CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4497 |
1.4589 |
0.0092 |
0.6% |
1.4175 |
| High |
1.4644 |
1.4623 |
-0.0021 |
-0.1% |
1.4450 |
| Low |
1.4497 |
1.4488 |
-0.0009 |
-0.1% |
1.4170 |
| Close |
1.4587 |
1.4548 |
-0.0039 |
-0.3% |
1.4415 |
| Range |
0.0147 |
0.0135 |
-0.0012 |
-8.2% |
0.0280 |
| ATR |
0.0114 |
0.0115 |
0.0002 |
1.3% |
0.0000 |
| Volume |
102 |
162 |
60 |
58.8% |
434 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4958 |
1.4888 |
1.4622 |
|
| R3 |
1.4823 |
1.4753 |
1.4585 |
|
| R2 |
1.4688 |
1.4688 |
1.4573 |
|
| R1 |
1.4618 |
1.4618 |
1.4560 |
1.4586 |
| PP |
1.4553 |
1.4553 |
1.4553 |
1.4537 |
| S1 |
1.4483 |
1.4483 |
1.4536 |
1.4451 |
| S2 |
1.4418 |
1.4418 |
1.4523 |
|
| S3 |
1.4283 |
1.4348 |
1.4511 |
|
| S4 |
1.4148 |
1.4213 |
1.4474 |
|
|
| 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% |
0.0123 |
0.8% |
70% |
False |
False |
118 |
| 10 |
1.4644 |
1.4112 |
0.0532 |
3.7% |
0.0107 |
0.7% |
82% |
False |
False |
86 |
| 20 |
1.4644 |
1.4030 |
0.0614 |
4.2% |
0.0106 |
0.7% |
84% |
False |
False |
87 |
| 40 |
1.4644 |
1.3994 |
0.0650 |
4.5% |
0.0103 |
0.7% |
85% |
False |
False |
83 |
| 60 |
1.4644 |
1.3880 |
0.0764 |
5.3% |
0.0082 |
0.6% |
87% |
False |
False |
60 |
| 80 |
1.4728 |
1.3880 |
0.0848 |
5.8% |
0.0066 |
0.5% |
79% |
False |
False |
48 |
| 100 |
1.5239 |
1.3880 |
0.1359 |
9.3% |
0.0053 |
0.4% |
49% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5197 |
|
2.618 |
1.4976 |
|
1.618 |
1.4841 |
|
1.000 |
1.4758 |
|
0.618 |
1.4706 |
|
HIGH |
1.4623 |
|
0.618 |
1.4571 |
|
0.500 |
1.4556 |
|
0.382 |
1.4540 |
|
LOW |
1.4488 |
|
0.618 |
1.4405 |
|
1.000 |
1.4353 |
|
1.618 |
1.4270 |
|
2.618 |
1.4135 |
|
4.250 |
1.3914 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4556 |
1.4546 |
| PP |
1.4553 |
1.4543 |
| S1 |
1.4551 |
1.4541 |
|