CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3455 |
1.3363 |
-0.0092 |
-0.7% |
1.3150 |
| High |
1.3455 |
1.3399 |
-0.0056 |
-0.4% |
1.3379 |
| Low |
1.3345 |
1.3306 |
-0.0039 |
-0.3% |
1.3090 |
| Close |
1.3361 |
1.3324 |
-0.0037 |
-0.3% |
1.3322 |
| Range |
0.0110 |
0.0093 |
-0.0017 |
-15.5% |
0.0289 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
9,049 |
15,162 |
6,113 |
67.6% |
8,783 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3622 |
1.3566 |
1.3375 |
|
| R3 |
1.3529 |
1.3473 |
1.3350 |
|
| R2 |
1.3436 |
1.3436 |
1.3341 |
|
| R1 |
1.3380 |
1.3380 |
1.3333 |
1.3362 |
| PP |
1.3343 |
1.3343 |
1.3343 |
1.3334 |
| S1 |
1.3287 |
1.3287 |
1.3315 |
1.3269 |
| S2 |
1.3250 |
1.3250 |
1.3307 |
|
| S3 |
1.3157 |
1.3194 |
1.3298 |
|
| S4 |
1.3064 |
1.3101 |
1.3273 |
|
|
| 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 |
1.3159 |
0.0312 |
2.3% |
0.0128 |
1.0% |
53% |
False |
False |
8,144 |
| 10 |
1.3471 |
1.3090 |
0.0381 |
2.9% |
0.0112 |
0.8% |
61% |
False |
False |
4,712 |
| 20 |
1.3471 |
1.2896 |
0.0575 |
4.3% |
0.0115 |
0.9% |
74% |
False |
False |
2,987 |
| 40 |
1.3501 |
1.2896 |
0.0605 |
4.5% |
0.0136 |
1.0% |
71% |
False |
False |
1,661 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0181 |
1.4% |
22% |
False |
False |
1,210 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0151 |
1.1% |
22% |
False |
False |
920 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0127 |
0.9% |
22% |
False |
False |
737 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0109 |
0.8% |
22% |
False |
False |
619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3794 |
|
2.618 |
1.3642 |
|
1.618 |
1.3549 |
|
1.000 |
1.3492 |
|
0.618 |
1.3456 |
|
HIGH |
1.3399 |
|
0.618 |
1.3363 |
|
0.500 |
1.3353 |
|
0.382 |
1.3342 |
|
LOW |
1.3306 |
|
0.618 |
1.3249 |
|
1.000 |
1.3213 |
|
1.618 |
1.3156 |
|
2.618 |
1.3063 |
|
4.250 |
1.2911 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3353 |
1.3389 |
| PP |
1.3343 |
1.3367 |
| S1 |
1.3334 |
1.3346 |
|