CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4175 |
1.4295 |
0.0120 |
0.8% |
1.4132 |
| High |
1.4286 |
1.4428 |
0.0142 |
1.0% |
1.4350 |
| Low |
1.4170 |
1.4295 |
0.0125 |
0.9% |
1.4112 |
| Close |
1.4286 |
1.4413 |
0.0127 |
0.9% |
1.4213 |
| Range |
0.0116 |
0.0133 |
0.0017 |
14.7% |
0.0238 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.1% |
0.0000 |
| Volume |
33 |
135 |
102 |
309.1% |
709 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4778 |
1.4728 |
1.4486 |
|
| R3 |
1.4645 |
1.4595 |
1.4450 |
|
| R2 |
1.4512 |
1.4512 |
1.4437 |
|
| R1 |
1.4462 |
1.4462 |
1.4425 |
1.4487 |
| PP |
1.4379 |
1.4379 |
1.4379 |
1.4391 |
| S1 |
1.4329 |
1.4329 |
1.4401 |
1.4354 |
| S2 |
1.4246 |
1.4246 |
1.4389 |
|
| S3 |
1.4113 |
1.4196 |
1.4376 |
|
| S4 |
1.3980 |
1.4063 |
1.4340 |
|
|
| 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 |
1.4428 |
1.4112 |
0.0316 |
2.2% |
0.0094 |
0.6% |
95% |
True |
False |
63 |
| 10 |
1.4428 |
1.4030 |
0.0398 |
2.8% |
0.0101 |
0.7% |
96% |
True |
False |
97 |
| 20 |
1.4450 |
1.4030 |
0.0420 |
2.9% |
0.0111 |
0.8% |
91% |
False |
False |
72 |
| 40 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0093 |
0.6% |
85% |
False |
False |
73 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0073 |
0.5% |
73% |
False |
False |
50 |
| 80 |
1.4957 |
1.3880 |
0.1077 |
7.5% |
0.0057 |
0.4% |
49% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4993 |
|
2.618 |
1.4776 |
|
1.618 |
1.4643 |
|
1.000 |
1.4561 |
|
0.618 |
1.4510 |
|
HIGH |
1.4428 |
|
0.618 |
1.4377 |
|
0.500 |
1.4362 |
|
0.382 |
1.4346 |
|
LOW |
1.4295 |
|
0.618 |
1.4213 |
|
1.000 |
1.4162 |
|
1.618 |
1.4080 |
|
2.618 |
1.3947 |
|
4.250 |
1.3730 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4396 |
1.4372 |
| PP |
1.4379 |
1.4332 |
| S1 |
1.4362 |
1.4291 |
|