CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3118 |
1.3165 |
0.0047 |
0.4% |
1.3095 |
| High |
1.3186 |
1.3345 |
0.0159 |
1.2% |
1.3308 |
| Low |
1.3097 |
1.3159 |
0.0062 |
0.5% |
1.3065 |
| Close |
1.3155 |
1.3299 |
0.0144 |
1.1% |
1.3157 |
| Range |
0.0089 |
0.0186 |
0.0097 |
109.0% |
0.0243 |
| ATR |
0.0125 |
0.0130 |
0.0005 |
3.7% |
0.0000 |
| Volume |
1,342 |
4,097 |
2,755 |
205.3% |
7,702 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3826 |
1.3748 |
1.3401 |
|
| R3 |
1.3640 |
1.3562 |
1.3350 |
|
| R2 |
1.3454 |
1.3454 |
1.3333 |
|
| R1 |
1.3376 |
1.3376 |
1.3316 |
1.3415 |
| PP |
1.3268 |
1.3268 |
1.3268 |
1.3287 |
| S1 |
1.3190 |
1.3190 |
1.3282 |
1.3229 |
| S2 |
1.3082 |
1.3082 |
1.3265 |
|
| S3 |
1.2896 |
1.3004 |
1.3248 |
|
| S4 |
1.2710 |
1.2818 |
1.3197 |
|
|
| 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 |
1.3345 |
1.3090 |
0.0255 |
1.9% |
0.0113 |
0.9% |
82% |
True |
False |
1,684 |
| 10 |
1.3345 |
1.3053 |
0.0292 |
2.2% |
0.0113 |
0.9% |
84% |
True |
False |
1,481 |
| 20 |
1.3345 |
1.2896 |
0.0449 |
3.4% |
0.0112 |
0.8% |
90% |
True |
False |
1,314 |
| 40 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0143 |
1.1% |
67% |
False |
False |
775 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0182 |
1.4% |
21% |
False |
False |
604 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0145 |
1.1% |
21% |
False |
False |
462 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0124 |
0.9% |
21% |
False |
False |
373 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0107 |
0.8% |
21% |
False |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4136 |
|
2.618 |
1.3832 |
|
1.618 |
1.3646 |
|
1.000 |
1.3531 |
|
0.618 |
1.3460 |
|
HIGH |
1.3345 |
|
0.618 |
1.3274 |
|
0.500 |
1.3252 |
|
0.382 |
1.3230 |
|
LOW |
1.3159 |
|
0.618 |
1.3044 |
|
1.000 |
1.2973 |
|
1.618 |
1.2858 |
|
2.618 |
1.2672 |
|
4.250 |
1.2369 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3283 |
1.3272 |
| PP |
1.3268 |
1.3245 |
| S1 |
1.3252 |
1.3218 |
|