CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3340 |
1.3450 |
0.0110 |
0.8% |
1.4467 |
| High |
1.3540 |
1.3502 |
-0.0038 |
-0.3% |
1.5009 |
| Low |
1.3290 |
1.3215 |
-0.0075 |
-0.6% |
1.3246 |
| Close |
1.3432 |
1.3248 |
-0.0184 |
-1.4% |
1.3660 |
| Range |
0.0250 |
0.0287 |
0.0037 |
14.8% |
0.1763 |
| ATR |
0.0295 |
0.0294 |
-0.0001 |
-0.2% |
0.0000 |
| Volume |
134,756 |
182,471 |
47,715 |
35.4% |
1,172,016 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4183 |
1.4002 |
1.3406 |
|
| R3 |
1.3896 |
1.3715 |
1.3327 |
|
| R2 |
1.3609 |
1.3609 |
1.3301 |
|
| R1 |
1.3428 |
1.3428 |
1.3274 |
1.3375 |
| PP |
1.3322 |
1.3322 |
1.3322 |
1.3295 |
| S1 |
1.3141 |
1.3141 |
1.3222 |
1.3088 |
| S2 |
1.3035 |
1.3035 |
1.3195 |
|
| S3 |
1.2748 |
1.2854 |
1.3169 |
|
| S4 |
1.2461 |
1.2567 |
1.3090 |
|
|
| 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 |
14.2% |
0.0574 |
4.3% |
6% |
False |
False |
239,241 |
| 10 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0386 |
2.9% |
6% |
False |
False |
199,582 |
| 20 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0279 |
2.1% |
6% |
False |
False |
153,319 |
| 40 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0194 |
1.5% |
6% |
False |
False |
77,279 |
| 60 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0165 |
1.2% |
6% |
False |
False |
51,553 |
| 80 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0151 |
1.1% |
6% |
False |
False |
38,684 |
| 100 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0130 |
1.0% |
6% |
False |
False |
30,953 |
| 120 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0112 |
0.8% |
6% |
False |
False |
25,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4722 |
|
2.618 |
1.4253 |
|
1.618 |
1.3966 |
|
1.000 |
1.3789 |
|
0.618 |
1.3679 |
|
HIGH |
1.3502 |
|
0.618 |
1.3392 |
|
0.500 |
1.3359 |
|
0.382 |
1.3325 |
|
LOW |
1.3215 |
|
0.618 |
1.3038 |
|
1.000 |
1.2928 |
|
1.618 |
1.2751 |
|
2.618 |
1.2464 |
|
4.250 |
1.1995 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3359 |
1.3378 |
| PP |
1.3322 |
1.3334 |
| S1 |
1.3285 |
1.3291 |
|