CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3303 |
1.3330 |
0.0027 |
0.2% |
1.3150 |
| High |
1.3379 |
1.3471 |
0.0092 |
0.7% |
1.3379 |
| Low |
1.3280 |
1.3317 |
0.0037 |
0.3% |
1.3090 |
| Close |
1.3322 |
1.3464 |
0.0142 |
1.1% |
1.3322 |
| Range |
0.0099 |
0.0154 |
0.0055 |
55.6% |
0.0289 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.5% |
0.0000 |
| Volume |
2,644 |
9,768 |
7,124 |
269.4% |
8,783 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3879 |
1.3826 |
1.3549 |
|
| R3 |
1.3725 |
1.3672 |
1.3506 |
|
| R2 |
1.3571 |
1.3571 |
1.3492 |
|
| R1 |
1.3518 |
1.3518 |
1.3478 |
1.3545 |
| PP |
1.3417 |
1.3417 |
1.3417 |
1.3431 |
| S1 |
1.3364 |
1.3364 |
1.3450 |
1.3391 |
| S2 |
1.3263 |
1.3263 |
1.3436 |
|
| S3 |
1.3109 |
1.3210 |
1.3422 |
|
| S4 |
1.2955 |
1.3056 |
1.3379 |
|
|
| 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 |
1.3471 |
1.3090 |
0.0381 |
2.8% |
0.0117 |
0.9% |
98% |
True |
False |
3,641 |
| 10 |
1.3471 |
1.3090 |
0.0381 |
2.8% |
0.0111 |
0.8% |
98% |
True |
False |
2,565 |
| 20 |
1.3471 |
1.2896 |
0.0575 |
4.3% |
0.0114 |
0.8% |
99% |
True |
False |
1,873 |
| 40 |
1.3501 |
1.2896 |
0.0605 |
4.5% |
0.0143 |
1.1% |
94% |
False |
False |
1,076 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.0% |
0.0182 |
1.4% |
29% |
False |
False |
810 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.0% |
0.0148 |
1.1% |
29% |
False |
False |
617 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.0% |
0.0126 |
0.9% |
29% |
False |
False |
495 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.0% |
0.0109 |
0.8% |
29% |
False |
False |
418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4126 |
|
2.618 |
1.3874 |
|
1.618 |
1.3720 |
|
1.000 |
1.3625 |
|
0.618 |
1.3566 |
|
HIGH |
1.3471 |
|
0.618 |
1.3412 |
|
0.500 |
1.3394 |
|
0.382 |
1.3376 |
|
LOW |
1.3317 |
|
0.618 |
1.3222 |
|
1.000 |
1.3163 |
|
1.618 |
1.3068 |
|
2.618 |
1.2914 |
|
4.250 |
1.2663 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3441 |
1.3414 |
| PP |
1.3417 |
1.3365 |
| S1 |
1.3394 |
1.3315 |
|