CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3146 |
1.3222 |
0.0076 |
0.6% |
1.3205 |
| High |
1.3247 |
1.3261 |
0.0014 |
0.1% |
1.3324 |
| Low |
1.3082 |
1.3127 |
0.0045 |
0.3% |
1.3073 |
| Close |
1.3198 |
1.3160 |
-0.0038 |
-0.3% |
1.3100 |
| Range |
0.0165 |
0.0134 |
-0.0031 |
-18.8% |
0.0251 |
| ATR |
0.0217 |
0.0211 |
-0.0006 |
-2.7% |
0.0000 |
| Volume |
91,844 |
77,279 |
-14,565 |
-15.9% |
495,880 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3585 |
1.3506 |
1.3234 |
|
| R3 |
1.3451 |
1.3372 |
1.3197 |
|
| R2 |
1.3317 |
1.3317 |
1.3185 |
|
| R1 |
1.3238 |
1.3238 |
1.3172 |
1.3211 |
| PP |
1.3183 |
1.3183 |
1.3183 |
1.3169 |
| S1 |
1.3104 |
1.3104 |
1.3148 |
1.3077 |
| S2 |
1.3049 |
1.3049 |
1.3135 |
|
| S3 |
1.2915 |
1.2970 |
1.3123 |
|
| S4 |
1.2781 |
1.2836 |
1.3086 |
|
|
| 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% |
0.0141 |
1.1% |
40% |
False |
False |
86,065 |
| 10 |
1.3488 |
1.3067 |
0.0421 |
3.2% |
0.0167 |
1.3% |
22% |
False |
False |
96,786 |
| 20 |
1.3502 |
1.2806 |
0.0696 |
5.3% |
0.0201 |
1.5% |
51% |
False |
False |
120,019 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0234 |
1.8% |
16% |
False |
False |
132,155 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0193 |
1.5% |
16% |
False |
False |
88,487 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0172 |
1.3% |
16% |
False |
False |
66,389 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0159 |
1.2% |
16% |
False |
False |
53,127 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0140 |
1.1% |
16% |
False |
False |
44,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3831 |
|
2.618 |
1.3612 |
|
1.618 |
1.3478 |
|
1.000 |
1.3395 |
|
0.618 |
1.3344 |
|
HIGH |
1.3261 |
|
0.618 |
1.3210 |
|
0.500 |
1.3194 |
|
0.382 |
1.3178 |
|
LOW |
1.3127 |
|
0.618 |
1.3044 |
|
1.000 |
1.2993 |
|
1.618 |
1.2910 |
|
2.618 |
1.2776 |
|
4.250 |
1.2558 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3194 |
1.3164 |
| PP |
1.3183 |
1.3163 |
| S1 |
1.3171 |
1.3161 |
|