CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4611 |
1.4682 |
0.0071 |
0.5% |
1.4448 |
| High |
1.4700 |
1.4767 |
0.0067 |
0.5% |
1.4672 |
| Low |
1.4611 |
1.4548 |
-0.0063 |
-0.4% |
1.4437 |
| Close |
1.4674 |
1.4549 |
-0.0125 |
-0.9% |
1.4619 |
| Range |
0.0089 |
0.0219 |
0.0130 |
146.1% |
0.0235 |
| ATR |
0.0109 |
0.0117 |
0.0008 |
7.2% |
0.0000 |
| Volume |
69 |
108 |
39 |
56.5% |
531 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5278 |
1.5133 |
1.4669 |
|
| R3 |
1.5059 |
1.4914 |
1.4609 |
|
| R2 |
1.4840 |
1.4840 |
1.4589 |
|
| R1 |
1.4695 |
1.4695 |
1.4569 |
1.4658 |
| PP |
1.4621 |
1.4621 |
1.4621 |
1.4603 |
| S1 |
1.4476 |
1.4476 |
1.4529 |
1.4439 |
| S2 |
1.4402 |
1.4402 |
1.4509 |
|
| S3 |
1.4183 |
1.4257 |
1.4489 |
|
| S4 |
1.3964 |
1.4038 |
1.4429 |
|
|
| 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 |
1.4767 |
1.4488 |
0.0279 |
1.9% |
0.0121 |
0.8% |
22% |
True |
False |
104 |
| 10 |
1.4767 |
1.4323 |
0.0444 |
3.1% |
0.0115 |
0.8% |
51% |
True |
False |
97 |
| 20 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0108 |
0.7% |
70% |
True |
False |
97 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0106 |
0.7% |
70% |
True |
False |
87 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0087 |
0.6% |
75% |
True |
False |
66 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0071 |
0.5% |
75% |
True |
False |
52 |
| 100 |
1.5239 |
1.3880 |
0.1359 |
9.3% |
0.0058 |
0.4% |
49% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5698 |
|
2.618 |
1.5340 |
|
1.618 |
1.5121 |
|
1.000 |
1.4986 |
|
0.618 |
1.4902 |
|
HIGH |
1.4767 |
|
0.618 |
1.4683 |
|
0.500 |
1.4658 |
|
0.382 |
1.4632 |
|
LOW |
1.4548 |
|
0.618 |
1.4413 |
|
1.000 |
1.4329 |
|
1.618 |
1.4194 |
|
2.618 |
1.3975 |
|
4.250 |
1.3617 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4658 |
1.4658 |
| PP |
1.4621 |
1.4621 |
| S1 |
1.4585 |
1.4585 |
|