CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4539 |
1.4491 |
-0.0048 |
-0.3% |
1.4448 |
| High |
1.4566 |
1.4521 |
-0.0045 |
-0.3% |
1.4672 |
| Low |
1.4478 |
1.4458 |
-0.0020 |
-0.1% |
1.4437 |
| Close |
1.4508 |
1.4485 |
-0.0023 |
-0.2% |
1.4619 |
| Range |
0.0088 |
0.0063 |
-0.0025 |
-28.4% |
0.0235 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
127 |
17 |
-110 |
-86.6% |
531 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4677 |
1.4644 |
1.4520 |
|
| R3 |
1.4614 |
1.4581 |
1.4502 |
|
| R2 |
1.4551 |
1.4551 |
1.4497 |
|
| R1 |
1.4518 |
1.4518 |
1.4491 |
1.4503 |
| PP |
1.4488 |
1.4488 |
1.4488 |
1.4481 |
| S1 |
1.4455 |
1.4455 |
1.4479 |
1.4440 |
| S2 |
1.4425 |
1.4425 |
1.4473 |
|
| S3 |
1.4362 |
1.4392 |
1.4468 |
|
| S4 |
1.4299 |
1.4329 |
1.4450 |
|
|
| 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 |
1.4458 |
0.0309 |
2.1% |
0.0109 |
0.7% |
9% |
False |
True |
86 |
| 10 |
1.4767 |
1.4325 |
0.0442 |
3.1% |
0.0112 |
0.8% |
36% |
False |
False |
91 |
| 20 |
1.4767 |
1.4067 |
0.0700 |
4.8% |
0.0104 |
0.7% |
60% |
False |
False |
101 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0109 |
0.8% |
62% |
False |
False |
87 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0088 |
0.6% |
68% |
False |
False |
68 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0071 |
0.5% |
68% |
False |
False |
54 |
| 100 |
1.5239 |
1.3880 |
0.1359 |
9.4% |
0.0060 |
0.4% |
45% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4789 |
|
2.618 |
1.4686 |
|
1.618 |
1.4623 |
|
1.000 |
1.4584 |
|
0.618 |
1.4560 |
|
HIGH |
1.4521 |
|
0.618 |
1.4497 |
|
0.500 |
1.4490 |
|
0.382 |
1.4482 |
|
LOW |
1.4458 |
|
0.618 |
1.4419 |
|
1.000 |
1.4395 |
|
1.618 |
1.4356 |
|
2.618 |
1.4293 |
|
4.250 |
1.4190 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4490 |
1.4613 |
| PP |
1.4488 |
1.4570 |
| S1 |
1.4487 |
1.4528 |
|