CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3257 |
1.3108 |
-0.0149 |
-1.1% |
1.2954 |
| High |
1.3283 |
1.3238 |
-0.0045 |
-0.3% |
1.3491 |
| Low |
1.3082 |
1.3073 |
-0.0009 |
-0.1% |
1.2860 |
| Close |
1.3098 |
1.3157 |
0.0059 |
0.5% |
1.3211 |
| Range |
0.0201 |
0.0165 |
-0.0036 |
-17.9% |
0.0631 |
| ATR |
0.0258 |
0.0251 |
-0.0007 |
-2.6% |
0.0000 |
| Volume |
114,523 |
97,785 |
-16,738 |
-14.6% |
765,773 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3651 |
1.3569 |
1.3248 |
|
| R3 |
1.3486 |
1.3404 |
1.3202 |
|
| R2 |
1.3321 |
1.3321 |
1.3187 |
|
| R1 |
1.3239 |
1.3239 |
1.3172 |
1.3280 |
| PP |
1.3156 |
1.3156 |
1.3156 |
1.3177 |
| S1 |
1.3074 |
1.3074 |
1.3142 |
1.3115 |
| S2 |
1.2991 |
1.2991 |
1.3127 |
|
| S3 |
1.2826 |
1.2909 |
1.3112 |
|
| S4 |
1.2661 |
1.2744 |
1.3066 |
|
|
| 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 |
1.3073 |
0.0418 |
3.2% |
0.0244 |
1.9% |
20% |
False |
True |
127,555 |
| 10 |
1.3491 |
1.2860 |
0.0631 |
4.8% |
0.0223 |
1.7% |
47% |
False |
False |
126,472 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0306 |
2.3% |
16% |
False |
False |
160,517 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0234 |
1.8% |
16% |
False |
False |
119,201 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0192 |
1.5% |
16% |
False |
False |
79,706 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0170 |
1.3% |
16% |
False |
False |
59,799 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0154 |
1.2% |
16% |
False |
False |
47,854 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0136 |
1.0% |
16% |
False |
False |
39,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3939 |
|
2.618 |
1.3670 |
|
1.618 |
1.3505 |
|
1.000 |
1.3403 |
|
0.618 |
1.3340 |
|
HIGH |
1.3238 |
|
0.618 |
1.3175 |
|
0.500 |
1.3156 |
|
0.382 |
1.3136 |
|
LOW |
1.3073 |
|
0.618 |
1.2971 |
|
1.000 |
1.2908 |
|
1.618 |
1.2806 |
|
2.618 |
1.2641 |
|
4.250 |
1.2372 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3157 |
1.3199 |
| PP |
1.3156 |
1.3185 |
| S1 |
1.3156 |
1.3171 |
|