CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3192 |
1.3121 |
-0.0071 |
-0.5% |
1.3078 |
| High |
1.3285 |
1.3145 |
-0.0140 |
-1.1% |
1.3285 |
| Low |
1.3127 |
1.3065 |
-0.0062 |
-0.5% |
1.3040 |
| Close |
1.3131 |
1.3113 |
-0.0018 |
-0.1% |
1.3131 |
| Range |
0.0158 |
0.0080 |
-0.0078 |
-49.4% |
0.0245 |
| ATR |
0.0143 |
0.0139 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
104,456 |
42,238 |
-62,218 |
-59.6% |
362,149 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3348 |
1.3310 |
1.3157 |
|
| R3 |
1.3268 |
1.3230 |
1.3135 |
|
| R2 |
1.3188 |
1.3188 |
1.3128 |
|
| R1 |
1.3150 |
1.3150 |
1.3120 |
1.3129 |
| PP |
1.3108 |
1.3108 |
1.3108 |
1.3097 |
| S1 |
1.3070 |
1.3070 |
1.3106 |
1.3049 |
| S2 |
1.3028 |
1.3028 |
1.3098 |
|
| S3 |
1.2948 |
1.2990 |
1.3091 |
|
| S4 |
1.2868 |
1.2910 |
1.3069 |
|
|
| 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 |
1.3065 |
0.0220 |
1.7% |
0.0106 |
0.8% |
22% |
False |
True |
67,796 |
| 10 |
1.3285 |
1.2886 |
0.0399 |
3.0% |
0.0124 |
0.9% |
57% |
False |
False |
78,591 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0125 |
1.0% |
47% |
False |
False |
80,368 |
| 40 |
1.3491 |
1.2806 |
0.0685 |
5.2% |
0.0160 |
1.2% |
45% |
False |
False |
97,384 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0198 |
1.5% |
14% |
False |
False |
117,520 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0178 |
1.4% |
14% |
False |
False |
88,605 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0163 |
1.2% |
14% |
False |
False |
70,904 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0155 |
1.2% |
14% |
False |
False |
59,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3485 |
|
2.618 |
1.3354 |
|
1.618 |
1.3274 |
|
1.000 |
1.3225 |
|
0.618 |
1.3194 |
|
HIGH |
1.3145 |
|
0.618 |
1.3114 |
|
0.500 |
1.3105 |
|
0.382 |
1.3096 |
|
LOW |
1.3065 |
|
0.618 |
1.3016 |
|
1.000 |
1.2985 |
|
1.618 |
1.2936 |
|
2.618 |
1.2856 |
|
4.250 |
1.2725 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3110 |
1.3175 |
| PP |
1.3108 |
1.3154 |
| S1 |
1.3105 |
1.3134 |
|