CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4491 |
1.4482 |
-0.0009 |
-0.1% |
1.4611 |
| High |
1.4521 |
1.4546 |
0.0025 |
0.2% |
1.4767 |
| Low |
1.4458 |
1.4428 |
-0.0030 |
-0.2% |
1.4428 |
| Close |
1.4485 |
1.4428 |
-0.0057 |
-0.4% |
1.4428 |
| Range |
0.0063 |
0.0118 |
0.0055 |
87.3% |
0.0339 |
| ATR |
0.0111 |
0.0112 |
0.0000 |
0.4% |
0.0000 |
| Volume |
17 |
27 |
10 |
58.8% |
348 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4821 |
1.4743 |
1.4493 |
|
| R3 |
1.4703 |
1.4625 |
1.4460 |
|
| R2 |
1.4585 |
1.4585 |
1.4450 |
|
| R1 |
1.4507 |
1.4507 |
1.4439 |
1.4487 |
| PP |
1.4467 |
1.4467 |
1.4467 |
1.4458 |
| S1 |
1.4389 |
1.4389 |
1.4417 |
1.4369 |
| S2 |
1.4349 |
1.4349 |
1.4406 |
|
| S3 |
1.4231 |
1.4271 |
1.4396 |
|
| S4 |
1.4113 |
1.4153 |
1.4363 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5558 |
1.5332 |
1.4614 |
|
| R3 |
1.5219 |
1.4993 |
1.4521 |
|
| R2 |
1.4880 |
1.4880 |
1.4490 |
|
| R1 |
1.4654 |
1.4654 |
1.4459 |
1.4598 |
| PP |
1.4541 |
1.4541 |
1.4541 |
1.4513 |
| S1 |
1.4315 |
1.4315 |
1.4397 |
1.4259 |
| S2 |
1.4202 |
1.4202 |
1.4366 |
|
| S3 |
1.3863 |
1.3976 |
1.4335 |
|
| S4 |
1.3524 |
1.3637 |
1.4242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4767 |
1.4428 |
0.0339 |
2.3% |
0.0115 |
0.8% |
0% |
False |
True |
69 |
| 10 |
1.4767 |
1.4428 |
0.0339 |
2.3% |
0.0111 |
0.8% |
0% |
False |
True |
87 |
| 20 |
1.4767 |
1.4112 |
0.0655 |
4.5% |
0.0107 |
0.7% |
48% |
False |
False |
101 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0111 |
0.8% |
54% |
False |
False |
88 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0090 |
0.6% |
62% |
False |
False |
69 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0073 |
0.5% |
62% |
False |
False |
54 |
| 100 |
1.5152 |
1.3880 |
0.1272 |
8.8% |
0.0061 |
0.4% |
43% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5048 |
|
2.618 |
1.4855 |
|
1.618 |
1.4737 |
|
1.000 |
1.4664 |
|
0.618 |
1.4619 |
|
HIGH |
1.4546 |
|
0.618 |
1.4501 |
|
0.500 |
1.4487 |
|
0.382 |
1.4473 |
|
LOW |
1.4428 |
|
0.618 |
1.4355 |
|
1.000 |
1.4310 |
|
1.618 |
1.4237 |
|
2.618 |
1.4119 |
|
4.250 |
1.3927 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4487 |
1.4497 |
| PP |
1.4467 |
1.4474 |
| S1 |
1.4448 |
1.4451 |
|