CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4170 |
1.4148 |
-0.0022 |
-0.2% |
1.4140 |
| High |
1.4175 |
1.4148 |
-0.0027 |
-0.2% |
1.4450 |
| Low |
1.4030 |
1.4062 |
0.0032 |
0.2% |
1.4135 |
| Close |
1.4139 |
1.4072 |
-0.0067 |
-0.5% |
1.4227 |
| Range |
0.0145 |
0.0086 |
-0.0059 |
-40.7% |
0.0315 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
46 |
29 |
-17 |
-37.0% |
212 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4352 |
1.4298 |
1.4119 |
|
| R3 |
1.4266 |
1.4212 |
1.4096 |
|
| R2 |
1.4180 |
1.4180 |
1.4088 |
|
| R1 |
1.4126 |
1.4126 |
1.4080 |
1.4110 |
| PP |
1.4094 |
1.4094 |
1.4094 |
1.4086 |
| S1 |
1.4040 |
1.4040 |
1.4064 |
1.4024 |
| S2 |
1.4008 |
1.4008 |
1.4056 |
|
| S3 |
1.3922 |
1.3954 |
1.4048 |
|
| S4 |
1.3836 |
1.3868 |
1.4025 |
|
|
| 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 |
1.4323 |
1.4030 |
0.0293 |
2.1% |
0.0116 |
0.8% |
14% |
False |
False |
41 |
| 10 |
1.4450 |
1.4030 |
0.0420 |
3.0% |
0.0114 |
0.8% |
10% |
False |
False |
40 |
| 20 |
1.4510 |
1.4030 |
0.0480 |
3.4% |
0.0114 |
0.8% |
9% |
False |
False |
74 |
| 40 |
1.4546 |
1.3880 |
0.0666 |
4.7% |
0.0081 |
0.6% |
29% |
False |
False |
52 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0061 |
0.4% |
26% |
False |
False |
38 |
| 80 |
1.5239 |
1.3880 |
0.1359 |
9.7% |
0.0048 |
0.3% |
14% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4514 |
|
2.618 |
1.4373 |
|
1.618 |
1.4287 |
|
1.000 |
1.4234 |
|
0.618 |
1.4201 |
|
HIGH |
1.4148 |
|
0.618 |
1.4115 |
|
0.500 |
1.4105 |
|
0.382 |
1.4095 |
|
LOW |
1.4062 |
|
0.618 |
1.4009 |
|
1.000 |
1.3976 |
|
1.618 |
1.3923 |
|
2.618 |
1.3837 |
|
4.250 |
1.3697 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4105 |
1.4159 |
| PP |
1.4094 |
1.4130 |
| S1 |
1.4083 |
1.4101 |
|