CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2925 |
1.2886 |
-0.0039 |
-0.3% |
1.3084 |
| High |
1.2953 |
1.3059 |
0.0106 |
0.8% |
1.3105 |
| Low |
1.2872 |
1.2886 |
0.0014 |
0.1% |
1.2910 |
| Close |
1.2880 |
1.3043 |
0.0163 |
1.3% |
1.2924 |
| Range |
0.0081 |
0.0173 |
0.0092 |
113.6% |
0.0195 |
| ATR |
0.0159 |
0.0160 |
0.0001 |
0.9% |
0.0000 |
| Volume |
53,889 |
105,872 |
51,983 |
96.5% |
336,917 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3452 |
1.3138 |
|
| R3 |
1.3342 |
1.3279 |
1.3091 |
|
| R2 |
1.3169 |
1.3169 |
1.3075 |
|
| R1 |
1.3106 |
1.3106 |
1.3059 |
1.3138 |
| PP |
1.2996 |
1.2996 |
1.2996 |
1.3012 |
| S1 |
1.2933 |
1.2933 |
1.3027 |
1.2965 |
| S2 |
1.2823 |
1.2823 |
1.3011 |
|
| S3 |
1.2650 |
1.2760 |
1.2995 |
|
| S4 |
1.2477 |
1.2587 |
1.2948 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3439 |
1.3031 |
|
| R3 |
1.3370 |
1.3244 |
1.2978 |
|
| R2 |
1.3175 |
1.3175 |
1.2960 |
|
| R1 |
1.3049 |
1.3049 |
1.2942 |
1.3015 |
| PP |
1.2980 |
1.2980 |
1.2980 |
1.2962 |
| S1 |
1.2854 |
1.2854 |
1.2906 |
1.2820 |
| S2 |
1.2785 |
1.2785 |
1.2888 |
|
| S3 |
1.2590 |
1.2659 |
1.2870 |
|
| S4 |
1.2395 |
1.2464 |
1.2817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3104 |
1.2872 |
0.0232 |
1.8% |
0.0117 |
0.9% |
74% |
False |
False |
74,713 |
| 10 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0125 |
1.0% |
34% |
False |
False |
83,234 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0135 |
1.0% |
34% |
False |
False |
86,227 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0221 |
1.7% |
11% |
False |
False |
125,073 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0200 |
1.5% |
11% |
False |
False |
106,589 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0177 |
1.4% |
11% |
False |
False |
80,115 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0163 |
1.2% |
11% |
False |
False |
64,107 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0151 |
1.2% |
11% |
False |
False |
53,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3794 |
|
2.618 |
1.3512 |
|
1.618 |
1.3339 |
|
1.000 |
1.3232 |
|
0.618 |
1.3166 |
|
HIGH |
1.3059 |
|
0.618 |
1.2993 |
|
0.500 |
1.2973 |
|
0.382 |
1.2952 |
|
LOW |
1.2886 |
|
0.618 |
1.2779 |
|
1.000 |
1.2713 |
|
1.618 |
1.2606 |
|
2.618 |
1.2433 |
|
4.250 |
1.2151 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.3017 |
| PP |
1.2996 |
1.2991 |
| S1 |
1.2973 |
1.2966 |
|