CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4379 |
1.4343 |
-0.0036 |
-0.3% |
1.4132 |
| High |
1.4409 |
1.4438 |
0.0029 |
0.2% |
1.4350 |
| Low |
1.4345 |
1.4323 |
-0.0022 |
-0.2% |
1.4112 |
| Close |
1.4376 |
1.4335 |
-0.0041 |
-0.3% |
1.4213 |
| Range |
0.0064 |
0.0115 |
0.0051 |
79.7% |
0.0238 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.4% |
0.0000 |
| Volume |
23 |
182 |
159 |
691.3% |
709 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4710 |
1.4638 |
1.4398 |
|
| R3 |
1.4595 |
1.4523 |
1.4367 |
|
| R2 |
1.4480 |
1.4480 |
1.4356 |
|
| R1 |
1.4408 |
1.4408 |
1.4346 |
1.4387 |
| PP |
1.4365 |
1.4365 |
1.4365 |
1.4355 |
| S1 |
1.4293 |
1.4293 |
1.4324 |
1.4272 |
| S2 |
1.4250 |
1.4250 |
1.4314 |
|
| S3 |
1.4135 |
1.4178 |
1.4303 |
|
| S4 |
1.4020 |
1.4063 |
1.4272 |
|
|
| 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 |
1.4438 |
1.4154 |
0.0284 |
2.0% |
0.0100 |
0.7% |
64% |
True |
False |
82 |
| 10 |
1.4438 |
1.4067 |
0.0371 |
2.6% |
0.0096 |
0.7% |
72% |
True |
False |
110 |
| 20 |
1.4450 |
1.4030 |
0.0420 |
2.9% |
0.0105 |
0.7% |
73% |
False |
False |
75 |
| 40 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0096 |
0.7% |
72% |
False |
False |
78 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0076 |
0.5% |
62% |
False |
False |
53 |
| 80 |
1.4902 |
1.3880 |
0.1022 |
7.1% |
0.0059 |
0.4% |
45% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4927 |
|
2.618 |
1.4739 |
|
1.618 |
1.4624 |
|
1.000 |
1.4553 |
|
0.618 |
1.4509 |
|
HIGH |
1.4438 |
|
0.618 |
1.4394 |
|
0.500 |
1.4381 |
|
0.382 |
1.4367 |
|
LOW |
1.4323 |
|
0.618 |
1.4252 |
|
1.000 |
1.4208 |
|
1.618 |
1.4137 |
|
2.618 |
1.4022 |
|
4.250 |
1.3834 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4381 |
1.4367 |
| PP |
1.4365 |
1.4356 |
| S1 |
1.4350 |
1.4346 |
|