CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4457 |
1.4356 |
-0.0101 |
-0.7% |
1.4425 |
| High |
1.4457 |
1.4420 |
-0.0037 |
-0.3% |
1.4534 |
| Low |
1.4351 |
1.4343 |
-0.0008 |
-0.1% |
1.4351 |
| Close |
1.4375 |
1.4398 |
0.0023 |
0.2% |
1.4375 |
| Range |
0.0106 |
0.0077 |
-0.0029 |
-27.4% |
0.0183 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
708 |
247 |
-461 |
-65.1% |
1,730 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4618 |
1.4585 |
1.4440 |
|
| R3 |
1.4541 |
1.4508 |
1.4419 |
|
| R2 |
1.4464 |
1.4464 |
1.4412 |
|
| R1 |
1.4431 |
1.4431 |
1.4405 |
1.4448 |
| PP |
1.4387 |
1.4387 |
1.4387 |
1.4395 |
| S1 |
1.4354 |
1.4354 |
1.4391 |
1.4371 |
| S2 |
1.4310 |
1.4310 |
1.4384 |
|
| S3 |
1.4233 |
1.4277 |
1.4377 |
|
| S4 |
1.4156 |
1.4200 |
1.4356 |
|
|
| 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 |
1.4343 |
0.0191 |
1.3% |
0.0083 |
0.6% |
29% |
False |
True |
376 |
| 10 |
1.4767 |
1.4343 |
0.0424 |
2.9% |
0.0099 |
0.7% |
13% |
False |
True |
225 |
| 20 |
1.4767 |
1.4295 |
0.0472 |
3.3% |
0.0103 |
0.7% |
22% |
False |
False |
162 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0105 |
0.7% |
50% |
False |
False |
119 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0095 |
0.7% |
58% |
False |
False |
101 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0079 |
0.5% |
58% |
False |
False |
76 |
| 100 |
1.4957 |
1.3880 |
0.1077 |
7.5% |
0.0065 |
0.5% |
48% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4747 |
|
2.618 |
1.4622 |
|
1.618 |
1.4545 |
|
1.000 |
1.4497 |
|
0.618 |
1.4468 |
|
HIGH |
1.4420 |
|
0.618 |
1.4391 |
|
0.500 |
1.4382 |
|
0.382 |
1.4372 |
|
LOW |
1.4343 |
|
0.618 |
1.4295 |
|
1.000 |
1.4266 |
|
1.618 |
1.4218 |
|
2.618 |
1.4141 |
|
4.250 |
1.4016 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4393 |
1.4439 |
| PP |
1.4387 |
1.4425 |
| S1 |
1.4382 |
1.4412 |
|