CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3236 |
1.3340 |
0.0104 |
0.8% |
1.4467 |
| High |
1.3429 |
1.3540 |
0.0111 |
0.8% |
1.5009 |
| Low |
1.3228 |
1.3290 |
0.0062 |
0.5% |
1.3246 |
| Close |
1.3354 |
1.3432 |
0.0078 |
0.6% |
1.3660 |
| Range |
0.0201 |
0.0250 |
0.0049 |
24.4% |
0.1763 |
| ATR |
0.0298 |
0.0295 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
144,532 |
134,756 |
-9,776 |
-6.8% |
1,172,016 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4171 |
1.4051 |
1.3570 |
|
| R3 |
1.3921 |
1.3801 |
1.3501 |
|
| R2 |
1.3671 |
1.3671 |
1.3478 |
|
| R1 |
1.3551 |
1.3551 |
1.3455 |
1.3611 |
| PP |
1.3421 |
1.3421 |
1.3421 |
1.3451 |
| S1 |
1.3301 |
1.3301 |
1.3409 |
1.3361 |
| S2 |
1.3171 |
1.3171 |
1.3386 |
|
| S3 |
1.2921 |
1.3051 |
1.3363 |
|
| S4 |
1.2671 |
1.2801 |
1.3295 |
|
|
| 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% |
0.0560 |
4.2% |
16% |
False |
False |
238,614 |
| 10 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0382 |
2.8% |
16% |
False |
False |
197,560 |
| 20 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0268 |
2.0% |
16% |
False |
False |
144,291 |
| 40 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0190 |
1.4% |
16% |
False |
False |
72,721 |
| 60 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0162 |
1.2% |
16% |
False |
False |
48,513 |
| 80 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0148 |
1.1% |
16% |
False |
False |
36,404 |
| 100 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0128 |
1.0% |
16% |
False |
False |
29,128 |
| 120 |
1.5009 |
1.3133 |
0.1876 |
14.0% |
0.0110 |
0.8% |
16% |
False |
False |
24,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4603 |
|
2.618 |
1.4195 |
|
1.618 |
1.3945 |
|
1.000 |
1.3790 |
|
0.618 |
1.3695 |
|
HIGH |
1.3540 |
|
0.618 |
1.3445 |
|
0.500 |
1.3415 |
|
0.382 |
1.3386 |
|
LOW |
1.3290 |
|
0.618 |
1.3136 |
|
1.000 |
1.3040 |
|
1.618 |
1.2886 |
|
2.618 |
1.2636 |
|
4.250 |
1.2228 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3426 |
1.3400 |
| PP |
1.3421 |
1.3368 |
| S1 |
1.3415 |
1.3337 |
|