CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3004 |
1.3018 |
0.0014 |
0.1% |
1.3247 |
| High |
1.3104 |
1.3036 |
-0.0068 |
-0.5% |
1.3382 |
| Low |
1.2999 |
1.2943 |
-0.0056 |
-0.4% |
1.3028 |
| Close |
1.3020 |
1.2976 |
-0.0044 |
-0.3% |
1.3090 |
| Range |
0.0105 |
0.0093 |
-0.0012 |
-11.4% |
0.0354 |
| ATR |
0.0173 |
0.0167 |
-0.0006 |
-3.3% |
0.0000 |
| Volume |
74,777 |
65,310 |
-9,467 |
-12.7% |
491,616 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3264 |
1.3213 |
1.3027 |
|
| R3 |
1.3171 |
1.3120 |
1.3002 |
|
| R2 |
1.3078 |
1.3078 |
1.2993 |
|
| R1 |
1.3027 |
1.3027 |
1.2985 |
1.3006 |
| PP |
1.2985 |
1.2985 |
1.2985 |
1.2975 |
| S1 |
1.2934 |
1.2934 |
1.2967 |
1.2913 |
| S2 |
1.2892 |
1.2892 |
1.2959 |
|
| S3 |
1.2799 |
1.2841 |
1.2950 |
|
| S4 |
1.2706 |
1.2748 |
1.2925 |
|
|
| 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 |
1.3184 |
1.2943 |
0.0241 |
1.9% |
0.0102 |
0.8% |
14% |
False |
True |
73,444 |
| 10 |
1.3382 |
1.2943 |
0.0439 |
3.4% |
0.0132 |
1.0% |
8% |
False |
True |
86,585 |
| 20 |
1.3488 |
1.2943 |
0.0545 |
4.2% |
0.0149 |
1.2% |
6% |
False |
True |
91,685 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0229 |
1.8% |
8% |
False |
False |
131,045 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0201 |
1.5% |
8% |
False |
False |
102,877 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0176 |
1.4% |
8% |
False |
False |
77,200 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0163 |
1.3% |
8% |
False |
False |
61,774 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0148 |
1.1% |
8% |
False |
False |
51,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3431 |
|
2.618 |
1.3279 |
|
1.618 |
1.3186 |
|
1.000 |
1.3129 |
|
0.618 |
1.3093 |
|
HIGH |
1.3036 |
|
0.618 |
1.3000 |
|
0.500 |
1.2990 |
|
0.382 |
1.2979 |
|
LOW |
1.2943 |
|
0.618 |
1.2886 |
|
1.000 |
1.2850 |
|
1.618 |
1.2793 |
|
2.618 |
1.2700 |
|
4.250 |
1.2548 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2990 |
1.3024 |
| PP |
1.2985 |
1.3008 |
| S1 |
1.2981 |
1.2992 |
|