CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3150 |
1.3145 |
-0.0005 |
0.0% |
1.3095 |
| High |
1.3168 |
1.3149 |
-0.0019 |
-0.1% |
1.3308 |
| Low |
1.3090 |
1.3090 |
0.0000 |
0.0% |
1.3065 |
| Close |
1.3138 |
1.3113 |
-0.0025 |
-0.2% |
1.3157 |
| Range |
0.0078 |
0.0059 |
-0.0019 |
-24.4% |
0.0243 |
| ATR |
0.0134 |
0.0128 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
344 |
356 |
12 |
3.5% |
7,702 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3294 |
1.3263 |
1.3145 |
|
| R3 |
1.3235 |
1.3204 |
1.3129 |
|
| R2 |
1.3176 |
1.3176 |
1.3124 |
|
| R1 |
1.3145 |
1.3145 |
1.3118 |
1.3131 |
| PP |
1.3117 |
1.3117 |
1.3117 |
1.3111 |
| S1 |
1.3086 |
1.3086 |
1.3108 |
1.3072 |
| S2 |
1.3058 |
1.3058 |
1.3102 |
|
| S3 |
1.2999 |
1.3027 |
1.3097 |
|
| S4 |
1.2940 |
1.2968 |
1.3081 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3906 |
1.3774 |
1.3291 |
|
| R3 |
1.3663 |
1.3531 |
1.3224 |
|
| R2 |
1.3420 |
1.3420 |
1.3202 |
|
| R1 |
1.3288 |
1.3288 |
1.3179 |
1.3354 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3210 |
| S1 |
1.3045 |
1.3045 |
1.3135 |
1.3111 |
| S2 |
1.2934 |
1.2934 |
1.3112 |
|
| S3 |
1.2691 |
1.2802 |
1.3090 |
|
| S4 |
1.2448 |
1.2559 |
1.3023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3308 |
1.3090 |
0.0218 |
1.7% |
0.0099 |
0.8% |
11% |
False |
True |
1,178 |
| 10 |
1.3308 |
1.3010 |
0.0298 |
2.3% |
0.0110 |
0.8% |
35% |
False |
False |
1,293 |
| 20 |
1.3402 |
1.2896 |
0.0506 |
3.9% |
0.0115 |
0.9% |
43% |
False |
False |
1,069 |
| 40 |
1.3501 |
1.2843 |
0.0658 |
5.0% |
0.0145 |
1.1% |
41% |
False |
False |
653 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0181 |
1.4% |
13% |
False |
False |
519 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0142 |
1.1% |
13% |
False |
False |
394 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0122 |
0.9% |
13% |
False |
False |
319 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.4% |
0.0105 |
0.8% |
13% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3400 |
|
2.618 |
1.3303 |
|
1.618 |
1.3244 |
|
1.000 |
1.3208 |
|
0.618 |
1.3185 |
|
HIGH |
1.3149 |
|
0.618 |
1.3126 |
|
0.500 |
1.3120 |
|
0.382 |
1.3113 |
|
LOW |
1.3090 |
|
0.618 |
1.3054 |
|
1.000 |
1.3031 |
|
1.618 |
1.2995 |
|
2.618 |
1.2936 |
|
4.250 |
1.2839 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3120 |
1.3199 |
| PP |
1.3117 |
1.3170 |
| S1 |
1.3115 |
1.3142 |
|