CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4448 |
1.4497 |
0.0049 |
0.3% |
1.4175 |
| High |
1.4528 |
1.4644 |
0.0116 |
0.8% |
1.4450 |
| Low |
1.4437 |
1.4497 |
0.0060 |
0.4% |
1.4170 |
| Close |
1.4486 |
1.4587 |
0.0101 |
0.7% |
1.4415 |
| Range |
0.0091 |
0.0147 |
0.0056 |
61.5% |
0.0280 |
| ATR |
0.0111 |
0.0114 |
0.0003 |
3.1% |
0.0000 |
| Volume |
83 |
102 |
19 |
22.9% |
434 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5017 |
1.4949 |
1.4668 |
|
| R3 |
1.4870 |
1.4802 |
1.4627 |
|
| R2 |
1.4723 |
1.4723 |
1.4614 |
|
| R1 |
1.4655 |
1.4655 |
1.4600 |
1.4689 |
| PP |
1.4576 |
1.4576 |
1.4576 |
1.4593 |
| S1 |
1.4508 |
1.4508 |
1.4574 |
1.4542 |
| S2 |
1.4429 |
1.4429 |
1.4560 |
|
| S3 |
1.4282 |
1.4361 |
1.4547 |
|
| S4 |
1.4135 |
1.4214 |
1.4506 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5185 |
1.5080 |
1.4569 |
|
| R3 |
1.4905 |
1.4800 |
1.4492 |
|
| R2 |
1.4625 |
1.4625 |
1.4466 |
|
| R1 |
1.4520 |
1.4520 |
1.4441 |
1.4573 |
| PP |
1.4345 |
1.4345 |
1.4345 |
1.4371 |
| S1 |
1.4240 |
1.4240 |
1.4389 |
1.4293 |
| S2 |
1.4065 |
1.4065 |
1.4364 |
|
| S3 |
1.3785 |
1.3960 |
1.4338 |
|
| S4 |
1.3505 |
1.3680 |
1.4261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4644 |
1.4323 |
0.0321 |
2.2% |
0.0108 |
0.7% |
82% |
True |
False |
90 |
| 10 |
1.4644 |
1.4112 |
0.0532 |
3.6% |
0.0101 |
0.7% |
89% |
True |
False |
77 |
| 20 |
1.4644 |
1.4030 |
0.0614 |
4.2% |
0.0103 |
0.7% |
91% |
True |
False |
81 |
| 40 |
1.4644 |
1.3970 |
0.0674 |
4.6% |
0.0100 |
0.7% |
92% |
True |
False |
79 |
| 60 |
1.4644 |
1.3880 |
0.0764 |
5.2% |
0.0079 |
0.5% |
93% |
True |
False |
57 |
| 80 |
1.4748 |
1.3880 |
0.0868 |
6.0% |
0.0064 |
0.4% |
81% |
False |
False |
46 |
| 100 |
1.5239 |
1.3880 |
0.1359 |
9.3% |
0.0052 |
0.4% |
52% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5269 |
|
2.618 |
1.5029 |
|
1.618 |
1.4882 |
|
1.000 |
1.4791 |
|
0.618 |
1.4735 |
|
HIGH |
1.4644 |
|
0.618 |
1.4588 |
|
0.500 |
1.4571 |
|
0.382 |
1.4553 |
|
LOW |
1.4497 |
|
0.618 |
1.4406 |
|
1.000 |
1.4350 |
|
1.618 |
1.4259 |
|
2.618 |
1.4112 |
|
4.250 |
1.3872 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4582 |
1.4553 |
| PP |
1.4576 |
1.4519 |
| S1 |
1.4571 |
1.4485 |
|