CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3302 |
1.3285 |
-0.0017 |
-0.1% |
1.3443 |
| High |
1.3359 |
1.3351 |
-0.0008 |
-0.1% |
1.3540 |
| Low |
1.3255 |
1.3010 |
-0.0245 |
-1.8% |
1.3133 |
| Close |
1.3293 |
1.3037 |
-0.0256 |
-1.9% |
1.3293 |
| Range |
0.0104 |
0.0341 |
0.0237 |
227.9% |
0.0407 |
| ATR |
0.0281 |
0.0285 |
0.0004 |
1.5% |
0.0000 |
| Volume |
101,892 |
173,004 |
71,112 |
69.8% |
792,814 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4156 |
1.3937 |
1.3225 |
|
| R3 |
1.3815 |
1.3596 |
1.3131 |
|
| R2 |
1.3474 |
1.3474 |
1.3100 |
|
| R1 |
1.3255 |
1.3255 |
1.3068 |
1.3194 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3102 |
| S1 |
1.2914 |
1.2914 |
1.3006 |
1.2853 |
| S2 |
1.2792 |
1.2792 |
1.2974 |
|
| S3 |
1.2451 |
1.2573 |
1.2943 |
|
| S4 |
1.2110 |
1.2232 |
1.2849 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4543 |
1.4325 |
1.3517 |
|
| R3 |
1.4136 |
1.3918 |
1.3405 |
|
| R2 |
1.3729 |
1.3729 |
1.3368 |
|
| R1 |
1.3511 |
1.3511 |
1.3330 |
1.3417 |
| PP |
1.3322 |
1.3322 |
1.3322 |
1.3275 |
| S1 |
1.3104 |
1.3104 |
1.3256 |
1.3010 |
| S2 |
1.2915 |
1.2915 |
1.3218 |
|
| S3 |
1.2508 |
1.2697 |
1.3181 |
|
| S4 |
1.2101 |
1.2290 |
1.3069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3540 |
1.3010 |
0.0530 |
4.1% |
0.0237 |
1.8% |
5% |
False |
True |
147,331 |
| 10 |
1.5009 |
1.3010 |
0.1999 |
15.3% |
0.0384 |
2.9% |
1% |
False |
True |
196,058 |
| 20 |
1.5009 |
1.3010 |
0.1999 |
15.3% |
0.0286 |
2.2% |
1% |
False |
True |
165,063 |
| 40 |
1.5009 |
1.3010 |
0.1999 |
15.3% |
0.0201 |
1.5% |
1% |
False |
True |
84,151 |
| 60 |
1.5009 |
1.3010 |
0.1999 |
15.3% |
0.0170 |
1.3% |
1% |
False |
True |
56,134 |
| 80 |
1.5009 |
1.3010 |
0.1999 |
15.3% |
0.0156 |
1.2% |
1% |
False |
True |
42,119 |
| 100 |
1.5009 |
1.3010 |
0.1999 |
15.3% |
0.0135 |
1.0% |
1% |
False |
True |
33,701 |
| 120 |
1.5009 |
1.3010 |
0.1999 |
15.3% |
0.0116 |
0.9% |
1% |
False |
True |
28,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4800 |
|
2.618 |
1.4244 |
|
1.618 |
1.3903 |
|
1.000 |
1.3692 |
|
0.618 |
1.3562 |
|
HIGH |
1.3351 |
|
0.618 |
1.3221 |
|
0.500 |
1.3181 |
|
0.382 |
1.3140 |
|
LOW |
1.3010 |
|
0.618 |
1.2799 |
|
1.000 |
1.2669 |
|
1.618 |
1.2458 |
|
2.618 |
1.2117 |
|
4.250 |
1.1561 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3181 |
1.3256 |
| PP |
1.3133 |
1.3183 |
| S1 |
1.3085 |
1.3110 |
|