CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3096 |
1.2982 |
-0.0114 |
-0.9% |
1.3030 |
| High |
1.3108 |
1.3006 |
-0.0102 |
-0.8% |
1.3141 |
| Low |
1.2932 |
1.2935 |
0.0003 |
0.0% |
1.2932 |
| Close |
1.2981 |
1.2987 |
0.0006 |
0.0% |
1.2981 |
| Range |
0.0176 |
0.0071 |
-0.0105 |
-59.7% |
0.0209 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
97,152 |
66,943 |
-30,209 |
-31.1% |
443,663 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3189 |
1.3159 |
1.3026 |
|
| R3 |
1.3118 |
1.3088 |
1.3007 |
|
| R2 |
1.3047 |
1.3047 |
1.3000 |
|
| R1 |
1.3017 |
1.3017 |
1.2994 |
1.3032 |
| PP |
1.2976 |
1.2976 |
1.2976 |
1.2984 |
| S1 |
1.2946 |
1.2946 |
1.2980 |
1.2961 |
| S2 |
1.2905 |
1.2905 |
1.2974 |
|
| S3 |
1.2834 |
1.2875 |
1.2967 |
|
| S4 |
1.2763 |
1.2804 |
1.2948 |
|
|
| 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% |
0.0112 |
0.9% |
26% |
False |
False |
87,576 |
| 10 |
1.3361 |
1.2932 |
0.0429 |
3.3% |
0.0128 |
1.0% |
13% |
False |
False |
86,118 |
| 20 |
1.3471 |
1.2932 |
0.0539 |
4.2% |
0.0118 |
0.9% |
10% |
False |
False |
48,641 |
| 40 |
1.3471 |
1.2896 |
0.0575 |
4.4% |
0.0120 |
0.9% |
16% |
False |
False |
24,844 |
| 60 |
1.3501 |
1.2843 |
0.0658 |
5.1% |
0.0141 |
1.1% |
22% |
False |
False |
16,653 |
| 80 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0164 |
1.3% |
7% |
False |
False |
12,543 |
| 100 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0136 |
1.0% |
7% |
False |
False |
10,037 |
| 120 |
1.5000 |
1.2843 |
0.2157 |
16.6% |
0.0120 |
0.9% |
7% |
False |
False |
8,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3308 |
|
2.618 |
1.3192 |
|
1.618 |
1.3121 |
|
1.000 |
1.3077 |
|
0.618 |
1.3050 |
|
HIGH |
1.3006 |
|
0.618 |
1.2979 |
|
0.500 |
1.2971 |
|
0.382 |
1.2962 |
|
LOW |
1.2935 |
|
0.618 |
1.2891 |
|
1.000 |
1.2864 |
|
1.618 |
1.2820 |
|
2.618 |
1.2749 |
|
4.250 |
1.2633 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2982 |
1.3037 |
| PP |
1.2976 |
1.3020 |
| S1 |
1.2971 |
1.3004 |
|