CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3260 |
1.3132 |
-0.0128 |
-1.0% |
1.2968 |
| High |
1.3260 |
1.3254 |
-0.0006 |
0.0% |
1.3501 |
| Low |
1.3103 |
1.3092 |
-0.0011 |
-0.1% |
1.2892 |
| Close |
1.3116 |
1.3176 |
0.0060 |
0.5% |
1.3230 |
| Range |
0.0157 |
0.0162 |
0.0005 |
3.2% |
0.0609 |
| ATR |
0.0238 |
0.0232 |
-0.0005 |
-2.3% |
0.0000 |
| Volume |
362 |
481 |
119 |
32.9% |
1,778 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3660 |
1.3580 |
1.3265 |
|
| R3 |
1.3498 |
1.3418 |
1.3221 |
|
| R2 |
1.3336 |
1.3336 |
1.3206 |
|
| R1 |
1.3256 |
1.3256 |
1.3191 |
1.3296 |
| PP |
1.3174 |
1.3174 |
1.3174 |
1.3194 |
| S1 |
1.3094 |
1.3094 |
1.3161 |
1.3134 |
| S2 |
1.3012 |
1.3012 |
1.3146 |
|
| S3 |
1.2850 |
1.2932 |
1.3131 |
|
| S4 |
1.2688 |
1.2770 |
1.3087 |
|
|
| 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 |
1.3092 |
0.0409 |
3.1% |
0.0230 |
1.7% |
21% |
False |
True |
345 |
| 10 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0204 |
1.5% |
47% |
False |
False |
304 |
| 20 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0290 |
2.2% |
15% |
False |
False |
367 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0193 |
1.5% |
15% |
False |
False |
219 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0136 |
1.0% |
15% |
False |
False |
149 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0108 |
0.8% |
15% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3943 |
|
2.618 |
1.3678 |
|
1.618 |
1.3516 |
|
1.000 |
1.3416 |
|
0.618 |
1.3354 |
|
HIGH |
1.3254 |
|
0.618 |
1.3192 |
|
0.500 |
1.3173 |
|
0.382 |
1.3154 |
|
LOW |
1.3092 |
|
0.618 |
1.2992 |
|
1.000 |
1.2930 |
|
1.618 |
1.2830 |
|
2.618 |
1.2668 |
|
4.250 |
1.2404 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3175 |
1.3216 |
| PP |
1.3174 |
1.3202 |
| S1 |
1.3173 |
1.3189 |
|