CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3047 |
1.2984 |
-0.0063 |
-0.5% |
1.3111 |
| High |
1.3062 |
1.3066 |
0.0004 |
0.0% |
1.3129 |
| Low |
1.2971 |
1.2935 |
-0.0036 |
-0.3% |
1.2935 |
| Close |
1.3001 |
1.2948 |
-0.0053 |
-0.4% |
1.2948 |
| Range |
0.0091 |
0.0131 |
0.0040 |
44.0% |
0.0194 |
| ATR |
0.0158 |
0.0156 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
795 |
1,788 |
993 |
124.9% |
4,660 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3376 |
1.3293 |
1.3020 |
|
| R3 |
1.3245 |
1.3162 |
1.2984 |
|
| R2 |
1.3114 |
1.3114 |
1.2972 |
|
| R1 |
1.3031 |
1.3031 |
1.2960 |
1.3007 |
| PP |
1.2983 |
1.2983 |
1.2983 |
1.2971 |
| S1 |
1.2900 |
1.2900 |
1.2936 |
1.2876 |
| S2 |
1.2852 |
1.2852 |
1.2924 |
|
| S3 |
1.2721 |
1.2769 |
1.2912 |
|
| S4 |
1.2590 |
1.2638 |
1.2876 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3586 |
1.3461 |
1.3055 |
|
| R3 |
1.3392 |
1.3267 |
1.3001 |
|
| R2 |
1.3198 |
1.3198 |
1.2984 |
|
| R1 |
1.3073 |
1.3073 |
1.2966 |
1.3039 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.2987 |
| S1 |
1.2879 |
1.2879 |
1.2930 |
1.2845 |
| S2 |
1.2810 |
1.2810 |
1.2912 |
|
| S3 |
1.2616 |
1.2685 |
1.2895 |
|
| S4 |
1.2422 |
1.2491 |
1.2841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3129 |
1.2935 |
0.0194 |
1.5% |
0.0095 |
0.7% |
7% |
False |
True |
932 |
| 10 |
1.3402 |
1.2935 |
0.0467 |
3.6% |
0.0125 |
1.0% |
3% |
False |
True |
654 |
| 20 |
1.3402 |
1.2935 |
0.0467 |
3.6% |
0.0132 |
1.0% |
3% |
False |
True |
424 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0212 |
1.6% |
5% |
False |
False |
384 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0166 |
1.3% |
5% |
False |
False |
272 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0131 |
1.0% |
5% |
False |
False |
206 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0109 |
0.8% |
5% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3623 |
|
2.618 |
1.3409 |
|
1.618 |
1.3278 |
|
1.000 |
1.3197 |
|
0.618 |
1.3147 |
|
HIGH |
1.3066 |
|
0.618 |
1.3016 |
|
0.500 |
1.3001 |
|
0.382 |
1.2985 |
|
LOW |
1.2935 |
|
0.618 |
1.2854 |
|
1.000 |
1.2804 |
|
1.618 |
1.2723 |
|
2.618 |
1.2592 |
|
4.250 |
1.2378 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3001 |
1.3032 |
| PP |
1.2983 |
1.3004 |
| S1 |
1.2966 |
1.2976 |
|