CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3179 |
1.3095 |
-0.0084 |
-0.6% |
1.2942 |
| High |
1.3213 |
1.3186 |
-0.0027 |
-0.2% |
1.3213 |
| Low |
1.3053 |
1.3065 |
0.0012 |
0.1% |
1.2896 |
| Close |
1.3108 |
1.3165 |
0.0057 |
0.4% |
1.3108 |
| Range |
0.0160 |
0.0121 |
-0.0039 |
-24.4% |
0.0317 |
| ATR |
0.0149 |
0.0147 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
975 |
595 |
-380 |
-39.0% |
6,698 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3502 |
1.3454 |
1.3232 |
|
| R3 |
1.3381 |
1.3333 |
1.3198 |
|
| R2 |
1.3260 |
1.3260 |
1.3187 |
|
| R1 |
1.3212 |
1.3212 |
1.3176 |
1.3236 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3151 |
| S1 |
1.3091 |
1.3091 |
1.3154 |
1.3115 |
| S2 |
1.3018 |
1.3018 |
1.3143 |
|
| S3 |
1.2897 |
1.2970 |
1.3132 |
|
| S4 |
1.2776 |
1.2849 |
1.3098 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4023 |
1.3883 |
1.3282 |
|
| R3 |
1.3706 |
1.3566 |
1.3195 |
|
| R2 |
1.3389 |
1.3389 |
1.3166 |
|
| R1 |
1.3249 |
1.3249 |
1.3137 |
1.3319 |
| PP |
1.3072 |
1.3072 |
1.3072 |
1.3108 |
| S1 |
1.2932 |
1.2932 |
1.3079 |
1.3002 |
| S2 |
1.2755 |
1.2755 |
1.3050 |
|
| S3 |
1.2438 |
1.2615 |
1.3021 |
|
| S4 |
1.2121 |
1.2298 |
1.2934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3213 |
1.2909 |
0.0304 |
2.3% |
0.0138 |
1.0% |
84% |
False |
False |
1,382 |
| 10 |
1.3213 |
1.2896 |
0.0317 |
2.4% |
0.0118 |
0.9% |
85% |
False |
False |
1,181 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.8% |
0.0129 |
1.0% |
53% |
False |
False |
722 |
| 40 |
1.3548 |
1.2843 |
0.0705 |
5.4% |
0.0168 |
1.3% |
46% |
False |
False |
522 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0175 |
1.3% |
15% |
False |
False |
393 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0138 |
1.0% |
15% |
False |
False |
297 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0116 |
0.9% |
15% |
False |
False |
243 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0101 |
0.8% |
15% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3700 |
|
2.618 |
1.3503 |
|
1.618 |
1.3382 |
|
1.000 |
1.3307 |
|
0.618 |
1.3261 |
|
HIGH |
1.3186 |
|
0.618 |
1.3140 |
|
0.500 |
1.3126 |
|
0.382 |
1.3111 |
|
LOW |
1.3065 |
|
0.618 |
1.2990 |
|
1.000 |
1.2944 |
|
1.618 |
1.2869 |
|
2.618 |
1.2748 |
|
4.250 |
1.2551 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3152 |
1.3154 |
| PP |
1.3139 |
1.3144 |
| S1 |
1.3126 |
1.3133 |
|