CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4425 |
1.4431 |
0.0006 |
0.0% |
1.4611 |
| High |
1.4475 |
1.4484 |
0.0009 |
0.1% |
1.4767 |
| Low |
1.4385 |
1.4430 |
0.0045 |
0.3% |
1.4428 |
| Close |
1.4420 |
1.4443 |
0.0023 |
0.2% |
1.4428 |
| Range |
0.0090 |
0.0054 |
-0.0036 |
-40.0% |
0.0339 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
94 |
560 |
466 |
495.7% |
348 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4614 |
1.4583 |
1.4473 |
|
| R3 |
1.4560 |
1.4529 |
1.4458 |
|
| R2 |
1.4506 |
1.4506 |
1.4453 |
|
| R1 |
1.4475 |
1.4475 |
1.4448 |
1.4491 |
| PP |
1.4452 |
1.4452 |
1.4452 |
1.4460 |
| S1 |
1.4421 |
1.4421 |
1.4438 |
1.4437 |
| S2 |
1.4398 |
1.4398 |
1.4433 |
|
| S3 |
1.4344 |
1.4367 |
1.4428 |
|
| S4 |
1.4290 |
1.4313 |
1.4413 |
|
|
| 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 |
1.4566 |
1.4385 |
0.0181 |
1.3% |
0.0083 |
0.6% |
32% |
False |
False |
165 |
| 10 |
1.4767 |
1.4385 |
0.0382 |
2.6% |
0.0102 |
0.7% |
15% |
False |
False |
134 |
| 20 |
1.4767 |
1.4112 |
0.0655 |
4.5% |
0.0101 |
0.7% |
51% |
False |
False |
105 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0111 |
0.8% |
56% |
False |
False |
103 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0091 |
0.6% |
63% |
False |
False |
79 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0074 |
0.5% |
63% |
False |
False |
62 |
| 100 |
1.5078 |
1.3880 |
0.1198 |
8.3% |
0.0062 |
0.4% |
47% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4714 |
|
2.618 |
1.4625 |
|
1.618 |
1.4571 |
|
1.000 |
1.4538 |
|
0.618 |
1.4517 |
|
HIGH |
1.4484 |
|
0.618 |
1.4463 |
|
0.500 |
1.4457 |
|
0.382 |
1.4451 |
|
LOW |
1.4430 |
|
0.618 |
1.4397 |
|
1.000 |
1.4376 |
|
1.618 |
1.4343 |
|
2.618 |
1.4289 |
|
4.250 |
1.4201 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4457 |
1.4466 |
| PP |
1.4452 |
1.4458 |
| S1 |
1.4448 |
1.4451 |
|