CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2984 |
1.2942 |
-0.0042 |
-0.3% |
1.3111 |
| High |
1.3066 |
1.2975 |
-0.0091 |
-0.7% |
1.3129 |
| Low |
1.2935 |
1.2896 |
-0.0039 |
-0.3% |
1.2935 |
| Close |
1.2948 |
1.2903 |
-0.0045 |
-0.3% |
1.2948 |
| Range |
0.0131 |
0.0079 |
-0.0052 |
-39.7% |
0.0194 |
| ATR |
0.0156 |
0.0151 |
-0.0006 |
-3.5% |
0.0000 |
| Volume |
1,788 |
381 |
-1,407 |
-78.7% |
4,660 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3162 |
1.3111 |
1.2946 |
|
| R3 |
1.3083 |
1.3032 |
1.2925 |
|
| R2 |
1.3004 |
1.3004 |
1.2917 |
|
| R1 |
1.2953 |
1.2953 |
1.2910 |
1.2939 |
| PP |
1.2925 |
1.2925 |
1.2925 |
1.2918 |
| S1 |
1.2874 |
1.2874 |
1.2896 |
1.2860 |
| S2 |
1.2846 |
1.2846 |
1.2889 |
|
| S3 |
1.2767 |
1.2795 |
1.2881 |
|
| S4 |
1.2688 |
1.2716 |
1.2860 |
|
|
| 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 |
1.2896 |
0.0233 |
1.8% |
0.0097 |
0.8% |
3% |
False |
True |
981 |
| 10 |
1.3402 |
1.2896 |
0.0506 |
3.9% |
0.0122 |
0.9% |
1% |
False |
True |
680 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.9% |
0.0130 |
1.0% |
1% |
False |
True |
439 |
| 40 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0211 |
1.6% |
3% |
False |
False |
393 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0167 |
1.3% |
3% |
False |
False |
279 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0132 |
1.0% |
3% |
False |
False |
211 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.7% |
0.0110 |
0.9% |
3% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3311 |
|
2.618 |
1.3182 |
|
1.618 |
1.3103 |
|
1.000 |
1.3054 |
|
0.618 |
1.3024 |
|
HIGH |
1.2975 |
|
0.618 |
1.2945 |
|
0.500 |
1.2936 |
|
0.382 |
1.2926 |
|
LOW |
1.2896 |
|
0.618 |
1.2847 |
|
1.000 |
1.2817 |
|
1.618 |
1.2768 |
|
2.618 |
1.2689 |
|
4.250 |
1.2560 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2936 |
1.2981 |
| PP |
1.2925 |
1.2955 |
| S1 |
1.2914 |
1.2929 |
|