CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4285 |
1.4189 |
-0.0096 |
-0.7% |
1.4236 |
| High |
1.4285 |
1.4189 |
-0.0096 |
-0.7% |
1.4323 |
| Low |
1.4214 |
1.4112 |
-0.0102 |
-0.7% |
1.4030 |
| Close |
1.4223 |
1.4162 |
-0.0061 |
-0.4% |
1.4132 |
| Range |
0.0071 |
0.0077 |
0.0006 |
8.5% |
0.0293 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
70 |
41 |
-29 |
-41.4% |
178 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4385 |
1.4351 |
1.4204 |
|
| R3 |
1.4308 |
1.4274 |
1.4183 |
|
| R2 |
1.4231 |
1.4231 |
1.4176 |
|
| R1 |
1.4197 |
1.4197 |
1.4169 |
1.4176 |
| PP |
1.4154 |
1.4154 |
1.4154 |
1.4144 |
| S1 |
1.4120 |
1.4120 |
1.4155 |
1.4099 |
| S2 |
1.4077 |
1.4077 |
1.4148 |
|
| S3 |
1.4000 |
1.4043 |
1.4141 |
|
| S4 |
1.3923 |
1.3966 |
1.4120 |
|
|
| 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 |
1.4350 |
1.4067 |
0.0283 |
2.0% |
0.0093 |
0.7% |
34% |
False |
False |
138 |
| 10 |
1.4350 |
1.4030 |
0.0320 |
2.3% |
0.0105 |
0.7% |
41% |
False |
False |
89 |
| 20 |
1.4510 |
1.4030 |
0.0480 |
3.4% |
0.0113 |
0.8% |
28% |
False |
False |
85 |
| 40 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0088 |
0.6% |
45% |
False |
False |
69 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0068 |
0.5% |
38% |
False |
False |
48 |
| 80 |
1.4957 |
1.3880 |
0.1077 |
7.6% |
0.0053 |
0.4% |
26% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4516 |
|
2.618 |
1.4391 |
|
1.618 |
1.4314 |
|
1.000 |
1.4266 |
|
0.618 |
1.4237 |
|
HIGH |
1.4189 |
|
0.618 |
1.4160 |
|
0.500 |
1.4151 |
|
0.382 |
1.4141 |
|
LOW |
1.4112 |
|
0.618 |
1.4064 |
|
1.000 |
1.4035 |
|
1.618 |
1.3987 |
|
2.618 |
1.3910 |
|
4.250 |
1.3785 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4158 |
1.4231 |
| PP |
1.4154 |
1.4208 |
| S1 |
1.4151 |
1.4185 |
|