CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3125 |
1.3084 |
-0.0041 |
-0.3% |
1.3247 |
| High |
1.3184 |
1.3105 |
-0.0079 |
-0.6% |
1.3382 |
| Low |
1.3028 |
1.3036 |
0.0008 |
0.1% |
1.3028 |
| Close |
1.3090 |
1.3047 |
-0.0043 |
-0.3% |
1.3090 |
| Range |
0.0156 |
0.0069 |
-0.0087 |
-55.8% |
0.0354 |
| ATR |
0.0194 |
0.0185 |
-0.0009 |
-4.6% |
0.0000 |
| Volume |
104,024 |
47,943 |
-56,081 |
-53.9% |
491,616 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3270 |
1.3227 |
1.3085 |
|
| R3 |
1.3201 |
1.3158 |
1.3066 |
|
| R2 |
1.3132 |
1.3132 |
1.3060 |
|
| R1 |
1.3089 |
1.3089 |
1.3053 |
1.3076 |
| PP |
1.3063 |
1.3063 |
1.3063 |
1.3056 |
| S1 |
1.3020 |
1.3020 |
1.3041 |
1.3007 |
| S2 |
1.2994 |
1.2994 |
1.3034 |
|
| S3 |
1.2925 |
1.2951 |
1.3028 |
|
| S4 |
1.2856 |
1.2882 |
1.3009 |
|
|
| 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% |
0.0154 |
1.2% |
5% |
False |
False |
95,718 |
| 10 |
1.3382 |
1.3028 |
0.0354 |
2.7% |
0.0146 |
1.1% |
5% |
False |
False |
91,361 |
| 20 |
1.3491 |
1.2983 |
0.0508 |
3.9% |
0.0180 |
1.4% |
13% |
False |
False |
105,338 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0233 |
1.8% |
11% |
False |
False |
137,630 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0201 |
1.5% |
11% |
False |
False |
99,310 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0176 |
1.4% |
11% |
False |
False |
74,512 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0163 |
1.3% |
11% |
False |
False |
59,627 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0147 |
1.1% |
11% |
False |
False |
49,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3286 |
|
1.618 |
1.3217 |
|
1.000 |
1.3174 |
|
0.618 |
1.3148 |
|
HIGH |
1.3105 |
|
0.618 |
1.3079 |
|
0.500 |
1.3071 |
|
0.382 |
1.3062 |
|
LOW |
1.3036 |
|
0.618 |
1.2993 |
|
1.000 |
1.2967 |
|
1.618 |
1.2924 |
|
2.618 |
1.2855 |
|
4.250 |
1.2743 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3071 |
1.3199 |
| PP |
1.3063 |
1.3148 |
| S1 |
1.3055 |
1.3098 |
|