CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4629 |
1.4723 |
0.0094 |
0.6% |
1.4356 |
| High |
1.4737 |
1.4750 |
0.0013 |
0.1% |
1.4667 |
| Low |
1.4616 |
1.4654 |
0.0038 |
0.3% |
1.4343 |
| Close |
1.4732 |
1.4675 |
-0.0057 |
-0.4% |
1.4515 |
| Range |
0.0121 |
0.0096 |
-0.0025 |
-20.7% |
0.0324 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
619 |
482 |
-137 |
-22.1% |
11,294 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4981 |
1.4924 |
1.4728 |
|
| R3 |
1.4885 |
1.4828 |
1.4701 |
|
| R2 |
1.4789 |
1.4789 |
1.4693 |
|
| R1 |
1.4732 |
1.4732 |
1.4684 |
1.4713 |
| PP |
1.4693 |
1.4693 |
1.4693 |
1.4683 |
| S1 |
1.4636 |
1.4636 |
1.4666 |
1.4617 |
| S2 |
1.4597 |
1.4597 |
1.4657 |
|
| S3 |
1.4501 |
1.4540 |
1.4649 |
|
| S4 |
1.4405 |
1.4444 |
1.4622 |
|
|
| 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 |
1.4750 |
1.4451 |
0.0299 |
2.0% |
0.0118 |
0.8% |
75% |
True |
False |
1,242 |
| 10 |
1.4750 |
1.4343 |
0.0407 |
2.8% |
0.0118 |
0.8% |
82% |
True |
False |
1,455 |
| 20 |
1.4767 |
1.4343 |
0.0424 |
2.9% |
0.0108 |
0.7% |
78% |
False |
False |
801 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.0% |
0.0107 |
0.7% |
88% |
False |
False |
445 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.0% |
0.0104 |
0.7% |
88% |
False |
False |
321 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.0% |
0.0089 |
0.6% |
90% |
False |
False |
246 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.0% |
0.0075 |
0.5% |
90% |
False |
False |
199 |
| 120 |
1.5239 |
1.3880 |
0.1359 |
9.3% |
0.0063 |
0.4% |
58% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5158 |
|
2.618 |
1.5001 |
|
1.618 |
1.4905 |
|
1.000 |
1.4846 |
|
0.618 |
1.4809 |
|
HIGH |
1.4750 |
|
0.618 |
1.4713 |
|
0.500 |
1.4702 |
|
0.382 |
1.4691 |
|
LOW |
1.4654 |
|
0.618 |
1.4595 |
|
1.000 |
1.4558 |
|
1.618 |
1.4499 |
|
2.618 |
1.4403 |
|
4.250 |
1.4246 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4702 |
1.4657 |
| PP |
1.4693 |
1.4640 |
| S1 |
1.4684 |
1.4622 |
|