CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4295 |
1.4379 |
0.0084 |
0.6% |
1.4132 |
| High |
1.4428 |
1.4409 |
-0.0019 |
-0.1% |
1.4350 |
| Low |
1.4295 |
1.4345 |
0.0050 |
0.3% |
1.4112 |
| Close |
1.4413 |
1.4376 |
-0.0037 |
-0.3% |
1.4213 |
| Range |
0.0133 |
0.0064 |
-0.0069 |
-51.9% |
0.0238 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
135 |
23 |
-112 |
-83.0% |
709 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4569 |
1.4536 |
1.4411 |
|
| R3 |
1.4505 |
1.4472 |
1.4394 |
|
| R2 |
1.4441 |
1.4441 |
1.4388 |
|
| R1 |
1.4408 |
1.4408 |
1.4382 |
1.4393 |
| PP |
1.4377 |
1.4377 |
1.4377 |
1.4369 |
| S1 |
1.4344 |
1.4344 |
1.4370 |
1.4329 |
| S2 |
1.4313 |
1.4313 |
1.4364 |
|
| S3 |
1.4249 |
1.4280 |
1.4358 |
|
| S4 |
1.4185 |
1.4216 |
1.4341 |
|
|
| 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% |
0.0092 |
0.6% |
84% |
False |
False |
54 |
| 10 |
1.4428 |
1.4062 |
0.0366 |
2.5% |
0.0093 |
0.6% |
86% |
False |
False |
95 |
| 20 |
1.4450 |
1.4030 |
0.0420 |
2.9% |
0.0104 |
0.7% |
82% |
False |
False |
66 |
| 40 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0093 |
0.6% |
79% |
False |
False |
74 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0074 |
0.5% |
68% |
False |
False |
50 |
| 80 |
1.4957 |
1.3880 |
0.1077 |
7.5% |
0.0058 |
0.4% |
46% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4681 |
|
2.618 |
1.4577 |
|
1.618 |
1.4513 |
|
1.000 |
1.4473 |
|
0.618 |
1.4449 |
|
HIGH |
1.4409 |
|
0.618 |
1.4385 |
|
0.500 |
1.4377 |
|
0.382 |
1.4369 |
|
LOW |
1.4345 |
|
0.618 |
1.4305 |
|
1.000 |
1.4281 |
|
1.618 |
1.4241 |
|
2.618 |
1.4177 |
|
4.250 |
1.4073 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4377 |
1.4350 |
| PP |
1.4377 |
1.4325 |
| S1 |
1.4376 |
1.4299 |
|