CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2886 |
1.3051 |
0.0165 |
1.3% |
1.3084 |
| High |
1.3059 |
1.3094 |
0.0035 |
0.3% |
1.3105 |
| Low |
1.2886 |
1.2983 |
0.0097 |
0.8% |
1.2910 |
| Close |
1.3043 |
1.3050 |
0.0007 |
0.1% |
1.2924 |
| Range |
0.0173 |
0.0111 |
-0.0062 |
-35.8% |
0.0195 |
| ATR |
0.0160 |
0.0157 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
105,872 |
86,311 |
-19,561 |
-18.5% |
336,917 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3375 |
1.3324 |
1.3111 |
|
| R3 |
1.3264 |
1.3213 |
1.3081 |
|
| R2 |
1.3153 |
1.3153 |
1.3070 |
|
| R1 |
1.3102 |
1.3102 |
1.3060 |
1.3072 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3028 |
| S1 |
1.2991 |
1.2991 |
1.3040 |
1.2961 |
| S2 |
1.2931 |
1.2931 |
1.3030 |
|
| S3 |
1.2820 |
1.2880 |
1.3019 |
|
| S4 |
1.2709 |
1.2769 |
1.2989 |
|
|
| 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 |
1.3094 |
1.2872 |
0.0222 |
1.7% |
0.0118 |
0.9% |
80% |
True |
False |
77,019 |
| 10 |
1.3370 |
1.2872 |
0.0498 |
3.8% |
0.0127 |
1.0% |
36% |
False |
False |
85,349 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0132 |
1.0% |
35% |
False |
False |
85,653 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0219 |
1.7% |
11% |
False |
False |
123,085 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0200 |
1.5% |
11% |
False |
False |
108,018 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0177 |
1.4% |
11% |
False |
False |
81,193 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0163 |
1.2% |
11% |
False |
False |
64,970 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0150 |
1.2% |
11% |
False |
False |
54,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3566 |
|
2.618 |
1.3385 |
|
1.618 |
1.3274 |
|
1.000 |
1.3205 |
|
0.618 |
1.3163 |
|
HIGH |
1.3094 |
|
0.618 |
1.3052 |
|
0.500 |
1.3039 |
|
0.382 |
1.3025 |
|
LOW |
1.2983 |
|
0.618 |
1.2914 |
|
1.000 |
1.2872 |
|
1.618 |
1.2803 |
|
2.618 |
1.2692 |
|
4.250 |
1.2511 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3046 |
1.3028 |
| PP |
1.3042 |
1.3005 |
| S1 |
1.3039 |
1.2983 |
|