CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3187 |
1.3364 |
0.0177 |
1.3% |
1.3131 |
| High |
1.3376 |
1.3382 |
0.0006 |
0.0% |
1.3312 |
| Low |
1.3181 |
1.3289 |
0.0108 |
0.8% |
1.3067 |
| Close |
1.3357 |
1.3325 |
-0.0032 |
-0.2% |
1.3247 |
| Range |
0.0195 |
0.0093 |
-0.0102 |
-52.3% |
0.0245 |
| ATR |
0.0199 |
0.0192 |
-0.0008 |
-3.8% |
0.0000 |
| Volume |
94,976 |
65,164 |
-29,812 |
-31.4% |
431,822 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3611 |
1.3561 |
1.3376 |
|
| R3 |
1.3518 |
1.3468 |
1.3351 |
|
| R2 |
1.3425 |
1.3425 |
1.3342 |
|
| R1 |
1.3375 |
1.3375 |
1.3334 |
1.3354 |
| PP |
1.3332 |
1.3332 |
1.3332 |
1.3321 |
| S1 |
1.3282 |
1.3282 |
1.3316 |
1.3261 |
| S2 |
1.3239 |
1.3239 |
1.3308 |
|
| S3 |
1.3146 |
1.3189 |
1.3299 |
|
| S4 |
1.3053 |
1.3096 |
1.3274 |
|
|
| 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 |
1.3382 |
1.3127 |
0.0255 |
1.9% |
0.0137 |
1.0% |
78% |
True |
False |
81,884 |
| 10 |
1.3382 |
1.3067 |
0.0315 |
2.4% |
0.0137 |
1.0% |
82% |
True |
False |
85,958 |
| 20 |
1.3491 |
1.2860 |
0.0631 |
4.7% |
0.0180 |
1.4% |
74% |
False |
False |
106,215 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0233 |
1.7% |
24% |
False |
False |
138,137 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0196 |
1.5% |
24% |
False |
False |
94,018 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0173 |
1.3% |
24% |
False |
False |
70,539 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0162 |
1.2% |
24% |
False |
False |
56,447 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0143 |
1.1% |
24% |
False |
False |
47,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3777 |
|
2.618 |
1.3625 |
|
1.618 |
1.3532 |
|
1.000 |
1.3475 |
|
0.618 |
1.3439 |
|
HIGH |
1.3382 |
|
0.618 |
1.3346 |
|
0.500 |
1.3336 |
|
0.382 |
1.3325 |
|
LOW |
1.3289 |
|
0.618 |
1.3232 |
|
1.000 |
1.3196 |
|
1.618 |
1.3139 |
|
2.618 |
1.3046 |
|
4.250 |
1.2894 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3336 |
1.3309 |
| PP |
1.3332 |
1.3293 |
| S1 |
1.3329 |
1.3277 |
|