CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3121 |
1.3109 |
-0.0012 |
-0.1% |
1.3078 |
| High |
1.3145 |
1.3125 |
-0.0020 |
-0.2% |
1.3285 |
| Low |
1.3065 |
1.3064 |
-0.0001 |
0.0% |
1.3040 |
| Close |
1.3113 |
1.3088 |
-0.0025 |
-0.2% |
1.3131 |
| Range |
0.0080 |
0.0061 |
-0.0019 |
-23.8% |
0.0245 |
| ATR |
0.0139 |
0.0133 |
-0.0006 |
-4.0% |
0.0000 |
| Volume |
42,238 |
66,694 |
24,456 |
57.9% |
362,149 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3275 |
1.3243 |
1.3122 |
|
| R3 |
1.3214 |
1.3182 |
1.3105 |
|
| R2 |
1.3153 |
1.3153 |
1.3099 |
|
| R1 |
1.3121 |
1.3121 |
1.3094 |
1.3107 |
| PP |
1.3092 |
1.3092 |
1.3092 |
1.3085 |
| S1 |
1.3060 |
1.3060 |
1.3082 |
1.3046 |
| S2 |
1.3031 |
1.3031 |
1.3077 |
|
| S3 |
1.2970 |
1.2999 |
1.3071 |
|
| S4 |
1.2909 |
1.2938 |
1.3054 |
|
|
| 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 |
1.3064 |
0.0221 |
1.7% |
0.0101 |
0.8% |
11% |
False |
True |
67,677 |
| 10 |
1.3285 |
1.2983 |
0.0302 |
2.3% |
0.0112 |
0.9% |
35% |
False |
False |
74,673 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0119 |
0.9% |
42% |
False |
False |
78,954 |
| 40 |
1.3491 |
1.2806 |
0.0685 |
5.2% |
0.0153 |
1.2% |
41% |
False |
False |
94,727 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0197 |
1.5% |
13% |
False |
False |
118,172 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0177 |
1.4% |
13% |
False |
False |
89,439 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0163 |
1.2% |
13% |
False |
False |
71,571 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0155 |
1.2% |
13% |
False |
False |
59,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3384 |
|
2.618 |
1.3285 |
|
1.618 |
1.3224 |
|
1.000 |
1.3186 |
|
0.618 |
1.3163 |
|
HIGH |
1.3125 |
|
0.618 |
1.3102 |
|
0.500 |
1.3095 |
|
0.382 |
1.3087 |
|
LOW |
1.3064 |
|
0.618 |
1.3026 |
|
1.000 |
1.3003 |
|
1.618 |
1.2965 |
|
2.618 |
1.2904 |
|
4.250 |
1.2805 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3095 |
1.3175 |
| PP |
1.3092 |
1.3146 |
| S1 |
1.3090 |
1.3117 |
|