CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4723 |
1.4672 |
-0.0051 |
-0.3% |
1.4506 |
| High |
1.4750 |
1.4699 |
-0.0051 |
-0.3% |
1.4750 |
| Low |
1.4654 |
1.4615 |
-0.0039 |
-0.3% |
1.4451 |
| Close |
1.4675 |
1.4647 |
-0.0028 |
-0.2% |
1.4647 |
| Range |
0.0096 |
0.0084 |
-0.0012 |
-12.5% |
0.0299 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
482 |
2,657 |
2,175 |
451.2% |
5,212 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4906 |
1.4860 |
1.4693 |
|
| R3 |
1.4822 |
1.4776 |
1.4670 |
|
| R2 |
1.4738 |
1.4738 |
1.4662 |
|
| R1 |
1.4692 |
1.4692 |
1.4655 |
1.4673 |
| PP |
1.4654 |
1.4654 |
1.4654 |
1.4644 |
| S1 |
1.4608 |
1.4608 |
1.4639 |
1.4589 |
| S2 |
1.4570 |
1.4570 |
1.4632 |
|
| S3 |
1.4486 |
1.4524 |
1.4624 |
|
| S4 |
1.4402 |
1.4440 |
1.4601 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5513 |
1.5379 |
1.4811 |
|
| R3 |
1.5214 |
1.5080 |
1.4729 |
|
| R2 |
1.4915 |
1.4915 |
1.4702 |
|
| R1 |
1.4781 |
1.4781 |
1.4674 |
1.4848 |
| PP |
1.4616 |
1.4616 |
1.4616 |
1.4650 |
| S1 |
1.4482 |
1.4482 |
1.4620 |
1.4549 |
| S2 |
1.4317 |
1.4317 |
1.4592 |
|
| S3 |
1.4018 |
1.4183 |
1.4565 |
|
| S4 |
1.3719 |
1.3884 |
1.4483 |
|
|
| 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% |
0.0111 |
0.8% |
66% |
False |
False |
1,042 |
| 10 |
1.4750 |
1.4343 |
0.0407 |
2.8% |
0.0115 |
0.8% |
75% |
False |
False |
1,650 |
| 20 |
1.4767 |
1.4343 |
0.0424 |
2.9% |
0.0108 |
0.7% |
72% |
False |
False |
929 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.0% |
0.0106 |
0.7% |
84% |
False |
False |
510 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.0% |
0.0105 |
0.7% |
84% |
False |
False |
365 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0088 |
0.6% |
86% |
False |
False |
279 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0076 |
0.5% |
86% |
False |
False |
225 |
| 120 |
1.5239 |
1.3880 |
0.1359 |
9.3% |
0.0064 |
0.4% |
56% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5056 |
|
2.618 |
1.4919 |
|
1.618 |
1.4835 |
|
1.000 |
1.4783 |
|
0.618 |
1.4751 |
|
HIGH |
1.4699 |
|
0.618 |
1.4667 |
|
0.500 |
1.4657 |
|
0.382 |
1.4647 |
|
LOW |
1.4615 |
|
0.618 |
1.4563 |
|
1.000 |
1.4531 |
|
1.618 |
1.4479 |
|
2.618 |
1.4395 |
|
4.250 |
1.4258 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4657 |
1.4683 |
| PP |
1.4654 |
1.4671 |
| S1 |
1.4650 |
1.4659 |
|