CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3261 |
1.3261 |
0.0000 |
0.0% |
1.3291 |
| High |
1.3300 |
1.3268 |
-0.0032 |
-0.2% |
1.3369 |
| Low |
1.3200 |
1.3017 |
-0.0183 |
-1.4% |
1.3017 |
| Close |
1.3260 |
1.3022 |
-0.0238 |
-1.8% |
1.3022 |
| Range |
0.0100 |
0.0251 |
0.0151 |
151.0% |
0.0352 |
| ATR |
0.0123 |
0.0132 |
0.0009 |
7.4% |
0.0000 |
| Volume |
71,752 |
114,600 |
42,848 |
59.7% |
385,395 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3855 |
1.3690 |
1.3160 |
|
| R3 |
1.3604 |
1.3439 |
1.3091 |
|
| R2 |
1.3353 |
1.3353 |
1.3068 |
|
| R1 |
1.3188 |
1.3188 |
1.3045 |
1.3145 |
| PP |
1.3102 |
1.3102 |
1.3102 |
1.3081 |
| S1 |
1.2937 |
1.2937 |
1.2999 |
1.2894 |
| S2 |
1.2851 |
1.2851 |
1.2976 |
|
| S3 |
1.2600 |
1.2686 |
1.2953 |
|
| S4 |
1.2349 |
1.2435 |
1.2884 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4192 |
1.3959 |
1.3216 |
|
| R3 |
1.3840 |
1.3607 |
1.3119 |
|
| R2 |
1.3488 |
1.3488 |
1.3087 |
|
| R1 |
1.3255 |
1.3255 |
1.3054 |
1.3196 |
| PP |
1.3136 |
1.3136 |
1.3136 |
1.3106 |
| S1 |
1.2903 |
1.2903 |
1.2990 |
1.2844 |
| S2 |
1.2784 |
1.2784 |
1.2957 |
|
| S3 |
1.2432 |
1.2551 |
1.2925 |
|
| S4 |
1.2080 |
1.2199 |
1.2828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3369 |
1.3017 |
0.0352 |
2.7% |
0.0147 |
1.1% |
1% |
False |
True |
77,079 |
| 10 |
1.3471 |
1.3017 |
0.0454 |
3.5% |
0.0129 |
1.0% |
1% |
False |
True |
45,608 |
| 20 |
1.3471 |
1.3017 |
0.0454 |
3.5% |
0.0121 |
0.9% |
1% |
False |
True |
23,545 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0125 |
1.0% |
22% |
False |
False |
12,101 |
| 60 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0180 |
1.4% |
8% |
False |
False |
8,189 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0159 |
1.2% |
8% |
False |
False |
6,162 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0132 |
1.0% |
8% |
False |
False |
4,931 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0115 |
0.9% |
8% |
False |
False |
4,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4335 |
|
2.618 |
1.3925 |
|
1.618 |
1.3674 |
|
1.000 |
1.3519 |
|
0.618 |
1.3423 |
|
HIGH |
1.3268 |
|
0.618 |
1.3172 |
|
0.500 |
1.3143 |
|
0.382 |
1.3113 |
|
LOW |
1.3017 |
|
0.618 |
1.2862 |
|
1.000 |
1.2766 |
|
1.618 |
1.2611 |
|
2.618 |
1.2360 |
|
4.250 |
1.1950 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3143 |
1.3159 |
| PP |
1.3102 |
1.3113 |
| S1 |
1.3062 |
1.3068 |
|