CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3048 |
1.3166 |
0.0118 |
0.9% |
1.2925 |
| High |
1.3179 |
1.3192 |
0.0013 |
0.1% |
1.3192 |
| Low |
1.3044 |
1.3029 |
-0.0015 |
-0.1% |
1.2872 |
| Close |
1.3154 |
1.3085 |
-0.0069 |
-0.5% |
1.3085 |
| Range |
0.0135 |
0.0163 |
0.0028 |
20.7% |
0.0320 |
| ATR |
0.0155 |
0.0156 |
0.0001 |
0.4% |
0.0000 |
| Volume |
101,765 |
87,580 |
-14,185 |
-13.9% |
435,417 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3591 |
1.3501 |
1.3175 |
|
| R3 |
1.3428 |
1.3338 |
1.3130 |
|
| R2 |
1.3265 |
1.3265 |
1.3115 |
|
| R1 |
1.3175 |
1.3175 |
1.3100 |
1.3139 |
| PP |
1.3102 |
1.3102 |
1.3102 |
1.3084 |
| S1 |
1.3012 |
1.3012 |
1.3070 |
1.2976 |
| S2 |
1.2939 |
1.2939 |
1.3055 |
|
| S3 |
1.2776 |
1.2849 |
1.3040 |
|
| S4 |
1.2613 |
1.2686 |
1.2995 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4010 |
1.3867 |
1.3261 |
|
| R3 |
1.3690 |
1.3547 |
1.3173 |
|
| R2 |
1.3370 |
1.3370 |
1.3144 |
|
| R1 |
1.3227 |
1.3227 |
1.3114 |
1.3299 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3085 |
| S1 |
1.2907 |
1.2907 |
1.3056 |
1.2979 |
| S2 |
1.2730 |
1.2730 |
1.3026 |
|
| S3 |
1.2410 |
1.2587 |
1.2997 |
|
| S4 |
1.2090 |
1.2267 |
1.2909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3192 |
1.2872 |
0.0320 |
2.4% |
0.0133 |
1.0% |
67% |
True |
False |
87,083 |
| 10 |
1.3192 |
1.2872 |
0.0320 |
2.4% |
0.0115 |
0.9% |
67% |
True |
False |
77,233 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0130 |
1.0% |
42% |
False |
False |
84,788 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0218 |
1.7% |
13% |
False |
False |
119,727 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0201 |
1.5% |
13% |
False |
False |
111,149 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0177 |
1.4% |
13% |
False |
False |
83,557 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0163 |
1.2% |
13% |
False |
False |
66,863 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0153 |
1.2% |
13% |
False |
False |
55,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3885 |
|
2.618 |
1.3619 |
|
1.618 |
1.3456 |
|
1.000 |
1.3355 |
|
0.618 |
1.3293 |
|
HIGH |
1.3192 |
|
0.618 |
1.3130 |
|
0.500 |
1.3111 |
|
0.382 |
1.3091 |
|
LOW |
1.3029 |
|
0.618 |
1.2928 |
|
1.000 |
1.2866 |
|
1.618 |
1.2765 |
|
2.618 |
1.2602 |
|
4.250 |
1.2336 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3111 |
1.3088 |
| PP |
1.3102 |
1.3087 |
| S1 |
1.3094 |
1.3086 |
|