CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4482 |
1.4425 |
-0.0057 |
-0.4% |
1.4611 |
| High |
1.4546 |
1.4475 |
-0.0071 |
-0.5% |
1.4767 |
| Low |
1.4428 |
1.4385 |
-0.0043 |
-0.3% |
1.4428 |
| Close |
1.4428 |
1.4420 |
-0.0008 |
-0.1% |
1.4428 |
| Range |
0.0118 |
0.0090 |
-0.0028 |
-23.7% |
0.0339 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
27 |
94 |
67 |
248.1% |
348 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4697 |
1.4648 |
1.4470 |
|
| R3 |
1.4607 |
1.4558 |
1.4445 |
|
| R2 |
1.4517 |
1.4517 |
1.4437 |
|
| R1 |
1.4468 |
1.4468 |
1.4428 |
1.4448 |
| PP |
1.4427 |
1.4427 |
1.4427 |
1.4416 |
| S1 |
1.4378 |
1.4378 |
1.4412 |
1.4358 |
| S2 |
1.4337 |
1.4337 |
1.4404 |
|
| S3 |
1.4247 |
1.4288 |
1.4395 |
|
| S4 |
1.4157 |
1.4198 |
1.4371 |
|
|
| 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 |
1.4385 |
0.0382 |
2.6% |
0.0116 |
0.8% |
9% |
False |
True |
74 |
| 10 |
1.4767 |
1.4385 |
0.0382 |
2.6% |
0.0111 |
0.8% |
9% |
False |
True |
89 |
| 20 |
1.4767 |
1.4112 |
0.0655 |
4.5% |
0.0104 |
0.7% |
47% |
False |
False |
104 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0110 |
0.8% |
53% |
False |
False |
90 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0090 |
0.6% |
61% |
False |
False |
70 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0074 |
0.5% |
61% |
False |
False |
55 |
| 100 |
1.5078 |
1.3880 |
0.1198 |
8.3% |
0.0061 |
0.4% |
45% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4858 |
|
2.618 |
1.4711 |
|
1.618 |
1.4621 |
|
1.000 |
1.4565 |
|
0.618 |
1.4531 |
|
HIGH |
1.4475 |
|
0.618 |
1.4441 |
|
0.500 |
1.4430 |
|
0.382 |
1.4419 |
|
LOW |
1.4385 |
|
0.618 |
1.4329 |
|
1.000 |
1.4295 |
|
1.618 |
1.4239 |
|
2.618 |
1.4149 |
|
4.250 |
1.4003 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4430 |
1.4466 |
| PP |
1.4427 |
1.4450 |
| S1 |
1.4423 |
1.4435 |
|