CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4067 |
1.4132 |
0.0065 |
0.5% |
1.4236 |
| High |
1.4137 |
1.4277 |
0.0140 |
1.0% |
1.4323 |
| Low |
1.4067 |
1.4132 |
0.0065 |
0.5% |
1.4030 |
| Close |
1.4132 |
1.4253 |
0.0121 |
0.9% |
1.4132 |
| Range |
0.0070 |
0.0145 |
0.0075 |
107.1% |
0.0293 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.9% |
0.0000 |
| Volume |
25 |
29 |
4 |
16.0% |
178 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4656 |
1.4599 |
1.4333 |
|
| R3 |
1.4511 |
1.4454 |
1.4293 |
|
| R2 |
1.4366 |
1.4366 |
1.4280 |
|
| R1 |
1.4309 |
1.4309 |
1.4266 |
1.4338 |
| PP |
1.4221 |
1.4221 |
1.4221 |
1.4235 |
| S1 |
1.4164 |
1.4164 |
1.4240 |
1.4193 |
| S2 |
1.4076 |
1.4076 |
1.4226 |
|
| S3 |
1.3931 |
1.4019 |
1.4213 |
|
| S4 |
1.3786 |
1.3874 |
1.4173 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5041 |
1.4879 |
1.4293 |
|
| R3 |
1.4748 |
1.4586 |
1.4213 |
|
| R2 |
1.4455 |
1.4455 |
1.4186 |
|
| R1 |
1.4293 |
1.4293 |
1.4159 |
1.4228 |
| PP |
1.4162 |
1.4162 |
1.4162 |
1.4129 |
| S1 |
1.4000 |
1.4000 |
1.4105 |
1.3935 |
| S2 |
1.3869 |
1.3869 |
1.4078 |
|
| S3 |
1.3576 |
1.3707 |
1.4051 |
|
| S4 |
1.3283 |
1.3414 |
1.3971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4288 |
1.4030 |
0.0258 |
1.8% |
0.0117 |
0.8% |
86% |
False |
False |
33 |
| 10 |
1.4450 |
1.4030 |
0.0420 |
2.9% |
0.0114 |
0.8% |
53% |
False |
False |
37 |
| 20 |
1.4510 |
1.4030 |
0.0480 |
3.4% |
0.0116 |
0.8% |
46% |
False |
False |
75 |
| 40 |
1.4535 |
1.3880 |
0.0655 |
4.6% |
0.0084 |
0.6% |
57% |
False |
False |
53 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0064 |
0.4% |
51% |
False |
False |
39 |
| 80 |
1.5078 |
1.3880 |
0.1198 |
8.4% |
0.0051 |
0.4% |
31% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4893 |
|
2.618 |
1.4657 |
|
1.618 |
1.4512 |
|
1.000 |
1.4422 |
|
0.618 |
1.4367 |
|
HIGH |
1.4277 |
|
0.618 |
1.4222 |
|
0.500 |
1.4205 |
|
0.382 |
1.4187 |
|
LOW |
1.4132 |
|
0.618 |
1.4042 |
|
1.000 |
1.3987 |
|
1.618 |
1.3897 |
|
2.618 |
1.3752 |
|
4.250 |
1.3516 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4237 |
1.4225 |
| PP |
1.4221 |
1.4197 |
| S1 |
1.4205 |
1.4170 |
|