CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3250 |
1.3220 |
-0.0030 |
-0.2% |
1.3145 |
| High |
1.3280 |
1.3333 |
0.0053 |
0.4% |
1.3333 |
| Low |
1.3153 |
1.3186 |
0.0033 |
0.3% |
1.3090 |
| Close |
1.3184 |
1.3270 |
0.0086 |
0.7% |
1.3270 |
| Range |
0.0127 |
0.0147 |
0.0020 |
15.7% |
0.0243 |
| ATR |
0.0197 |
0.0194 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
108 |
164 |
56 |
51.9% |
691 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3704 |
1.3634 |
1.3351 |
|
| R3 |
1.3557 |
1.3487 |
1.3310 |
|
| R2 |
1.3410 |
1.3410 |
1.3297 |
|
| R1 |
1.3340 |
1.3340 |
1.3283 |
1.3375 |
| PP |
1.3263 |
1.3263 |
1.3263 |
1.3281 |
| S1 |
1.3193 |
1.3193 |
1.3257 |
1.3228 |
| S2 |
1.3116 |
1.3116 |
1.3243 |
|
| S3 |
1.2969 |
1.3046 |
1.3230 |
|
| S4 |
1.2822 |
1.2899 |
1.3189 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3960 |
1.3858 |
1.3404 |
|
| R3 |
1.3717 |
1.3615 |
1.3337 |
|
| R2 |
1.3474 |
1.3474 |
1.3315 |
|
| R1 |
1.3372 |
1.3372 |
1.3292 |
1.3423 |
| PP |
1.3231 |
1.3231 |
1.3231 |
1.3257 |
| S1 |
1.3129 |
1.3129 |
1.3248 |
1.3180 |
| S2 |
1.2988 |
1.2988 |
1.3225 |
|
| S3 |
1.2745 |
1.2886 |
1.3203 |
|
| S4 |
1.2502 |
1.2643 |
1.3136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3333 |
1.3090 |
0.0243 |
1.8% |
0.0124 |
0.9% |
74% |
True |
False |
138 |
| 10 |
1.3339 |
1.3090 |
0.0249 |
1.9% |
0.0138 |
1.0% |
72% |
False |
False |
195 |
| 20 |
1.3501 |
1.2843 |
0.0658 |
5.0% |
0.0181 |
1.4% |
65% |
False |
False |
271 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0208 |
1.6% |
20% |
False |
False |
243 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0146 |
1.1% |
20% |
False |
False |
165 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0120 |
0.9% |
20% |
False |
False |
130 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0100 |
0.8% |
20% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3958 |
|
2.618 |
1.3718 |
|
1.618 |
1.3571 |
|
1.000 |
1.3480 |
|
0.618 |
1.3424 |
|
HIGH |
1.3333 |
|
0.618 |
1.3277 |
|
0.500 |
1.3260 |
|
0.382 |
1.3242 |
|
LOW |
1.3186 |
|
0.618 |
1.3095 |
|
1.000 |
1.3039 |
|
1.618 |
1.2948 |
|
2.618 |
1.2801 |
|
4.250 |
1.2561 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3267 |
1.3253 |
| PP |
1.3263 |
1.3237 |
| S1 |
1.3260 |
1.3220 |
|