CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3143 |
1.3336 |
0.0193 |
1.5% |
1.2954 |
| High |
1.3491 |
1.3488 |
-0.0003 |
0.0% |
1.3491 |
| Low |
1.3116 |
1.3139 |
0.0023 |
0.2% |
1.2860 |
| Close |
1.3338 |
1.3211 |
-0.0127 |
-1.0% |
1.3211 |
| Range |
0.0375 |
0.0349 |
-0.0026 |
-6.9% |
0.0631 |
| ATR |
0.0266 |
0.0272 |
0.0006 |
2.2% |
0.0000 |
| Volume |
197,350 |
151,196 |
-46,154 |
-23.4% |
765,773 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4326 |
1.4118 |
1.3403 |
|
| R3 |
1.3977 |
1.3769 |
1.3307 |
|
| R2 |
1.3628 |
1.3628 |
1.3275 |
|
| R1 |
1.3420 |
1.3420 |
1.3243 |
1.3350 |
| PP |
1.3279 |
1.3279 |
1.3279 |
1.3244 |
| S1 |
1.3071 |
1.3071 |
1.3179 |
1.3001 |
| S2 |
1.2930 |
1.2930 |
1.3147 |
|
| S3 |
1.2581 |
1.2722 |
1.3115 |
|
| S4 |
1.2232 |
1.2373 |
1.3019 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5080 |
1.4777 |
1.3558 |
|
| R3 |
1.4449 |
1.4146 |
1.3385 |
|
| R2 |
1.3818 |
1.3818 |
1.3327 |
|
| R1 |
1.3515 |
1.3515 |
1.3269 |
1.3667 |
| PP |
1.3187 |
1.3187 |
1.3187 |
1.3263 |
| S1 |
1.2884 |
1.2884 |
1.3153 |
1.3036 |
| S2 |
1.2556 |
1.2556 |
1.3095 |
|
| S3 |
1.1925 |
1.2253 |
1.3037 |
|
| S4 |
1.1294 |
1.1622 |
1.2864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3491 |
1.2860 |
0.0631 |
4.8% |
0.0284 |
2.2% |
56% |
False |
False |
153,154 |
| 10 |
1.3491 |
1.2806 |
0.0685 |
5.2% |
0.0241 |
1.8% |
59% |
False |
False |
140,124 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0314 |
2.4% |
18% |
False |
False |
169,853 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0230 |
1.7% |
18% |
False |
False |
112,110 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0189 |
1.4% |
18% |
False |
False |
74,891 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0168 |
1.3% |
18% |
False |
False |
56,185 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0151 |
1.1% |
18% |
False |
False |
44,964 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0132 |
1.0% |
18% |
False |
False |
37,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4971 |
|
2.618 |
1.4402 |
|
1.618 |
1.4053 |
|
1.000 |
1.3837 |
|
0.618 |
1.3704 |
|
HIGH |
1.3488 |
|
0.618 |
1.3355 |
|
0.500 |
1.3314 |
|
0.382 |
1.3272 |
|
LOW |
1.3139 |
|
0.618 |
1.2923 |
|
1.000 |
1.2790 |
|
1.618 |
1.2574 |
|
2.618 |
1.2225 |
|
4.250 |
1.1656 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3314 |
1.3304 |
| PP |
1.3279 |
1.3273 |
| S1 |
1.3245 |
1.3242 |
|