CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3210 |
1.3261 |
0.0051 |
0.4% |
1.3330 |
| High |
1.3262 |
1.3300 |
0.0038 |
0.3% |
1.3471 |
| Low |
1.3161 |
1.3200 |
0.0039 |
0.3% |
1.3262 |
| Close |
1.3257 |
1.3260 |
0.0003 |
0.0% |
1.3295 |
| Range |
0.0101 |
0.0100 |
-0.0001 |
-1.0% |
0.0209 |
| ATR |
0.0125 |
0.0123 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
87,703 |
71,752 |
-15,951 |
-18.2% |
68,050 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3553 |
1.3507 |
1.3315 |
|
| R3 |
1.3453 |
1.3407 |
1.3288 |
|
| R2 |
1.3353 |
1.3353 |
1.3278 |
|
| R1 |
1.3307 |
1.3307 |
1.3269 |
1.3280 |
| PP |
1.3253 |
1.3253 |
1.3253 |
1.3240 |
| S1 |
1.3207 |
1.3207 |
1.3251 |
1.3180 |
| S2 |
1.3153 |
1.3153 |
1.3242 |
|
| S3 |
1.3053 |
1.3107 |
1.3233 |
|
| S4 |
1.2953 |
1.3007 |
1.3205 |
|
|
| 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 |
1.3369 |
1.3161 |
0.0208 |
1.6% |
0.0116 |
0.9% |
48% |
False |
False |
60,973 |
| 10 |
1.3471 |
1.3159 |
0.0312 |
2.4% |
0.0122 |
0.9% |
32% |
False |
False |
34,558 |
| 20 |
1.3471 |
1.3053 |
0.0418 |
3.2% |
0.0115 |
0.9% |
50% |
False |
False |
17,957 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.3% |
0.0121 |
0.9% |
63% |
False |
False |
9,240 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0178 |
1.3% |
19% |
False |
False |
6,282 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0157 |
1.2% |
19% |
False |
False |
4,729 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0130 |
1.0% |
19% |
False |
False |
3,785 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.3% |
0.0113 |
0.8% |
19% |
False |
False |
3,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3725 |
|
2.618 |
1.3562 |
|
1.618 |
1.3462 |
|
1.000 |
1.3400 |
|
0.618 |
1.3362 |
|
HIGH |
1.3300 |
|
0.618 |
1.3262 |
|
0.500 |
1.3250 |
|
0.382 |
1.3238 |
|
LOW |
1.3200 |
|
0.618 |
1.3138 |
|
1.000 |
1.3100 |
|
1.618 |
1.3038 |
|
2.618 |
1.2938 |
|
4.250 |
1.2775 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3257 |
1.3261 |
| PP |
1.3253 |
1.3261 |
| S1 |
1.3250 |
1.3260 |
|