CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3078 |
1.3143 |
0.0065 |
0.5% |
1.2925 |
| High |
1.3164 |
1.3218 |
0.0054 |
0.4% |
1.3192 |
| Low |
1.3040 |
1.3135 |
0.0095 |
0.7% |
1.2872 |
| Close |
1.3141 |
1.3199 |
0.0058 |
0.4% |
1.3085 |
| Range |
0.0124 |
0.0083 |
-0.0041 |
-33.1% |
0.0320 |
| ATR |
0.0153 |
0.0148 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
65,407 |
67,287 |
1,880 |
2.9% |
435,417 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3433 |
1.3399 |
1.3245 |
|
| R3 |
1.3350 |
1.3316 |
1.3222 |
|
| R2 |
1.3267 |
1.3267 |
1.3214 |
|
| R1 |
1.3233 |
1.3233 |
1.3207 |
1.3250 |
| PP |
1.3184 |
1.3184 |
1.3184 |
1.3193 |
| S1 |
1.3150 |
1.3150 |
1.3191 |
1.3167 |
| S2 |
1.3101 |
1.3101 |
1.3184 |
|
| S3 |
1.3018 |
1.3067 |
1.3176 |
|
| S4 |
1.2935 |
1.2984 |
1.3153 |
|
|
| 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 |
1.3218 |
1.2983 |
0.0235 |
1.8% |
0.0123 |
0.9% |
92% |
True |
False |
81,670 |
| 10 |
1.3218 |
1.2872 |
0.0346 |
2.6% |
0.0120 |
0.9% |
95% |
True |
False |
78,191 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0131 |
1.0% |
64% |
False |
False |
83,840 |
| 40 |
1.3540 |
1.2806 |
0.0734 |
5.6% |
0.0170 |
1.3% |
54% |
False |
False |
104,683 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0201 |
1.5% |
18% |
False |
False |
113,308 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0178 |
1.3% |
18% |
False |
False |
85,213 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0163 |
1.2% |
18% |
False |
False |
68,189 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0153 |
1.2% |
18% |
False |
False |
56,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3571 |
|
2.618 |
1.3435 |
|
1.618 |
1.3352 |
|
1.000 |
1.3301 |
|
0.618 |
1.3269 |
|
HIGH |
1.3218 |
|
0.618 |
1.3186 |
|
0.500 |
1.3177 |
|
0.382 |
1.3167 |
|
LOW |
1.3135 |
|
0.618 |
1.3084 |
|
1.000 |
1.3052 |
|
1.618 |
1.3001 |
|
2.618 |
1.2918 |
|
4.250 |
1.2782 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3192 |
1.3174 |
| PP |
1.3184 |
1.3149 |
| S1 |
1.3177 |
1.3124 |
|