CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3188 |
1.3250 |
0.0062 |
0.5% |
1.3289 |
| High |
1.3268 |
1.3280 |
0.0012 |
0.1% |
1.3339 |
| Low |
1.3107 |
1.3153 |
0.0046 |
0.4% |
1.3092 |
| Close |
1.3222 |
1.3184 |
-0.0038 |
-0.3% |
1.3120 |
| Range |
0.0161 |
0.0127 |
-0.0034 |
-21.1% |
0.0247 |
| ATR |
0.0203 |
0.0197 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
57 |
108 |
51 |
89.5% |
1,259 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3587 |
1.3512 |
1.3254 |
|
| R3 |
1.3460 |
1.3385 |
1.3219 |
|
| R2 |
1.3333 |
1.3333 |
1.3207 |
|
| R1 |
1.3258 |
1.3258 |
1.3196 |
1.3232 |
| PP |
1.3206 |
1.3206 |
1.3206 |
1.3193 |
| S1 |
1.3131 |
1.3131 |
1.3172 |
1.3105 |
| S2 |
1.3079 |
1.3079 |
1.3161 |
|
| S3 |
1.2952 |
1.3004 |
1.3149 |
|
| S4 |
1.2825 |
1.2877 |
1.3114 |
|
|
| 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% |
0.0136 |
1.0% |
42% |
False |
False |
145 |
| 10 |
1.3501 |
1.3090 |
0.0411 |
3.1% |
0.0158 |
1.2% |
23% |
False |
False |
204 |
| 20 |
1.3510 |
1.2843 |
0.0667 |
5.1% |
0.0188 |
1.4% |
51% |
False |
False |
292 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0204 |
1.5% |
16% |
False |
False |
239 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0145 |
1.1% |
16% |
False |
False |
162 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0118 |
0.9% |
16% |
False |
False |
128 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0099 |
0.8% |
16% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3820 |
|
2.618 |
1.3612 |
|
1.618 |
1.3485 |
|
1.000 |
1.3407 |
|
0.618 |
1.3358 |
|
HIGH |
1.3280 |
|
0.618 |
1.3231 |
|
0.500 |
1.3217 |
|
0.382 |
1.3202 |
|
LOW |
1.3153 |
|
0.618 |
1.3075 |
|
1.000 |
1.3026 |
|
1.618 |
1.2948 |
|
2.618 |
1.2821 |
|
4.250 |
1.2613 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3217 |
1.3185 |
| PP |
1.3206 |
1.3185 |
| S1 |
1.3195 |
1.3184 |
|