CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3236 |
1.3192 |
-0.0044 |
-0.3% |
1.3078 |
| High |
1.3269 |
1.3285 |
0.0016 |
0.1% |
1.3285 |
| Low |
1.3173 |
1.3127 |
-0.0046 |
-0.3% |
1.3040 |
| Close |
1.3175 |
1.3131 |
-0.0044 |
-0.3% |
1.3131 |
| Range |
0.0096 |
0.0158 |
0.0062 |
64.6% |
0.0245 |
| ATR |
0.0142 |
0.0143 |
0.0001 |
0.8% |
0.0000 |
| Volume |
56,190 |
104,456 |
48,266 |
85.9% |
362,149 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3655 |
1.3551 |
1.3218 |
|
| R3 |
1.3497 |
1.3393 |
1.3174 |
|
| R2 |
1.3339 |
1.3339 |
1.3160 |
|
| R1 |
1.3235 |
1.3235 |
1.3145 |
1.3208 |
| PP |
1.3181 |
1.3181 |
1.3181 |
1.3168 |
| S1 |
1.3077 |
1.3077 |
1.3117 |
1.3050 |
| S2 |
1.3023 |
1.3023 |
1.3102 |
|
| S3 |
1.2865 |
1.2919 |
1.3088 |
|
| S4 |
1.2707 |
1.2761 |
1.3044 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3887 |
1.3754 |
1.3266 |
|
| R3 |
1.3642 |
1.3509 |
1.3198 |
|
| R2 |
1.3397 |
1.3397 |
1.3176 |
|
| R1 |
1.3264 |
1.3264 |
1.3153 |
1.3331 |
| PP |
1.3152 |
1.3152 |
1.3152 |
1.3185 |
| S1 |
1.3019 |
1.3019 |
1.3109 |
1.3086 |
| S2 |
1.2907 |
1.2907 |
1.3086 |
|
| S3 |
1.2662 |
1.2774 |
1.3064 |
|
| S4 |
1.2417 |
1.2529 |
1.2996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3285 |
1.3040 |
0.0245 |
1.9% |
0.0115 |
0.9% |
37% |
True |
False |
72,429 |
| 10 |
1.3285 |
1.2872 |
0.0413 |
3.1% |
0.0124 |
0.9% |
63% |
True |
False |
79,756 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0127 |
1.0% |
51% |
False |
False |
81,304 |
| 40 |
1.3491 |
1.2806 |
0.0685 |
5.2% |
0.0160 |
1.2% |
47% |
False |
False |
98,876 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0200 |
1.5% |
15% |
False |
False |
117,023 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0177 |
1.4% |
15% |
False |
False |
88,077 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0163 |
1.2% |
15% |
False |
False |
70,482 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0154 |
1.2% |
15% |
False |
False |
58,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3957 |
|
2.618 |
1.3699 |
|
1.618 |
1.3541 |
|
1.000 |
1.3443 |
|
0.618 |
1.3383 |
|
HIGH |
1.3285 |
|
0.618 |
1.3225 |
|
0.500 |
1.3206 |
|
0.382 |
1.3187 |
|
LOW |
1.3127 |
|
0.618 |
1.3029 |
|
1.000 |
1.2969 |
|
1.618 |
1.2871 |
|
2.618 |
1.2713 |
|
4.250 |
1.2456 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3206 |
1.3206 |
| PP |
1.3181 |
1.3181 |
| S1 |
1.3156 |
1.3156 |
|