CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3443 |
1.3236 |
-0.0207 |
-1.5% |
1.4467 |
| High |
1.3502 |
1.3429 |
-0.0073 |
-0.5% |
1.5009 |
| Low |
1.3133 |
1.3228 |
0.0095 |
0.7% |
1.3246 |
| Close |
1.3190 |
1.3354 |
0.0164 |
1.2% |
1.3660 |
| Range |
0.0369 |
0.0201 |
-0.0168 |
-45.5% |
0.1763 |
| ATR |
0.0303 |
0.0298 |
-0.0005 |
-1.5% |
0.0000 |
| Volume |
229,163 |
144,532 |
-84,631 |
-36.9% |
1,172,016 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3940 |
1.3848 |
1.3465 |
|
| R3 |
1.3739 |
1.3647 |
1.3409 |
|
| R2 |
1.3538 |
1.3538 |
1.3391 |
|
| R1 |
1.3446 |
1.3446 |
1.3372 |
1.3492 |
| PP |
1.3337 |
1.3337 |
1.3337 |
1.3360 |
| S1 |
1.3245 |
1.3245 |
1.3336 |
1.3291 |
| S2 |
1.3136 |
1.3136 |
1.3317 |
|
| S3 |
1.2935 |
1.3044 |
1.3299 |
|
| S4 |
1.2734 |
1.2843 |
1.3243 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9261 |
1.8223 |
1.4630 |
|
| R3 |
1.7498 |
1.6460 |
1.4145 |
|
| R2 |
1.5735 |
1.5735 |
1.3983 |
|
| R1 |
1.4697 |
1.4697 |
1.3822 |
1.4335 |
| PP |
1.3972 |
1.3972 |
1.3972 |
1.3790 |
| S1 |
1.2934 |
1.2934 |
1.3498 |
1.2572 |
| S2 |
1.2209 |
1.2209 |
1.3337 |
|
| S3 |
1.0446 |
1.1171 |
1.3175 |
|
| S4 |
0.8683 |
0.9408 |
1.2690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0537 |
4.0% |
12% |
False |
False |
240,527 |
| 10 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0368 |
2.8% |
12% |
False |
False |
196,094 |
| 20 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0261 |
2.0% |
12% |
False |
False |
137,647 |
| 40 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0189 |
1.4% |
12% |
False |
False |
69,354 |
| 60 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0161 |
1.2% |
12% |
False |
False |
46,267 |
| 80 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0146 |
1.1% |
12% |
False |
False |
34,719 |
| 100 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0126 |
0.9% |
12% |
False |
False |
27,780 |
| 120 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0109 |
0.8% |
12% |
False |
False |
23,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4283 |
|
2.618 |
1.3955 |
|
1.618 |
1.3754 |
|
1.000 |
1.3630 |
|
0.618 |
1.3553 |
|
HIGH |
1.3429 |
|
0.618 |
1.3352 |
|
0.500 |
1.3329 |
|
0.382 |
1.3305 |
|
LOW |
1.3228 |
|
0.618 |
1.3104 |
|
1.000 |
1.3027 |
|
1.618 |
1.2903 |
|
2.618 |
1.2702 |
|
4.250 |
1.2374 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3346 |
1.4071 |
| PP |
1.3337 |
1.3832 |
| S1 |
1.3329 |
1.3593 |
|