1.7% |
40% |
False |
False |
353 |
| 10 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0359 |
2.7% |
9% |
False |
False |
349 |
| 20 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0239 |
1.8% |
9% |
False |
False |
221 |
| 40 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0131 |
1.0% |
9% |
False |
False |
115 |
| 60 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0101 |
0.8% |
9% |
False |
False |
85 |
| 80 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0081 |
0.6% |
9% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3747 |
|
2.618 |
1.3602 |
|
1.618 |
1.3513 |
|
1.000 |
1.3458 |
|
0.618 |
1.3424 |
|
HIGH |
1.3369 |
|
0.618 |
1.3335 |
|
0.500 |
1.3325 |
|
0.382 |
1.3314 |
|
LOW |
1.3280 |
|
0.618 |
1.3225 |
|
1.000 |
1.3191 |
|
1.618 |
1.3136 |
|
2.618 |
1.3047 |
|
4.250 |
1.2902 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3325 |
1.3389 |
| PP |
1.3319 |
1.3362 |
| S1 |
1.3314 |
1.3335 |
|