CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3158 |
1.3111 |
-0.0047 |
-0.4% |
1.3259 |
| High |
1.3206 |
1.3127 |
-0.0079 |
-0.6% |
1.3402 |
| Low |
1.3053 |
1.3062 |
0.0009 |
0.1% |
1.3053 |
| Close |
1.3114 |
1.3072 |
-0.0042 |
-0.3% |
1.3114 |
| Range |
0.0153 |
0.0065 |
-0.0088 |
-57.5% |
0.0349 |
| ATR |
0.0183 |
0.0174 |
-0.0008 |
-4.6% |
0.0000 |
| Volume |
1,099 |
135 |
-964 |
-87.7% |
1,884 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3242 |
1.3108 |
|
| R3 |
1.3217 |
1.3177 |
1.3090 |
|
| R2 |
1.3152 |
1.3152 |
1.3084 |
|
| R1 |
1.3112 |
1.3112 |
1.3078 |
1.3100 |
| PP |
1.3087 |
1.3087 |
1.3087 |
1.3081 |
| S1 |
1.3047 |
1.3047 |
1.3066 |
1.3035 |
| S2 |
1.3022 |
1.3022 |
1.3060 |
|
| S3 |
1.2957 |
1.2982 |
1.3054 |
|
| S4 |
1.2892 |
1.2917 |
1.3036 |
|
|
| 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% |
0.0147 |
1.1% |
5% |
False |
False |
378 |
| 10 |
1.3402 |
1.3053 |
0.0349 |
2.7% |
0.0140 |
1.1% |
5% |
False |
False |
263 |
| 20 |
1.3501 |
1.3020 |
0.0481 |
3.7% |
0.0172 |
1.3% |
11% |
False |
False |
278 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0216 |
1.7% |
11% |
False |
False |
278 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0160 |
1.2% |
11% |
False |
False |
199 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0129 |
1.0% |
11% |
False |
False |
150 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.5% |
0.0107 |
0.8% |
11% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3403 |
|
2.618 |
1.3297 |
|
1.618 |
1.3232 |
|
1.000 |
1.3192 |
|
0.618 |
1.3167 |
|
HIGH |
1.3127 |
|
0.618 |
1.3102 |
|
0.500 |
1.3095 |
|
0.382 |
1.3087 |
|
LOW |
1.3062 |
|
0.618 |
1.3022 |
|
1.000 |
1.2997 |
|
1.618 |
1.2957 |
|
2.618 |
1.2892 |
|
4.250 |
1.2786 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3095 |
1.3215 |
| PP |
1.3087 |
1.3167 |
| S1 |
1.3080 |
1.3120 |
|