CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4466 |
1.4604 |
0.0138 |
1.0% |
1.4425 |
| High |
1.4640 |
1.4667 |
0.0027 |
0.2% |
1.4534 |
| Low |
1.4417 |
1.4575 |
0.0158 |
1.1% |
1.4351 |
| Close |
1.4606 |
1.4627 |
0.0021 |
0.1% |
1.4375 |
| Range |
0.0223 |
0.0092 |
-0.0131 |
-58.7% |
0.0183 |
| ATR |
0.0113 |
0.0112 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
5,716 |
1,379 |
-4,337 |
-75.9% |
1,730 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4899 |
1.4855 |
1.4678 |
|
| R3 |
1.4807 |
1.4763 |
1.4652 |
|
| R2 |
1.4715 |
1.4715 |
1.4644 |
|
| R1 |
1.4671 |
1.4671 |
1.4635 |
1.4693 |
| PP |
1.4623 |
1.4623 |
1.4623 |
1.4634 |
| S1 |
1.4579 |
1.4579 |
1.4619 |
1.4601 |
| S2 |
1.4531 |
1.4531 |
1.4610 |
|
| S3 |
1.4439 |
1.4487 |
1.4602 |
|
| S4 |
1.4347 |
1.4395 |
1.4576 |
|
|
| 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 |
1.4667 |
1.4343 |
0.0324 |
2.2% |
0.0117 |
0.8% |
88% |
True |
False |
1,669 |
| 10 |
1.4667 |
1.4343 |
0.0324 |
2.2% |
0.0102 |
0.7% |
88% |
True |
False |
939 |
| 20 |
1.4767 |
1.4325 |
0.0442 |
3.0% |
0.0107 |
0.7% |
68% |
False |
False |
515 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.0% |
0.0106 |
0.7% |
81% |
False |
False |
295 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0099 |
0.7% |
84% |
False |
False |
224 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0083 |
0.6% |
84% |
False |
False |
169 |
| 100 |
1.4902 |
1.3880 |
0.1022 |
7.0% |
0.0069 |
0.5% |
73% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5058 |
|
2.618 |
1.4908 |
|
1.618 |
1.4816 |
|
1.000 |
1.4759 |
|
0.618 |
1.4724 |
|
HIGH |
1.4667 |
|
0.618 |
1.4632 |
|
0.500 |
1.4621 |
|
0.382 |
1.4610 |
|
LOW |
1.4575 |
|
0.618 |
1.4518 |
|
1.000 |
1.4483 |
|
1.618 |
1.4426 |
|
2.618 |
1.4334 |
|
4.250 |
1.4184 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4625 |
1.4599 |
| PP |
1.4623 |
1.4570 |
| S1 |
1.4621 |
1.4542 |
|