CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3355 |
1.3158 |
-0.0197 |
-1.5% |
1.3259 |
| High |
1.3377 |
1.3206 |
-0.0171 |
-1.3% |
1.3402 |
| Low |
1.3137 |
1.3053 |
-0.0084 |
-0.6% |
1.3053 |
| Close |
1.3148 |
1.3114 |
-0.0034 |
-0.3% |
1.3114 |
| Range |
0.0240 |
0.0153 |
-0.0087 |
-36.3% |
0.0349 |
| ATR |
0.0185 |
0.0183 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
462 |
1,099 |
637 |
137.9% |
1,884 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3583 |
1.3502 |
1.3198 |
|
| R3 |
1.3430 |
1.3349 |
1.3156 |
|
| R2 |
1.3277 |
1.3277 |
1.3142 |
|
| R1 |
1.3196 |
1.3196 |
1.3128 |
1.3160 |
| PP |
1.3124 |
1.3124 |
1.3124 |
1.3107 |
| S1 |
1.3043 |
1.3043 |
1.3100 |
1.3007 |
| S2 |
1.2971 |
1.2971 |
1.3086 |
|
| S3 |
1.2818 |
1.2890 |
1.3072 |
|
| S4 |
1.2665 |
1.2737 |
1.3030 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4237 |
1.4024 |
1.3306 |
|
| R3 |
1.3888 |
1.3675 |
1.3210 |
|
| R2 |
1.3539 |
1.3539 |
1.3178 |
|
| R1 |
1.3326 |
1.3326 |
1.3146 |
1.3258 |
| PP |
1.3190 |
1.3190 |
1.3190 |
1.3156 |
| S1 |
1.2977 |
1.2977 |
1.3082 |
1.2909 |
| S2 |
1.2841 |
1.2841 |
1.3050 |
|
| S3 |
1.2492 |
1.2628 |
1.3018 |
|
| S4 |
1.2143 |
1.2279 |
1.2922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3402 |
1.3053 |
0.0349 |
2.7% |
0.0156 |
1.2% |
17% |
False |
True |
376 |
| 10 |
1.3402 |
1.3053 |
0.0349 |
2.7% |
0.0140 |
1.1% |
17% |
False |
True |
257 |
| 20 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0176 |
1.3% |
36% |
False |
False |
280 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0219 |
1.7% |
13% |
False |
False |
276 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0159 |
1.2% |
13% |
False |
False |
196 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0129 |
1.0% |
13% |
False |
False |
150 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0107 |
0.8% |
13% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3856 |
|
2.618 |
1.3607 |
|
1.618 |
1.3454 |
|
1.000 |
1.3359 |
|
0.618 |
1.3301 |
|
HIGH |
1.3206 |
|
0.618 |
1.3148 |
|
0.500 |
1.3130 |
|
0.382 |
1.3111 |
|
LOW |
1.3053 |
|
0.618 |
1.2958 |
|
1.000 |
1.2900 |
|
1.618 |
1.2805 |
|
2.618 |
1.2652 |
|
4.250 |
1.2403 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3130 |
1.3228 |
| PP |
1.3124 |
1.3190 |
| S1 |
1.3119 |
1.3152 |
|