CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.3004 |
-0.0046 |
-0.4% |
1.3247 |
| High |
1.3052 |
1.3104 |
0.0052 |
0.4% |
1.3382 |
| Low |
1.2964 |
1.2999 |
0.0035 |
0.3% |
1.3028 |
| Close |
1.3009 |
1.3020 |
0.0011 |
0.1% |
1.3090 |
| Range |
0.0088 |
0.0105 |
0.0017 |
19.3% |
0.0354 |
| ATR |
0.0178 |
0.0173 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
75,170 |
74,777 |
-393 |
-0.5% |
491,616 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3293 |
1.3078 |
|
| R3 |
1.3251 |
1.3188 |
1.3049 |
|
| R2 |
1.3146 |
1.3146 |
1.3039 |
|
| R1 |
1.3083 |
1.3083 |
1.3030 |
1.3115 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3057 |
| S1 |
1.2978 |
1.2978 |
1.3010 |
1.3010 |
| S2 |
1.2936 |
1.2936 |
1.3001 |
|
| S3 |
1.2831 |
1.2873 |
1.2991 |
|
| S4 |
1.2726 |
1.2768 |
1.2962 |
|
|
| 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 |
1.3370 |
1.2964 |
0.0406 |
3.1% |
0.0135 |
1.0% |
14% |
False |
False |
93,679 |
| 10 |
1.3382 |
1.2964 |
0.0418 |
3.2% |
0.0136 |
1.0% |
13% |
False |
False |
87,782 |
| 20 |
1.3491 |
1.2964 |
0.0527 |
4.0% |
0.0163 |
1.3% |
11% |
False |
False |
98,287 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0229 |
1.8% |
10% |
False |
False |
132,415 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0201 |
1.5% |
10% |
False |
False |
101,793 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0176 |
1.4% |
10% |
False |
False |
76,385 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0163 |
1.2% |
10% |
False |
False |
61,124 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0148 |
1.1% |
10% |
False |
False |
50,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3550 |
|
2.618 |
1.3379 |
|
1.618 |
1.3274 |
|
1.000 |
1.3209 |
|
0.618 |
1.3169 |
|
HIGH |
1.3104 |
|
0.618 |
1.3064 |
|
0.500 |
1.3052 |
|
0.382 |
1.3039 |
|
LOW |
1.2999 |
|
0.618 |
1.2934 |
|
1.000 |
1.2894 |
|
1.618 |
1.2829 |
|
2.618 |
1.2724 |
|
4.250 |
1.2553 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3052 |
1.3035 |
| PP |
1.3041 |
1.3030 |
| S1 |
1.3031 |
1.3025 |
|