CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3205 |
1.3236 |
0.0031 |
0.2% |
1.2925 |
| High |
1.3279 |
1.3269 |
-0.0010 |
-0.1% |
1.3192 |
| Low |
1.3167 |
1.3173 |
0.0006 |
0.0% |
1.2872 |
| Close |
1.3235 |
1.3175 |
-0.0060 |
-0.5% |
1.3085 |
| Range |
0.0112 |
0.0096 |
-0.0016 |
-14.3% |
0.0320 |
| ATR |
0.0146 |
0.0142 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
68,809 |
56,190 |
-12,619 |
-18.3% |
435,417 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3494 |
1.3430 |
1.3228 |
|
| R3 |
1.3398 |
1.3334 |
1.3201 |
|
| R2 |
1.3302 |
1.3302 |
1.3193 |
|
| R1 |
1.3238 |
1.3238 |
1.3184 |
1.3222 |
| PP |
1.3206 |
1.3206 |
1.3206 |
1.3198 |
| S1 |
1.3142 |
1.3142 |
1.3166 |
1.3126 |
| S2 |
1.3110 |
1.3110 |
1.3157 |
|
| S3 |
1.3014 |
1.3046 |
1.3149 |
|
| S4 |
1.2918 |
1.2950 |
1.3122 |
|
|
| 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 |
1.3279 |
1.3029 |
0.0250 |
1.9% |
0.0116 |
0.9% |
58% |
False |
False |
69,054 |
| 10 |
1.3279 |
1.2872 |
0.0407 |
3.1% |
0.0121 |
0.9% |
74% |
False |
False |
76,682 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0127 |
1.0% |
59% |
False |
False |
81,633 |
| 40 |
1.3502 |
1.2806 |
0.0696 |
5.3% |
0.0164 |
1.2% |
53% |
False |
False |
100,826 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0198 |
1.5% |
17% |
False |
False |
115,314 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0177 |
1.3% |
17% |
False |
False |
86,773 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0163 |
1.2% |
17% |
False |
False |
69,438 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0153 |
1.2% |
17% |
False |
False |
57,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3677 |
|
2.618 |
1.3520 |
|
1.618 |
1.3424 |
|
1.000 |
1.3365 |
|
0.618 |
1.3328 |
|
HIGH |
1.3269 |
|
0.618 |
1.3232 |
|
0.500 |
1.3221 |
|
0.382 |
1.3210 |
|
LOW |
1.3173 |
|
0.618 |
1.3114 |
|
1.000 |
1.3077 |
|
1.618 |
1.3018 |
|
2.618 |
1.2922 |
|
4.250 |
1.2765 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3221 |
1.3207 |
| PP |
1.3206 |
1.3196 |
| S1 |
1.3190 |
1.3186 |
|