CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3161 |
1.3394 |
0.0233 |
1.8% |
1.2968 |
| High |
1.3501 |
1.3501 |
0.0000 |
0.0% |
1.3501 |
| Low |
1.3134 |
1.3160 |
0.0026 |
0.2% |
1.2892 |
| Close |
1.3355 |
1.3230 |
-0.0125 |
-0.9% |
1.3230 |
| Range |
0.0367 |
0.0341 |
-0.0026 |
-7.1% |
0.0609 |
| ATR |
0.0244 |
0.0251 |
0.0007 |
2.8% |
0.0000 |
| Volume |
550 |
256 |
-294 |
-53.5% |
1,778 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4320 |
1.4116 |
1.3418 |
|
| R3 |
1.3979 |
1.3775 |
1.3324 |
|
| R2 |
1.3638 |
1.3638 |
1.3293 |
|
| R1 |
1.3434 |
1.3434 |
1.3261 |
1.3366 |
| PP |
1.3297 |
1.3297 |
1.3297 |
1.3263 |
| S1 |
1.3093 |
1.3093 |
1.3199 |
1.3025 |
| S2 |
1.2956 |
1.2956 |
1.3167 |
|
| S3 |
1.2615 |
1.2752 |
1.3136 |
|
| S4 |
1.2274 |
1.2411 |
1.3042 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5035 |
1.4741 |
1.3565 |
|
| R3 |
1.4426 |
1.4132 |
1.3397 |
|
| R2 |
1.3817 |
1.3817 |
1.3342 |
|
| R1 |
1.3523 |
1.3523 |
1.3286 |
1.3670 |
| PP |
1.3208 |
1.3208 |
1.3208 |
1.3281 |
| S1 |
1.2914 |
1.2914 |
1.3174 |
1.3061 |
| S2 |
1.2599 |
1.2599 |
1.3118 |
|
| S3 |
1.1990 |
1.2305 |
1.3063 |
|
| S4 |
1.1381 |
1.1696 |
1.2895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0270 |
2.0% |
56% |
True |
False |
355 |
| 10 |
1.3501 |
1.2843 |
0.0658 |
5.0% |
0.0224 |
1.7% |
59% |
True |
False |
348 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0293 |
2.2% |
18% |
False |
False |
344 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0184 |
1.4% |
18% |
False |
False |
196 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0130 |
1.0% |
18% |
False |
False |
134 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0104 |
0.8% |
18% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4950 |
|
2.618 |
1.4394 |
|
1.618 |
1.4053 |
|
1.000 |
1.3842 |
|
0.618 |
1.3712 |
|
HIGH |
1.3501 |
|
0.618 |
1.3371 |
|
0.500 |
1.3331 |
|
0.382 |
1.3290 |
|
LOW |
1.3160 |
|
0.618 |
1.2949 |
|
1.000 |
1.2819 |
|
1.618 |
1.2608 |
|
2.618 |
1.2267 |
|
4.250 |
1.1711 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3331 |
1.3318 |
| PP |
1.3297 |
1.3288 |
| S1 |
1.3264 |
1.3259 |
|