CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3146 |
1.3146 |
0.0000 |
0.0% |
1.3205 |
| High |
1.3190 |
1.3247 |
0.0057 |
0.4% |
1.3324 |
| Low |
1.3067 |
1.3082 |
0.0015 |
0.1% |
1.3073 |
| Close |
1.3143 |
1.3198 |
0.0055 |
0.4% |
1.3100 |
| Range |
0.0123 |
0.0165 |
0.0042 |
34.1% |
0.0251 |
| ATR |
0.0221 |
0.0217 |
-0.0004 |
-1.8% |
0.0000 |
| Volume |
93,897 |
91,844 |
-2,053 |
-2.2% |
495,880 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3671 |
1.3599 |
1.3289 |
|
| R3 |
1.3506 |
1.3434 |
1.3243 |
|
| R2 |
1.3341 |
1.3341 |
1.3228 |
|
| R1 |
1.3269 |
1.3269 |
1.3213 |
1.3305 |
| PP |
1.3176 |
1.3176 |
1.3176 |
1.3194 |
| S1 |
1.3104 |
1.3104 |
1.3183 |
1.3140 |
| S2 |
1.3011 |
1.3011 |
1.3168 |
|
| S3 |
1.2846 |
1.2939 |
1.3153 |
|
| S4 |
1.2681 |
1.2774 |
1.3107 |
|
|
| 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% |
56% |
False |
False |
90,031 |
| 10 |
1.3491 |
1.3067 |
0.0424 |
3.2% |
0.0191 |
1.4% |
31% |
False |
False |
108,793 |
| 20 |
1.3540 |
1.2806 |
0.0734 |
5.6% |
0.0206 |
1.6% |
53% |
False |
False |
122,893 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0234 |
1.8% |
18% |
False |
False |
130,270 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0195 |
1.5% |
18% |
False |
False |
87,200 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0172 |
1.3% |
18% |
False |
False |
65,424 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0158 |
1.2% |
18% |
False |
False |
52,354 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0139 |
1.1% |
18% |
False |
False |
43,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3948 |
|
2.618 |
1.3679 |
|
1.618 |
1.3514 |
|
1.000 |
1.3412 |
|
0.618 |
1.3349 |
|
HIGH |
1.3247 |
|
0.618 |
1.3184 |
|
0.500 |
1.3165 |
|
0.382 |
1.3145 |
|
LOW |
1.3082 |
|
0.618 |
1.2980 |
|
1.000 |
1.2917 |
|
1.618 |
1.2815 |
|
2.618 |
1.2650 |
|
4.250 |
1.2381 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3187 |
1.3184 |
| PP |
1.3176 |
1.3171 |
| S1 |
1.3165 |
1.3157 |
|