CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4506 |
1.4499 |
-0.0007 |
0.0% |
1.4356 |
| High |
1.4551 |
1.4650 |
0.0099 |
0.7% |
1.4667 |
| Low |
1.4451 |
1.4494 |
0.0043 |
0.3% |
1.4343 |
| Close |
1.4497 |
1.4642 |
0.0145 |
1.0% |
1.4515 |
| Range |
0.0100 |
0.0156 |
0.0056 |
56.0% |
0.0324 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
2.8% |
0.0000 |
| Volume |
545 |
909 |
364 |
66.8% |
11,294 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5063 |
1.5009 |
1.4728 |
|
| R3 |
1.4907 |
1.4853 |
1.4685 |
|
| R2 |
1.4751 |
1.4751 |
1.4671 |
|
| R1 |
1.4697 |
1.4697 |
1.4656 |
1.4724 |
| PP |
1.4595 |
1.4595 |
1.4595 |
1.4609 |
| S1 |
1.4541 |
1.4541 |
1.4628 |
1.4568 |
| S2 |
1.4439 |
1.4439 |
1.4613 |
|
| S3 |
1.4283 |
1.4385 |
1.4599 |
|
| S4 |
1.4127 |
1.4229 |
1.4556 |
|
|
| 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 |
1.4417 |
0.0250 |
1.7% |
0.0137 |
0.9% |
90% |
False |
False |
2,441 |
| 10 |
1.4667 |
1.4343 |
0.0324 |
2.2% |
0.0113 |
0.8% |
92% |
False |
False |
1,382 |
| 20 |
1.4767 |
1.4343 |
0.0424 |
2.9% |
0.0108 |
0.7% |
71% |
False |
False |
758 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.0% |
0.0105 |
0.7% |
83% |
False |
False |
419 |
| 60 |
1.4767 |
1.3970 |
0.0797 |
5.4% |
0.0102 |
0.7% |
84% |
False |
False |
305 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0087 |
0.6% |
86% |
False |
False |
233 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0073 |
0.5% |
86% |
False |
False |
188 |
| 120 |
1.5239 |
1.3880 |
0.1359 |
9.3% |
0.0061 |
0.4% |
56% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5313 |
|
2.618 |
1.5058 |
|
1.618 |
1.4902 |
|
1.000 |
1.4806 |
|
0.618 |
1.4746 |
|
HIGH |
1.4650 |
|
0.618 |
1.4590 |
|
0.500 |
1.4572 |
|
0.382 |
1.4554 |
|
LOW |
1.4494 |
|
0.618 |
1.4398 |
|
1.000 |
1.4338 |
|
1.618 |
1.4242 |
|
2.618 |
1.4086 |
|
4.250 |
1.3831 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4619 |
1.4612 |
| PP |
1.4595 |
1.4581 |
| S1 |
1.4572 |
1.4551 |
|