CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3253 |
1.3145 |
-0.0108 |
-0.8% |
1.3289 |
| High |
1.3316 |
1.3191 |
-0.0125 |
-0.9% |
1.3339 |
| Low |
1.3108 |
1.3126 |
0.0018 |
0.1% |
1.3092 |
| Close |
1.3120 |
1.3158 |
0.0038 |
0.3% |
1.3120 |
| Range |
0.0208 |
0.0065 |
-0.0143 |
-68.8% |
0.0247 |
| ATR |
0.0223 |
0.0212 |
-0.0011 |
-4.9% |
0.0000 |
| Volume |
201 |
79 |
-122 |
-60.7% |
1,259 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3321 |
1.3194 |
|
| R3 |
1.3288 |
1.3256 |
1.3176 |
|
| R2 |
1.3223 |
1.3223 |
1.3170 |
|
| R1 |
1.3191 |
1.3191 |
1.3164 |
1.3207 |
| PP |
1.3158 |
1.3158 |
1.3158 |
1.3167 |
| S1 |
1.3126 |
1.3126 |
1.3152 |
1.3142 |
| S2 |
1.3093 |
1.3093 |
1.3146 |
|
| S3 |
1.3028 |
1.3061 |
1.3140 |
|
| S4 |
1.2963 |
1.2996 |
1.3122 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3925 |
1.3769 |
1.3256 |
|
| R3 |
1.3678 |
1.3522 |
1.3188 |
|
| R2 |
1.3431 |
1.3431 |
1.3165 |
|
| R1 |
1.3275 |
1.3275 |
1.3143 |
1.3230 |
| PP |
1.3184 |
1.3184 |
1.3184 |
1.3161 |
| S1 |
1.3028 |
1.3028 |
1.3097 |
1.2983 |
| S2 |
1.2937 |
1.2937 |
1.3075 |
|
| S3 |
1.2690 |
1.2781 |
1.3052 |
|
| S4 |
1.2443 |
1.2534 |
1.2984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3316 |
1.3092 |
0.0224 |
1.7% |
0.0142 |
1.1% |
29% |
False |
False |
251 |
| 10 |
1.3501 |
1.3020 |
0.0481 |
3.7% |
0.0203 |
1.5% |
29% |
False |
False |
294 |
| 20 |
1.3548 |
1.2843 |
0.0705 |
5.4% |
0.0207 |
1.6% |
45% |
False |
False |
322 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0198 |
1.5% |
15% |
False |
False |
229 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0141 |
1.1% |
15% |
False |
False |
155 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0113 |
0.9% |
15% |
False |
False |
123 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0095 |
0.7% |
15% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3467 |
|
2.618 |
1.3361 |
|
1.618 |
1.3296 |
|
1.000 |
1.3256 |
|
0.618 |
1.3231 |
|
HIGH |
1.3191 |
|
0.618 |
1.3166 |
|
0.500 |
1.3159 |
|
0.382 |
1.3151 |
|
LOW |
1.3126 |
|
0.618 |
1.3086 |
|
1.000 |
1.3061 |
|
1.618 |
1.3021 |
|
2.618 |
1.2956 |
|
4.250 |
1.2850 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3159 |
1.3212 |
| PP |
1.3158 |
1.3194 |
| S1 |
1.3158 |
1.3176 |
|