CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3084 |
1.3050 |
-0.0034 |
-0.3% |
1.3247 |
| High |
1.3105 |
1.3052 |
-0.0053 |
-0.4% |
1.3382 |
| Low |
1.3036 |
1.2964 |
-0.0072 |
-0.6% |
1.3028 |
| Close |
1.3047 |
1.3009 |
-0.0038 |
-0.3% |
1.3090 |
| Range |
0.0069 |
0.0088 |
0.0019 |
27.5% |
0.0354 |
| ATR |
0.0185 |
0.0178 |
-0.0007 |
-3.7% |
0.0000 |
| Volume |
47,943 |
75,170 |
27,227 |
56.8% |
491,616 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3272 |
1.3229 |
1.3057 |
|
| R3 |
1.3184 |
1.3141 |
1.3033 |
|
| R2 |
1.3096 |
1.3096 |
1.3025 |
|
| R1 |
1.3053 |
1.3053 |
1.3017 |
1.3031 |
| PP |
1.3008 |
1.3008 |
1.3008 |
1.2997 |
| S1 |
1.2965 |
1.2965 |
1.3001 |
1.2943 |
| S2 |
1.2920 |
1.2920 |
1.2993 |
|
| S3 |
1.2832 |
1.2877 |
1.2985 |
|
| S4 |
1.2744 |
1.2789 |
1.2961 |
|
|
| 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 |
1.2964 |
0.0418 |
3.2% |
0.0133 |
1.0% |
11% |
False |
True |
91,756 |
| 10 |
1.3382 |
1.2964 |
0.0418 |
3.2% |
0.0142 |
1.1% |
11% |
False |
True |
89,488 |
| 20 |
1.3491 |
1.2964 |
0.0527 |
4.1% |
0.0169 |
1.3% |
9% |
False |
True |
101,235 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0230 |
1.8% |
9% |
False |
False |
134,128 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0200 |
1.5% |
9% |
False |
False |
100,551 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0176 |
1.4% |
9% |
False |
False |
75,451 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0162 |
1.2% |
9% |
False |
False |
60,376 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0147 |
1.1% |
9% |
False |
False |
50,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3426 |
|
2.618 |
1.3282 |
|
1.618 |
1.3194 |
|
1.000 |
1.3140 |
|
0.618 |
1.3106 |
|
HIGH |
1.3052 |
|
0.618 |
1.3018 |
|
0.500 |
1.3008 |
|
0.382 |
1.2998 |
|
LOW |
1.2964 |
|
0.618 |
1.2910 |
|
1.000 |
1.2876 |
|
1.618 |
1.2822 |
|
2.618 |
1.2734 |
|
4.250 |
1.2590 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3009 |
1.3074 |
| PP |
1.3008 |
1.3052 |
| S1 |
1.3008 |
1.3031 |
|