CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3321 |
1.3291 |
-0.0030 |
-0.2% |
1.3330 |
| High |
1.3358 |
1.3369 |
0.0011 |
0.1% |
1.3471 |
| Low |
1.3262 |
1.3258 |
-0.0004 |
0.0% |
1.3262 |
| Close |
1.3295 |
1.3356 |
0.0061 |
0.5% |
1.3295 |
| Range |
0.0096 |
0.0111 |
0.0015 |
15.6% |
0.0209 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
34,071 |
34,819 |
748 |
2.2% |
68,050 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3661 |
1.3619 |
1.3417 |
|
| R3 |
1.3550 |
1.3508 |
1.3387 |
|
| R2 |
1.3439 |
1.3439 |
1.3376 |
|
| R1 |
1.3397 |
1.3397 |
1.3366 |
1.3418 |
| PP |
1.3328 |
1.3328 |
1.3328 |
1.3338 |
| S1 |
1.3286 |
1.3286 |
1.3346 |
1.3307 |
| S2 |
1.3217 |
1.3217 |
1.3336 |
|
| S3 |
1.3106 |
1.3175 |
1.3325 |
|
| S4 |
1.2995 |
1.3064 |
1.3295 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3970 |
1.3841 |
1.3410 |
|
| R3 |
1.3761 |
1.3632 |
1.3352 |
|
| R2 |
1.3552 |
1.3552 |
1.3333 |
|
| R1 |
1.3423 |
1.3423 |
1.3314 |
1.3383 |
| PP |
1.3343 |
1.3343 |
1.3343 |
1.3323 |
| S1 |
1.3214 |
1.3214 |
1.3276 |
1.3174 |
| S2 |
1.3134 |
1.3134 |
1.3257 |
|
| S3 |
1.2925 |
1.3005 |
1.3238 |
|
| S4 |
1.2716 |
1.2796 |
1.3180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3471 |
1.3258 |
0.0213 |
1.6% |
0.0113 |
0.8% |
46% |
False |
True |
20,573 |
| 10 |
1.3471 |
1.3090 |
0.0381 |
2.9% |
0.0108 |
0.8% |
70% |
False |
False |
11,165 |
| 20 |
1.3471 |
1.2896 |
0.0575 |
4.3% |
0.0114 |
0.9% |
80% |
False |
False |
6,302 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.3% |
0.0123 |
0.9% |
80% |
False |
False |
3,363 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0180 |
1.3% |
24% |
False |
False |
2,357 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0153 |
1.1% |
24% |
False |
False |
1,780 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0127 |
1.0% |
24% |
False |
False |
1,426 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.2% |
0.0110 |
0.8% |
24% |
False |
False |
1,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3841 |
|
2.618 |
1.3660 |
|
1.618 |
1.3549 |
|
1.000 |
1.3480 |
|
0.618 |
1.3438 |
|
HIGH |
1.3369 |
|
0.618 |
1.3327 |
|
0.500 |
1.3314 |
|
0.382 |
1.3300 |
|
LOW |
1.3258 |
|
0.618 |
1.3189 |
|
1.000 |
1.3147 |
|
1.618 |
1.3078 |
|
2.618 |
1.2967 |
|
4.250 |
1.2786 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3342 |
1.3347 |
| PP |
1.3328 |
1.3338 |
| S1 |
1.3314 |
1.3329 |
|