CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4638 |
1.4611 |
-0.0027 |
-0.2% |
1.4448 |
| High |
1.4672 |
1.4700 |
0.0028 |
0.2% |
1.4672 |
| Low |
1.4588 |
1.4611 |
0.0023 |
0.2% |
1.4437 |
| Close |
1.4619 |
1.4674 |
0.0055 |
0.4% |
1.4619 |
| Range |
0.0084 |
0.0089 |
0.0005 |
6.0% |
0.0235 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
110 |
69 |
-41 |
-37.3% |
531 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4929 |
1.4890 |
1.4723 |
|
| R3 |
1.4840 |
1.4801 |
1.4698 |
|
| R2 |
1.4751 |
1.4751 |
1.4690 |
|
| R1 |
1.4712 |
1.4712 |
1.4682 |
1.4732 |
| PP |
1.4662 |
1.4662 |
1.4662 |
1.4671 |
| S1 |
1.4623 |
1.4623 |
1.4666 |
1.4643 |
| S2 |
1.4573 |
1.4573 |
1.4658 |
|
| S3 |
1.4484 |
1.4534 |
1.4650 |
|
| S4 |
1.4395 |
1.4445 |
1.4625 |
|
|
| 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 |
1.4700 |
1.4488 |
0.0212 |
1.4% |
0.0107 |
0.7% |
88% |
True |
False |
103 |
| 10 |
1.4700 |
1.4295 |
0.0405 |
2.8% |
0.0106 |
0.7% |
94% |
True |
False |
100 |
| 20 |
1.4700 |
1.4030 |
0.0670 |
4.6% |
0.0104 |
0.7% |
96% |
True |
False |
93 |
| 40 |
1.4700 |
1.4030 |
0.0670 |
4.6% |
0.0103 |
0.7% |
96% |
True |
False |
84 |
| 60 |
1.4700 |
1.3880 |
0.0820 |
5.6% |
0.0084 |
0.6% |
97% |
True |
False |
64 |
| 80 |
1.4700 |
1.3880 |
0.0820 |
5.6% |
0.0069 |
0.5% |
97% |
True |
False |
51 |
| 100 |
1.5239 |
1.3880 |
0.1359 |
9.3% |
0.0056 |
0.4% |
58% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5078 |
|
2.618 |
1.4933 |
|
1.618 |
1.4844 |
|
1.000 |
1.4789 |
|
0.618 |
1.4755 |
|
HIGH |
1.4700 |
|
0.618 |
1.4666 |
|
0.500 |
1.4656 |
|
0.382 |
1.4645 |
|
LOW |
1.4611 |
|
0.618 |
1.4556 |
|
1.000 |
1.4522 |
|
1.618 |
1.4467 |
|
2.618 |
1.4378 |
|
4.250 |
1.4233 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4668 |
1.4656 |
| PP |
1.4662 |
1.4638 |
| S1 |
1.4656 |
1.4620 |
|