CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4154 |
1.4175 |
0.0021 |
0.1% |
1.4132 |
| High |
1.4225 |
1.4286 |
0.0061 |
0.4% |
1.4350 |
| Low |
1.4154 |
1.4170 |
0.0016 |
0.1% |
1.4112 |
| Close |
1.4213 |
1.4286 |
0.0073 |
0.5% |
1.4213 |
| Range |
0.0071 |
0.0116 |
0.0045 |
63.4% |
0.0238 |
| ATR |
0.0109 |
0.0110 |
0.0000 |
0.4% |
0.0000 |
| Volume |
40 |
33 |
-7 |
-17.5% |
709 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4595 |
1.4557 |
1.4350 |
|
| R3 |
1.4479 |
1.4441 |
1.4318 |
|
| R2 |
1.4363 |
1.4363 |
1.4307 |
|
| R1 |
1.4325 |
1.4325 |
1.4297 |
1.4344 |
| PP |
1.4247 |
1.4247 |
1.4247 |
1.4257 |
| S1 |
1.4209 |
1.4209 |
1.4275 |
1.4228 |
| S2 |
1.4131 |
1.4131 |
1.4265 |
|
| S3 |
1.4015 |
1.4093 |
1.4254 |
|
| S4 |
1.3899 |
1.3977 |
1.4222 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4939 |
1.4814 |
1.4344 |
|
| R3 |
1.4701 |
1.4576 |
1.4278 |
|
| R2 |
1.4463 |
1.4463 |
1.4257 |
|
| R1 |
1.4338 |
1.4338 |
1.4235 |
1.4401 |
| PP |
1.4225 |
1.4225 |
1.4225 |
1.4256 |
| S1 |
1.4100 |
1.4100 |
1.4191 |
1.4163 |
| S2 |
1.3987 |
1.3987 |
1.4169 |
|
| S3 |
1.3749 |
1.3862 |
1.4148 |
|
| S4 |
1.3511 |
1.3624 |
1.4082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4350 |
1.4112 |
0.0238 |
1.7% |
0.0087 |
0.6% |
73% |
False |
False |
142 |
| 10 |
1.4350 |
1.4030 |
0.0320 |
2.2% |
0.0102 |
0.7% |
80% |
False |
False |
87 |
| 20 |
1.4465 |
1.4030 |
0.0435 |
3.0% |
0.0108 |
0.8% |
59% |
False |
False |
76 |
| 40 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0091 |
0.6% |
64% |
False |
False |
70 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0071 |
0.5% |
55% |
False |
False |
48 |
| 80 |
1.4957 |
1.3880 |
0.1077 |
7.5% |
0.0056 |
0.4% |
38% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4779 |
|
2.618 |
1.4590 |
|
1.618 |
1.4474 |
|
1.000 |
1.4402 |
|
0.618 |
1.4358 |
|
HIGH |
1.4286 |
|
0.618 |
1.4242 |
|
0.500 |
1.4228 |
|
0.382 |
1.4214 |
|
LOW |
1.4170 |
|
0.618 |
1.4098 |
|
1.000 |
1.4054 |
|
1.618 |
1.3982 |
|
2.618 |
1.3866 |
|
4.250 |
1.3677 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4267 |
1.4257 |
| PP |
1.4247 |
1.4228 |
| S1 |
1.4228 |
1.4199 |
|