CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3168 |
1.3247 |
0.0079 |
0.6% |
1.3131 |
| High |
1.3312 |
1.3282 |
-0.0030 |
-0.2% |
1.3312 |
| Low |
1.3160 |
1.3172 |
0.0012 |
0.1% |
1.3067 |
| Close |
1.3247 |
1.3200 |
-0.0047 |
-0.4% |
1.3247 |
| Range |
0.0152 |
0.0110 |
-0.0042 |
-27.6% |
0.0245 |
| ATR |
0.0207 |
0.0200 |
-0.0007 |
-3.3% |
0.0000 |
| Volume |
111,035 |
60,969 |
-50,066 |
-45.1% |
431,822 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3484 |
1.3261 |
|
| R3 |
1.3438 |
1.3374 |
1.3230 |
|
| R2 |
1.3328 |
1.3328 |
1.3220 |
|
| R1 |
1.3264 |
1.3264 |
1.3210 |
1.3241 |
| PP |
1.3218 |
1.3218 |
1.3218 |
1.3207 |
| S1 |
1.3154 |
1.3154 |
1.3190 |
1.3131 |
| S2 |
1.3108 |
1.3108 |
1.3180 |
|
| S3 |
1.2998 |
1.3044 |
1.3170 |
|
| S4 |
1.2888 |
1.2934 |
1.3140 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3944 |
1.3840 |
1.3382 |
|
| R3 |
1.3699 |
1.3595 |
1.3314 |
|
| R2 |
1.3454 |
1.3454 |
1.3292 |
|
| R1 |
1.3350 |
1.3350 |
1.3269 |
1.3402 |
| PP |
1.3209 |
1.3209 |
1.3209 |
1.3235 |
| S1 |
1.3105 |
1.3105 |
1.3225 |
1.3157 |
| S2 |
1.2964 |
1.2964 |
1.3202 |
|
| S3 |
1.2719 |
1.2860 |
1.3180 |
|
| S4 |
1.2474 |
1.2615 |
1.3112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3312 |
1.3067 |
0.0245 |
1.9% |
0.0137 |
1.0% |
54% |
False |
False |
87,004 |
| 10 |
1.3312 |
1.3067 |
0.0245 |
1.9% |
0.0145 |
1.1% |
54% |
False |
False |
91,174 |
| 20 |
1.3491 |
1.2806 |
0.0685 |
5.2% |
0.0194 |
1.5% |
58% |
False |
False |
114,401 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0235 |
1.8% |
18% |
False |
False |
136,097 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0195 |
1.5% |
18% |
False |
False |
91,351 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0172 |
1.3% |
18% |
False |
False |
68,538 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0161 |
1.2% |
18% |
False |
False |
54,846 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0142 |
1.1% |
18% |
False |
False |
45,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3750 |
|
2.618 |
1.3570 |
|
1.618 |
1.3460 |
|
1.000 |
1.3392 |
|
0.618 |
1.3350 |
|
HIGH |
1.3282 |
|
0.618 |
1.3240 |
|
0.500 |
1.3227 |
|
0.382 |
1.3214 |
|
LOW |
1.3172 |
|
0.618 |
1.3104 |
|
1.000 |
1.3062 |
|
1.618 |
1.2994 |
|
2.618 |
1.2884 |
|
4.250 |
1.2705 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3227 |
1.3220 |
| PP |
1.3218 |
1.3213 |
| S1 |
1.3209 |
1.3207 |
|