CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3053 |
1.3096 |
0.0043 |
0.3% |
1.3030 |
| High |
1.3141 |
1.3108 |
-0.0033 |
-0.3% |
1.3141 |
| Low |
1.3047 |
1.2932 |
-0.0115 |
-0.9% |
1.2932 |
| Close |
1.3093 |
1.2981 |
-0.0112 |
-0.9% |
1.2981 |
| Range |
0.0094 |
0.0176 |
0.0082 |
87.2% |
0.0209 |
| ATR |
0.0126 |
0.0130 |
0.0004 |
2.8% |
0.0000 |
| Volume |
85,887 |
97,152 |
11,265 |
13.1% |
443,663 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3535 |
1.3434 |
1.3078 |
|
| R3 |
1.3359 |
1.3258 |
1.3029 |
|
| R2 |
1.3183 |
1.3183 |
1.3013 |
|
| R1 |
1.3082 |
1.3082 |
1.2997 |
1.3045 |
| PP |
1.3007 |
1.3007 |
1.3007 |
1.2988 |
| S1 |
1.2906 |
1.2906 |
1.2965 |
1.2869 |
| S2 |
1.2831 |
1.2831 |
1.2949 |
|
| S3 |
1.2655 |
1.2730 |
1.2933 |
|
| S4 |
1.2479 |
1.2554 |
1.2884 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3522 |
1.3096 |
|
| R3 |
1.3436 |
1.3313 |
1.3038 |
|
| R2 |
1.3227 |
1.3227 |
1.3019 |
|
| R1 |
1.3104 |
1.3104 |
1.3000 |
1.3061 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.2997 |
| S1 |
1.2895 |
1.2895 |
1.2962 |
1.2852 |
| S2 |
1.2809 |
1.2809 |
1.2943 |
|
| S3 |
1.2600 |
1.2686 |
1.2924 |
|
| S4 |
1.2391 |
1.2477 |
1.2866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3141 |
1.2932 |
0.0209 |
1.6% |
0.0116 |
0.9% |
23% |
False |
True |
88,732 |
| 10 |
1.3369 |
1.2932 |
0.0437 |
3.4% |
0.0132 |
1.0% |
11% |
False |
True |
82,905 |
| 20 |
1.3471 |
1.2932 |
0.0539 |
4.2% |
0.0122 |
0.9% |
9% |
False |
True |
45,408 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0122 |
0.9% |
15% |
False |
False |
23,174 |
| 60 |
1.3510 |
1.2843 |
0.0667 |
5.1% |
0.0144 |
1.1% |
21% |
False |
False |
15,547 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0163 |
1.3% |
6% |
False |
False |
11,707 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0136 |
1.0% |
6% |
False |
False |
9,367 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0119 |
0.9% |
6% |
False |
False |
7,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3856 |
|
2.618 |
1.3569 |
|
1.618 |
1.3393 |
|
1.000 |
1.3284 |
|
0.618 |
1.3217 |
|
HIGH |
1.3108 |
|
0.618 |
1.3041 |
|
0.500 |
1.3020 |
|
0.382 |
1.2999 |
|
LOW |
1.2932 |
|
0.618 |
1.2823 |
|
1.000 |
1.2756 |
|
1.618 |
1.2647 |
|
2.618 |
1.2471 |
|
4.250 |
1.2184 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.3037 |
| PP |
1.3007 |
1.3018 |
| S1 |
1.2994 |
1.3000 |
|