CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3165 |
1.3303 |
0.0138 |
1.0% |
1.3150 |
| High |
1.3345 |
1.3379 |
0.0034 |
0.3% |
1.3379 |
| Low |
1.3159 |
1.3280 |
0.0121 |
0.9% |
1.3090 |
| Close |
1.3299 |
1.3322 |
0.0023 |
0.2% |
1.3322 |
| Range |
0.0186 |
0.0099 |
-0.0087 |
-46.8% |
0.0289 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
4,097 |
2,644 |
-1,453 |
-35.5% |
8,783 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3624 |
1.3572 |
1.3376 |
|
| R3 |
1.3525 |
1.3473 |
1.3349 |
|
| R2 |
1.3426 |
1.3426 |
1.3340 |
|
| R1 |
1.3374 |
1.3374 |
1.3331 |
1.3400 |
| PP |
1.3327 |
1.3327 |
1.3327 |
1.3340 |
| S1 |
1.3275 |
1.3275 |
1.3313 |
1.3301 |
| S2 |
1.3228 |
1.3228 |
1.3304 |
|
| S3 |
1.3129 |
1.3176 |
1.3295 |
|
| S4 |
1.3030 |
1.3077 |
1.3268 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4131 |
1.4015 |
1.3481 |
|
| R3 |
1.3842 |
1.3726 |
1.3401 |
|
| R2 |
1.3553 |
1.3553 |
1.3375 |
|
| R1 |
1.3437 |
1.3437 |
1.3348 |
1.3495 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3293 |
| S1 |
1.3148 |
1.3148 |
1.3296 |
1.3206 |
| S2 |
1.2975 |
1.2975 |
1.3269 |
|
| S3 |
1.2686 |
1.2859 |
1.3243 |
|
| S4 |
1.2397 |
1.2570 |
1.3163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3379 |
1.3090 |
0.0289 |
2.2% |
0.0102 |
0.8% |
80% |
True |
False |
1,756 |
| 10 |
1.3379 |
1.3065 |
0.0314 |
2.4% |
0.0107 |
0.8% |
82% |
True |
False |
1,648 |
| 20 |
1.3379 |
1.2896 |
0.0483 |
3.6% |
0.0110 |
0.8% |
88% |
True |
False |
1,392 |
| 40 |
1.3501 |
1.2892 |
0.0609 |
4.6% |
0.0143 |
1.1% |
71% |
False |
False |
836 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0183 |
1.4% |
22% |
False |
False |
648 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0147 |
1.1% |
22% |
False |
False |
495 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0125 |
0.9% |
22% |
False |
False |
398 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0107 |
0.8% |
22% |
False |
False |
336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3800 |
|
2.618 |
1.3638 |
|
1.618 |
1.3539 |
|
1.000 |
1.3478 |
|
0.618 |
1.3440 |
|
HIGH |
1.3379 |
|
0.618 |
1.3341 |
|
0.500 |
1.3330 |
|
0.382 |
1.3318 |
|
LOW |
1.3280 |
|
0.618 |
1.3219 |
|
1.000 |
1.3181 |
|
1.618 |
1.3120 |
|
2.618 |
1.3021 |
|
4.250 |
1.2859 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3330 |
1.3294 |
| PP |
1.3327 |
1.3266 |
| S1 |
1.3325 |
1.3238 |
|