CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3131 |
1.3146 |
0.0015 |
0.1% |
1.3205 |
| High |
1.3173 |
1.3190 |
0.0017 |
0.1% |
1.3324 |
| Low |
1.3104 |
1.3067 |
-0.0037 |
-0.3% |
1.3073 |
| Close |
1.3136 |
1.3143 |
0.0007 |
0.1% |
1.3100 |
| Range |
0.0069 |
0.0123 |
0.0054 |
78.3% |
0.0251 |
| ATR |
0.0228 |
0.0221 |
-0.0008 |
-3.3% |
0.0000 |
| Volume |
57,767 |
93,897 |
36,130 |
62.5% |
495,880 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3502 |
1.3446 |
1.3211 |
|
| R3 |
1.3379 |
1.3323 |
1.3177 |
|
| R2 |
1.3256 |
1.3256 |
1.3166 |
|
| R1 |
1.3200 |
1.3200 |
1.3154 |
1.3167 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3117 |
| S1 |
1.3077 |
1.3077 |
1.3132 |
1.3044 |
| S2 |
1.3010 |
1.3010 |
1.3120 |
|
| S3 |
1.2887 |
1.2954 |
1.3109 |
|
| S4 |
1.2764 |
1.2831 |
1.3075 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3760 |
1.3238 |
|
| R3 |
1.3668 |
1.3509 |
1.3169 |
|
| R2 |
1.3417 |
1.3417 |
1.3146 |
|
| R1 |
1.3258 |
1.3258 |
1.3123 |
1.3212 |
| PP |
1.3166 |
1.3166 |
1.3166 |
1.3143 |
| S1 |
1.3007 |
1.3007 |
1.3077 |
1.2961 |
| S2 |
1.2915 |
1.2915 |
1.3054 |
|
| S3 |
1.2664 |
1.2756 |
1.3031 |
|
| S4 |
1.2413 |
1.2505 |
1.2962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3300 |
1.3067 |
0.0233 |
1.8% |
0.0138 |
1.0% |
33% |
False |
True |
91,219 |
| 10 |
1.3491 |
1.3067 |
0.0424 |
3.2% |
0.0195 |
1.5% |
18% |
False |
True |
112,981 |
| 20 |
1.3540 |
1.2806 |
0.0734 |
5.6% |
0.0208 |
1.6% |
46% |
False |
False |
125,527 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0236 |
1.8% |
15% |
False |
False |
128,042 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0193 |
1.5% |
15% |
False |
False |
85,671 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0171 |
1.3% |
15% |
False |
False |
64,276 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0157 |
1.2% |
15% |
False |
False |
51,436 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0138 |
1.0% |
15% |
False |
False |
42,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3713 |
|
2.618 |
1.3512 |
|
1.618 |
1.3389 |
|
1.000 |
1.3313 |
|
0.618 |
1.3266 |
|
HIGH |
1.3190 |
|
0.618 |
1.3143 |
|
0.500 |
1.3129 |
|
0.382 |
1.3114 |
|
LOW |
1.3067 |
|
0.618 |
1.2991 |
|
1.000 |
1.2944 |
|
1.618 |
1.2868 |
|
2.618 |
1.2745 |
|
4.250 |
1.2544 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3138 |
1.3184 |
| PP |
1.3133 |
1.3170 |
| S1 |
1.3129 |
1.3157 |
|