CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3122 |
1.3188 |
0.0066 |
0.5% |
1.3289 |
| High |
1.3209 |
1.3268 |
0.0059 |
0.4% |
1.3339 |
| Low |
1.3090 |
1.3107 |
0.0017 |
0.1% |
1.3092 |
| Close |
1.3166 |
1.3222 |
0.0056 |
0.4% |
1.3120 |
| Range |
0.0119 |
0.0161 |
0.0042 |
35.3% |
0.0247 |
| ATR |
0.0206 |
0.0203 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
283 |
57 |
-226 |
-79.9% |
1,259 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3682 |
1.3613 |
1.3311 |
|
| R3 |
1.3521 |
1.3452 |
1.3266 |
|
| R2 |
1.3360 |
1.3360 |
1.3252 |
|
| R1 |
1.3291 |
1.3291 |
1.3237 |
1.3326 |
| PP |
1.3199 |
1.3199 |
1.3199 |
1.3216 |
| S1 |
1.3130 |
1.3130 |
1.3207 |
1.3165 |
| S2 |
1.3038 |
1.3038 |
1.3192 |
|
| S3 |
1.2877 |
1.2969 |
1.3178 |
|
| S4 |
1.2716 |
1.2808 |
1.3133 |
|
|
| 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 |
1.3090 |
0.0226 |
1.7% |
0.0134 |
1.0% |
58% |
False |
False |
151 |
| 10 |
1.3501 |
1.3090 |
0.0411 |
3.1% |
0.0182 |
1.4% |
32% |
False |
False |
248 |
| 20 |
1.3548 |
1.2843 |
0.0705 |
5.3% |
0.0193 |
1.5% |
54% |
False |
False |
301 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0201 |
1.5% |
18% |
False |
False |
237 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0145 |
1.1% |
18% |
False |
False |
161 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0116 |
0.9% |
18% |
False |
False |
127 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0098 |
0.7% |
18% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3952 |
|
2.618 |
1.3689 |
|
1.618 |
1.3528 |
|
1.000 |
1.3429 |
|
0.618 |
1.3367 |
|
HIGH |
1.3268 |
|
0.618 |
1.3206 |
|
0.500 |
1.3188 |
|
0.382 |
1.3169 |
|
LOW |
1.3107 |
|
0.618 |
1.3008 |
|
1.000 |
1.2946 |
|
1.618 |
1.2847 |
|
2.618 |
1.2686 |
|
4.250 |
1.2423 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3211 |
1.3208 |
| PP |
1.3199 |
1.3193 |
| S1 |
1.3188 |
1.3179 |
|