CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3010 |
1.3257 |
0.0247 |
1.9% |
1.3285 |
| High |
1.3306 |
1.3350 |
0.0044 |
0.3% |
1.3351 |
| Low |
1.2983 |
1.3144 |
0.0161 |
1.2% |
1.2806 |
| Close |
1.3278 |
1.3169 |
-0.0109 |
-0.8% |
1.2959 |
| Range |
0.0323 |
0.0206 |
-0.0117 |
-36.2% |
0.0545 |
| ATR |
0.0262 |
0.0258 |
-0.0004 |
-1.5% |
0.0000 |
| Volume |
157,236 |
133,727 |
-23,509 |
-15.0% |
533,582 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3839 |
1.3710 |
1.3282 |
|
| R3 |
1.3633 |
1.3504 |
1.3226 |
|
| R2 |
1.3427 |
1.3427 |
1.3207 |
|
| R1 |
1.3298 |
1.3298 |
1.3188 |
1.3260 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3202 |
| S1 |
1.3092 |
1.3092 |
1.3150 |
1.3054 |
| S2 |
1.3015 |
1.3015 |
1.3131 |
|
| S3 |
1.2809 |
1.2886 |
1.3112 |
|
| S4 |
1.2603 |
1.2680 |
1.3056 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4674 |
1.4361 |
1.3259 |
|
| R3 |
1.4129 |
1.3816 |
1.3109 |
|
| R2 |
1.3584 |
1.3584 |
1.3059 |
|
| R1 |
1.3271 |
1.3271 |
1.3009 |
1.3155 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.2981 |
| S1 |
1.2726 |
1.2726 |
1.2909 |
1.2610 |
| S2 |
1.2494 |
1.2494 |
1.2859 |
|
| S3 |
1.1949 |
1.2181 |
1.2809 |
|
| S4 |
1.1404 |
1.1636 |
1.2659 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3350 |
1.2860 |
0.0490 |
3.7% |
0.0201 |
1.5% |
63% |
True |
False |
125,389 |
| 10 |
1.3540 |
1.2806 |
0.0734 |
5.6% |
0.0222 |
1.7% |
49% |
False |
False |
136,992 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0295 |
2.2% |
16% |
False |
False |
166,543 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0219 |
1.7% |
16% |
False |
False |
103,546 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0181 |
1.4% |
16% |
False |
False |
69,085 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0162 |
1.2% |
16% |
False |
False |
51,833 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0145 |
1.1% |
16% |
False |
False |
41,479 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0126 |
1.0% |
16% |
False |
False |
34,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4226 |
|
2.618 |
1.3889 |
|
1.618 |
1.3683 |
|
1.000 |
1.3556 |
|
0.618 |
1.3477 |
|
HIGH |
1.3350 |
|
0.618 |
1.3271 |
|
0.500 |
1.3247 |
|
0.382 |
1.3223 |
|
LOW |
1.3144 |
|
0.618 |
1.3017 |
|
1.000 |
1.2938 |
|
1.618 |
1.2811 |
|
2.618 |
1.2605 |
|
4.250 |
1.2269 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3247 |
1.3148 |
| PP |
1.3221 |
1.3126 |
| S1 |
1.3195 |
1.3105 |
|