CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4604 |
1.4608 |
0.0004 |
0.0% |
1.4356 |
| High |
1.4667 |
1.4619 |
-0.0048 |
-0.3% |
1.4667 |
| Low |
1.4575 |
1.4503 |
-0.0072 |
-0.5% |
1.4343 |
| Close |
1.4627 |
1.4515 |
-0.0112 |
-0.8% |
1.4515 |
| Range |
0.0092 |
0.0116 |
0.0024 |
26.1% |
0.0324 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1,379 |
3,657 |
2,278 |
165.2% |
11,294 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4894 |
1.4820 |
1.4579 |
|
| R3 |
1.4778 |
1.4704 |
1.4547 |
|
| R2 |
1.4662 |
1.4662 |
1.4536 |
|
| R1 |
1.4588 |
1.4588 |
1.4526 |
1.4567 |
| PP |
1.4546 |
1.4546 |
1.4546 |
1.4535 |
| S1 |
1.4472 |
1.4472 |
1.4504 |
1.4451 |
| S2 |
1.4430 |
1.4430 |
1.4494 |
|
| S3 |
1.4314 |
1.4356 |
1.4483 |
|
| S4 |
1.4198 |
1.4240 |
1.4451 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5480 |
1.5322 |
1.4693 |
|
| R3 |
1.5156 |
1.4998 |
1.4604 |
|
| R2 |
1.4832 |
1.4832 |
1.4574 |
|
| R1 |
1.4674 |
1.4674 |
1.4545 |
1.4753 |
| PP |
1.4508 |
1.4508 |
1.4508 |
1.4548 |
| S1 |
1.4350 |
1.4350 |
1.4485 |
1.4429 |
| S2 |
1.4184 |
1.4184 |
1.4456 |
|
| S3 |
1.3860 |
1.4026 |
1.4426 |
|
| S4 |
1.3536 |
1.3702 |
1.4337 |
|
|
| 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% |
0.0119 |
0.8% |
53% |
False |
False |
2,258 |
| 10 |
1.4667 |
1.4343 |
0.0324 |
2.2% |
0.0102 |
0.7% |
53% |
False |
False |
1,302 |
| 20 |
1.4767 |
1.4343 |
0.0424 |
2.9% |
0.0107 |
0.7% |
41% |
False |
False |
695 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0107 |
0.7% |
66% |
False |
False |
385 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0101 |
0.7% |
72% |
False |
False |
285 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0085 |
0.6% |
72% |
False |
False |
214 |
| 100 |
1.4847 |
1.3880 |
0.0967 |
6.7% |
0.0070 |
0.5% |
66% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5112 |
|
2.618 |
1.4923 |
|
1.618 |
1.4807 |
|
1.000 |
1.4735 |
|
0.618 |
1.4691 |
|
HIGH |
1.4619 |
|
0.618 |
1.4575 |
|
0.500 |
1.4561 |
|
0.382 |
1.4547 |
|
LOW |
1.4503 |
|
0.618 |
1.4431 |
|
1.000 |
1.4387 |
|
1.618 |
1.4315 |
|
2.618 |
1.4199 |
|
4.250 |
1.4010 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4561 |
1.4542 |
| PP |
1.4546 |
1.4533 |
| S1 |
1.4530 |
1.4524 |
|