CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4236 |
1.4276 |
0.0040 |
0.3% |
1.4140 |
| High |
1.4323 |
1.4288 |
-0.0035 |
-0.2% |
1.4450 |
| Low |
1.4223 |
1.4147 |
-0.0076 |
-0.5% |
1.4135 |
| Close |
1.4293 |
1.4168 |
-0.0125 |
-0.9% |
1.4227 |
| Range |
0.0100 |
0.0141 |
0.0041 |
41.0% |
0.0315 |
| ATR |
0.0116 |
0.0118 |
0.0002 |
1.8% |
0.0000 |
| Volume |
42 |
36 |
-6 |
-14.3% |
212 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4624 |
1.4537 |
1.4246 |
|
| R3 |
1.4483 |
1.4396 |
1.4207 |
|
| R2 |
1.4342 |
1.4342 |
1.4194 |
|
| R1 |
1.4255 |
1.4255 |
1.4181 |
1.4228 |
| PP |
1.4201 |
1.4201 |
1.4201 |
1.4188 |
| S1 |
1.4114 |
1.4114 |
1.4155 |
1.4087 |
| S2 |
1.4060 |
1.4060 |
1.4142 |
|
| S3 |
1.3919 |
1.3973 |
1.4129 |
|
| S4 |
1.3778 |
1.3832 |
1.4090 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5216 |
1.5036 |
1.4400 |
|
| R3 |
1.4901 |
1.4721 |
1.4314 |
|
| R2 |
1.4586 |
1.4586 |
1.4285 |
|
| R1 |
1.4406 |
1.4406 |
1.4256 |
1.4496 |
| PP |
1.4271 |
1.4271 |
1.4271 |
1.4316 |
| S1 |
1.4091 |
1.4091 |
1.4198 |
1.4181 |
| S2 |
1.3956 |
1.3956 |
1.4169 |
|
| S3 |
1.3641 |
1.3776 |
1.4140 |
|
| S4 |
1.3326 |
1.3461 |
1.4054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4450 |
1.4147 |
0.0303 |
2.1% |
0.0099 |
0.7% |
7% |
False |
True |
38 |
| 10 |
1.4450 |
1.4090 |
0.0360 |
2.5% |
0.0121 |
0.9% |
22% |
False |
False |
46 |
| 20 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0105 |
0.7% |
21% |
False |
False |
77 |
| 40 |
1.4546 |
1.3880 |
0.0666 |
4.7% |
0.0077 |
0.5% |
43% |
False |
False |
50 |
| 60 |
1.4633 |
1.3880 |
0.0753 |
5.3% |
0.0058 |
0.4% |
38% |
False |
False |
37 |
| 80 |
1.5239 |
1.3880 |
0.1359 |
9.6% |
0.0046 |
0.3% |
21% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4887 |
|
2.618 |
1.4657 |
|
1.618 |
1.4516 |
|
1.000 |
1.4429 |
|
0.618 |
1.4375 |
|
HIGH |
1.4288 |
|
0.618 |
1.4234 |
|
0.500 |
1.4218 |
|
0.382 |
1.4201 |
|
LOW |
1.4147 |
|
0.618 |
1.4060 |
|
1.000 |
1.4006 |
|
1.618 |
1.3919 |
|
2.618 |
1.3778 |
|
4.250 |
1.3548 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4218 |
1.4235 |
| PP |
1.4201 |
1.4213 |
| S1 |
1.4185 |
1.4190 |
|