CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3336 |
1.3205 |
-0.0131 |
-1.0% |
1.2954 |
| High |
1.3488 |
1.3324 |
-0.0164 |
-1.2% |
1.3491 |
| Low |
1.3139 |
1.3195 |
0.0056 |
0.4% |
1.2860 |
| Close |
1.3211 |
1.3267 |
0.0056 |
0.4% |
1.3211 |
| Range |
0.0349 |
0.0129 |
-0.0220 |
-63.0% |
0.0631 |
| ATR |
0.0272 |
0.0262 |
-0.0010 |
-3.8% |
0.0000 |
| Volume |
151,196 |
76,923 |
-74,273 |
-49.1% |
765,773 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3649 |
1.3587 |
1.3338 |
|
| R3 |
1.3520 |
1.3458 |
1.3302 |
|
| R2 |
1.3391 |
1.3391 |
1.3291 |
|
| R1 |
1.3329 |
1.3329 |
1.3279 |
1.3360 |
| PP |
1.3262 |
1.3262 |
1.3262 |
1.3278 |
| S1 |
1.3200 |
1.3200 |
1.3255 |
1.3231 |
| S2 |
1.3133 |
1.3133 |
1.3243 |
|
| S3 |
1.3004 |
1.3071 |
1.3232 |
|
| S4 |
1.2875 |
1.2942 |
1.3196 |
|
|
| 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 |
1.2983 |
0.0508 |
3.8% |
0.0276 |
2.1% |
56% |
False |
False |
143,286 |
| 10 |
1.3491 |
1.2806 |
0.0685 |
5.2% |
0.0243 |
1.8% |
67% |
False |
False |
137,627 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0311 |
2.3% |
21% |
False |
False |
167,055 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0231 |
1.7% |
21% |
False |
False |
113,998 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0190 |
1.4% |
21% |
False |
False |
76,170 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0168 |
1.3% |
21% |
False |
False |
57,147 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0152 |
1.1% |
21% |
False |
False |
45,734 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0133 |
1.0% |
21% |
False |
False |
38,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3872 |
|
2.618 |
1.3662 |
|
1.618 |
1.3533 |
|
1.000 |
1.3453 |
|
0.618 |
1.3404 |
|
HIGH |
1.3324 |
|
0.618 |
1.3275 |
|
0.500 |
1.3260 |
|
0.382 |
1.3244 |
|
LOW |
1.3195 |
|
0.618 |
1.3115 |
|
1.000 |
1.3066 |
|
1.618 |
1.2986 |
|
2.618 |
1.2857 |
|
4.250 |
1.2647 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3265 |
1.3304 |
| PP |
1.3262 |
1.3291 |
| S1 |
1.3260 |
1.3279 |
|