CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4431 |
1.4458 |
0.0027 |
0.2% |
1.4611 |
| High |
1.4484 |
1.4490 |
0.0006 |
0.0% |
1.4767 |
| Low |
1.4430 |
1.4411 |
-0.0019 |
-0.1% |
1.4428 |
| Close |
1.4443 |
1.4461 |
0.0018 |
0.1% |
1.4428 |
| Range |
0.0054 |
0.0079 |
0.0025 |
46.3% |
0.0339 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
560 |
202 |
-358 |
-63.9% |
348 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4691 |
1.4655 |
1.4504 |
|
| R3 |
1.4612 |
1.4576 |
1.4483 |
|
| R2 |
1.4533 |
1.4533 |
1.4475 |
|
| R1 |
1.4497 |
1.4497 |
1.4468 |
1.4515 |
| PP |
1.4454 |
1.4454 |
1.4454 |
1.4463 |
| S1 |
1.4418 |
1.4418 |
1.4454 |
1.4436 |
| S2 |
1.4375 |
1.4375 |
1.4447 |
|
| S3 |
1.4296 |
1.4339 |
1.4439 |
|
| S4 |
1.4217 |
1.4260 |
1.4418 |
|
|
| 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 |
1.4546 |
1.4385 |
0.0161 |
1.1% |
0.0081 |
0.6% |
47% |
False |
False |
180 |
| 10 |
1.4767 |
1.4385 |
0.0382 |
2.6% |
0.0096 |
0.7% |
20% |
False |
False |
138 |
| 20 |
1.4767 |
1.4112 |
0.0655 |
4.5% |
0.0102 |
0.7% |
53% |
False |
False |
112 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0110 |
0.8% |
58% |
False |
False |
107 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0092 |
0.6% |
66% |
False |
False |
83 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0075 |
0.5% |
66% |
False |
False |
64 |
| 100 |
1.4957 |
1.3880 |
0.1077 |
7.4% |
0.0063 |
0.4% |
54% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4826 |
|
2.618 |
1.4697 |
|
1.618 |
1.4618 |
|
1.000 |
1.4569 |
|
0.618 |
1.4539 |
|
HIGH |
1.4490 |
|
0.618 |
1.4460 |
|
0.500 |
1.4451 |
|
0.382 |
1.4441 |
|
LOW |
1.4411 |
|
0.618 |
1.4362 |
|
1.000 |
1.4332 |
|
1.618 |
1.4283 |
|
2.618 |
1.4204 |
|
4.250 |
1.4075 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4458 |
1.4453 |
| PP |
1.4454 |
1.4445 |
| S1 |
1.4451 |
1.4438 |
|