CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3328 |
1.3125 |
-0.0203 |
-1.5% |
1.3247 |
| High |
1.3370 |
1.3184 |
-0.0186 |
-1.4% |
1.3382 |
| Low |
1.3111 |
1.3028 |
-0.0083 |
-0.6% |
1.3028 |
| Close |
1.3124 |
1.3090 |
-0.0034 |
-0.3% |
1.3090 |
| Range |
0.0259 |
0.0156 |
-0.0103 |
-39.8% |
0.0354 |
| ATR |
0.0197 |
0.0194 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
166,483 |
104,024 |
-62,459 |
-37.5% |
491,616 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3569 |
1.3485 |
1.3176 |
|
| R3 |
1.3413 |
1.3329 |
1.3133 |
|
| R2 |
1.3257 |
1.3257 |
1.3119 |
|
| R1 |
1.3173 |
1.3173 |
1.3104 |
1.3137 |
| PP |
1.3101 |
1.3101 |
1.3101 |
1.3083 |
| S1 |
1.3017 |
1.3017 |
1.3076 |
1.2981 |
| S2 |
1.2945 |
1.2945 |
1.3061 |
|
| S3 |
1.2789 |
1.2861 |
1.3047 |
|
| S4 |
1.2633 |
1.2705 |
1.3004 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4229 |
1.4013 |
1.3285 |
|
| R3 |
1.3875 |
1.3659 |
1.3187 |
|
| R2 |
1.3521 |
1.3521 |
1.3155 |
|
| R1 |
1.3305 |
1.3305 |
1.3122 |
1.3236 |
| PP |
1.3167 |
1.3167 |
1.3167 |
1.3132 |
| S1 |
1.2951 |
1.2951 |
1.3058 |
1.2882 |
| S2 |
1.2813 |
1.2813 |
1.3025 |
|
| S3 |
1.2459 |
1.2597 |
1.2993 |
|
| S4 |
1.2105 |
1.2243 |
1.2895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3382 |
1.3028 |
0.0354 |
2.7% |
0.0163 |
1.2% |
18% |
False |
True |
98,323 |
| 10 |
1.3382 |
1.3028 |
0.0354 |
2.7% |
0.0146 |
1.1% |
18% |
False |
True |
92,343 |
| 20 |
1.3491 |
1.2860 |
0.0631 |
4.8% |
0.0185 |
1.4% |
36% |
False |
False |
109,254 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0239 |
1.8% |
13% |
False |
False |
140,799 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0201 |
1.5% |
13% |
False |
False |
98,514 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0176 |
1.3% |
13% |
False |
False |
73,913 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0165 |
1.3% |
13% |
False |
False |
59,151 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0147 |
1.1% |
13% |
False |
False |
49,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3847 |
|
2.618 |
1.3592 |
|
1.618 |
1.3436 |
|
1.000 |
1.3340 |
|
0.618 |
1.3280 |
|
HIGH |
1.3184 |
|
0.618 |
1.3124 |
|
0.500 |
1.3106 |
|
0.382 |
1.3088 |
|
LOW |
1.3028 |
|
0.618 |
1.2932 |
|
1.000 |
1.2872 |
|
1.618 |
1.2776 |
|
2.618 |
1.2620 |
|
4.250 |
1.2365 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3205 |
| PP |
1.3101 |
1.3167 |
| S1 |
1.3095 |
1.3128 |
|