CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4589 |
1.4545 |
-0.0044 |
-0.3% |
1.4175 |
| High |
1.4623 |
1.4618 |
-0.0005 |
0.0% |
1.4450 |
| Low |
1.4488 |
1.4539 |
0.0051 |
0.4% |
1.4170 |
| Close |
1.4548 |
1.4618 |
0.0070 |
0.5% |
1.4415 |
| Range |
0.0135 |
0.0079 |
-0.0056 |
-41.5% |
0.0280 |
| ATR |
0.0115 |
0.0113 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
162 |
74 |
-88 |
-54.3% |
434 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4829 |
1.4802 |
1.4661 |
|
| R3 |
1.4750 |
1.4723 |
1.4640 |
|
| R2 |
1.4671 |
1.4671 |
1.4632 |
|
| R1 |
1.4644 |
1.4644 |
1.4625 |
1.4658 |
| PP |
1.4592 |
1.4592 |
1.4592 |
1.4598 |
| S1 |
1.4565 |
1.4565 |
1.4611 |
1.4579 |
| S2 |
1.4513 |
1.4513 |
1.4604 |
|
| S3 |
1.4434 |
1.4486 |
1.4596 |
|
| S4 |
1.4355 |
1.4407 |
1.4575 |
|
|
| 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 |
1.4325 |
0.0319 |
2.2% |
0.0115 |
0.8% |
92% |
False |
False |
96 |
| 10 |
1.4644 |
1.4154 |
0.0490 |
3.4% |
0.0108 |
0.7% |
95% |
False |
False |
89 |
| 20 |
1.4644 |
1.4030 |
0.0614 |
4.2% |
0.0106 |
0.7% |
96% |
False |
False |
89 |
| 40 |
1.4644 |
1.4030 |
0.0614 |
4.2% |
0.0103 |
0.7% |
96% |
False |
False |
81 |
| 60 |
1.4644 |
1.3880 |
0.0764 |
5.2% |
0.0083 |
0.6% |
97% |
False |
False |
61 |
| 80 |
1.4680 |
1.3880 |
0.0800 |
5.5% |
0.0067 |
0.5% |
92% |
False |
False |
49 |
| 100 |
1.5239 |
1.3880 |
0.1359 |
9.3% |
0.0054 |
0.4% |
54% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4954 |
|
2.618 |
1.4825 |
|
1.618 |
1.4746 |
|
1.000 |
1.4697 |
|
0.618 |
1.4667 |
|
HIGH |
1.4618 |
|
0.618 |
1.4588 |
|
0.500 |
1.4579 |
|
0.382 |
1.4569 |
|
LOW |
1.4539 |
|
0.618 |
1.4490 |
|
1.000 |
1.4460 |
|
1.618 |
1.4411 |
|
2.618 |
1.4332 |
|
4.250 |
1.4203 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4605 |
1.4601 |
| PP |
1.4592 |
1.4583 |
| S1 |
1.4579 |
1.4566 |
|