CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3051 |
1.3001 |
-0.0050 |
-0.4% |
1.3291 |
| High |
1.3085 |
1.3067 |
-0.0018 |
-0.1% |
1.3369 |
| Low |
1.2966 |
1.2965 |
-0.0001 |
0.0% |
1.3017 |
| Close |
1.2999 |
1.3020 |
0.0021 |
0.2% |
1.3022 |
| Range |
0.0119 |
0.0102 |
-0.0017 |
-14.3% |
0.0352 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
82,998 |
104,903 |
21,905 |
26.4% |
385,395 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3323 |
1.3274 |
1.3076 |
|
| R3 |
1.3221 |
1.3172 |
1.3048 |
|
| R2 |
1.3119 |
1.3119 |
1.3039 |
|
| R1 |
1.3070 |
1.3070 |
1.3029 |
1.3095 |
| PP |
1.3017 |
1.3017 |
1.3017 |
1.3030 |
| S1 |
1.2968 |
1.2968 |
1.3011 |
1.2993 |
| S2 |
1.2915 |
1.2915 |
1.3001 |
|
| S3 |
1.2813 |
1.2866 |
1.2992 |
|
| S4 |
1.2711 |
1.2764 |
1.2964 |
|
|
| 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 |
1.3300 |
1.2965 |
0.0335 |
2.6% |
0.0132 |
1.0% |
16% |
False |
True |
89,395 |
| 10 |
1.3399 |
1.2965 |
0.0434 |
3.3% |
0.0124 |
0.9% |
13% |
False |
True |
69,525 |
| 20 |
1.3471 |
1.2965 |
0.0506 |
3.9% |
0.0119 |
0.9% |
11% |
False |
True |
36,402 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0123 |
0.9% |
22% |
False |
False |
18,603 |
| 60 |
1.3548 |
1.2843 |
0.0705 |
5.4% |
0.0147 |
1.1% |
25% |
False |
False |
12,507 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0162 |
1.2% |
8% |
False |
False |
9,419 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0135 |
1.0% |
8% |
False |
False |
7,537 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0117 |
0.9% |
8% |
False |
False |
6,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3501 |
|
2.618 |
1.3334 |
|
1.618 |
1.3232 |
|
1.000 |
1.3169 |
|
0.618 |
1.3130 |
|
HIGH |
1.3067 |
|
0.618 |
1.3028 |
|
0.500 |
1.3016 |
|
0.382 |
1.3004 |
|
LOW |
1.2965 |
|
0.618 |
1.2902 |
|
1.000 |
1.2863 |
|
1.618 |
1.2800 |
|
2.618 |
1.2698 |
|
4.250 |
1.2532 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3019 |
1.3039 |
| PP |
1.3017 |
1.3033 |
| S1 |
1.3016 |
1.3026 |
|