CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4545 |
1.4638 |
0.0093 |
0.6% |
1.4448 |
| High |
1.4618 |
1.4672 |
0.0054 |
0.4% |
1.4672 |
| Low |
1.4539 |
1.4588 |
0.0049 |
0.3% |
1.4437 |
| Close |
1.4618 |
1.4619 |
0.0001 |
0.0% |
1.4619 |
| Range |
0.0079 |
0.0084 |
0.0005 |
6.3% |
0.0235 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
74 |
110 |
36 |
48.6% |
531 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4878 |
1.4833 |
1.4665 |
|
| R3 |
1.4794 |
1.4749 |
1.4642 |
|
| R2 |
1.4710 |
1.4710 |
1.4634 |
|
| R1 |
1.4665 |
1.4665 |
1.4627 |
1.4646 |
| PP |
1.4626 |
1.4626 |
1.4626 |
1.4617 |
| S1 |
1.4581 |
1.4581 |
1.4611 |
1.4562 |
| S2 |
1.4542 |
1.4542 |
1.4604 |
|
| S3 |
1.4458 |
1.4497 |
1.4596 |
|
| S4 |
1.4374 |
1.4413 |
1.4573 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5281 |
1.5185 |
1.4748 |
|
| R3 |
1.5046 |
1.4950 |
1.4684 |
|
| R2 |
1.4811 |
1.4811 |
1.4662 |
|
| R1 |
1.4715 |
1.4715 |
1.4641 |
1.4763 |
| PP |
1.4576 |
1.4576 |
1.4576 |
1.4600 |
| S1 |
1.4480 |
1.4480 |
1.4597 |
1.4528 |
| S2 |
1.4341 |
1.4341 |
1.4576 |
|
| S3 |
1.4106 |
1.4245 |
1.4554 |
|
| S4 |
1.3871 |
1.4010 |
1.4490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4672 |
1.4437 |
0.0235 |
1.6% |
0.0107 |
0.7% |
77% |
True |
False |
106 |
| 10 |
1.4672 |
1.4170 |
0.0502 |
3.4% |
0.0109 |
0.7% |
89% |
True |
False |
96 |
| 20 |
1.4672 |
1.4030 |
0.0642 |
4.4% |
0.0105 |
0.7% |
92% |
True |
False |
92 |
| 40 |
1.4672 |
1.4030 |
0.0642 |
4.4% |
0.0103 |
0.7% |
92% |
True |
False |
83 |
| 60 |
1.4672 |
1.3880 |
0.0792 |
5.4% |
0.0082 |
0.6% |
93% |
True |
False |
63 |
| 80 |
1.4672 |
1.3880 |
0.0792 |
5.4% |
0.0068 |
0.5% |
93% |
True |
False |
50 |
| 100 |
1.5239 |
1.3880 |
0.1359 |
9.3% |
0.0055 |
0.4% |
54% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5029 |
|
2.618 |
1.4892 |
|
1.618 |
1.4808 |
|
1.000 |
1.4756 |
|
0.618 |
1.4724 |
|
HIGH |
1.4672 |
|
0.618 |
1.4640 |
|
0.500 |
1.4630 |
|
0.382 |
1.4620 |
|
LOW |
1.4588 |
|
0.618 |
1.4536 |
|
1.000 |
1.4504 |
|
1.618 |
1.4452 |
|
2.618 |
1.4368 |
|
4.250 |
1.4231 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4630 |
1.4606 |
| PP |
1.4626 |
1.4593 |
| S1 |
1.4623 |
1.4580 |
|