CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4447 |
1.4457 |
0.0010 |
0.1% |
1.4425 |
| High |
1.4534 |
1.4457 |
-0.0077 |
-0.5% |
1.4534 |
| Low |
1.4437 |
1.4351 |
-0.0086 |
-0.6% |
1.4351 |
| Close |
1.4461 |
1.4375 |
-0.0086 |
-0.6% |
1.4375 |
| Range |
0.0097 |
0.0106 |
0.0009 |
9.3% |
0.0183 |
| ATR |
0.0104 |
0.0105 |
0.0000 |
0.4% |
0.0000 |
| Volume |
166 |
708 |
542 |
326.5% |
1,730 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4712 |
1.4650 |
1.4433 |
|
| R3 |
1.4606 |
1.4544 |
1.4404 |
|
| R2 |
1.4500 |
1.4500 |
1.4394 |
|
| R1 |
1.4438 |
1.4438 |
1.4385 |
1.4416 |
| PP |
1.4394 |
1.4394 |
1.4394 |
1.4384 |
| S1 |
1.4332 |
1.4332 |
1.4365 |
1.4310 |
| S2 |
1.4288 |
1.4288 |
1.4356 |
|
| S3 |
1.4182 |
1.4226 |
1.4346 |
|
| S4 |
1.4076 |
1.4120 |
1.4317 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4969 |
1.4855 |
1.4476 |
|
| R3 |
1.4786 |
1.4672 |
1.4425 |
|
| R2 |
1.4603 |
1.4603 |
1.4409 |
|
| R1 |
1.4489 |
1.4489 |
1.4392 |
1.4455 |
| PP |
1.4420 |
1.4420 |
1.4420 |
1.4403 |
| S1 |
1.4306 |
1.4306 |
1.4358 |
1.4272 |
| S2 |
1.4237 |
1.4237 |
1.4341 |
|
| S3 |
1.4054 |
1.4123 |
1.4325 |
|
| S4 |
1.3871 |
1.3940 |
1.4274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4534 |
1.4351 |
0.0183 |
1.3% |
0.0085 |
0.6% |
13% |
False |
True |
346 |
| 10 |
1.4767 |
1.4351 |
0.0416 |
2.9% |
0.0100 |
0.7% |
6% |
False |
True |
207 |
| 20 |
1.4767 |
1.4170 |
0.0597 |
4.2% |
0.0105 |
0.7% |
34% |
False |
False |
152 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0105 |
0.7% |
47% |
False |
False |
113 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0094 |
0.7% |
56% |
False |
False |
97 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0078 |
0.5% |
56% |
False |
False |
75 |
| 100 |
1.4957 |
1.3880 |
0.1077 |
7.5% |
0.0064 |
0.4% |
46% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4908 |
|
2.618 |
1.4735 |
|
1.618 |
1.4629 |
|
1.000 |
1.4563 |
|
0.618 |
1.4523 |
|
HIGH |
1.4457 |
|
0.618 |
1.4417 |
|
0.500 |
1.4404 |
|
0.382 |
1.4391 |
|
LOW |
1.4351 |
|
0.618 |
1.4285 |
|
1.000 |
1.4245 |
|
1.618 |
1.4179 |
|
2.618 |
1.4073 |
|
4.250 |
1.3901 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4404 |
1.4443 |
| PP |
1.4394 |
1.4420 |
| S1 |
1.4385 |
1.4398 |
|