CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3109 |
1.3083 |
-0.0026 |
-0.2% |
1.3078 |
| High |
1.3125 |
1.3162 |
0.0037 |
0.3% |
1.3285 |
| Low |
1.3064 |
1.3067 |
0.0003 |
0.0% |
1.3040 |
| Close |
1.3088 |
1.3130 |
0.0042 |
0.3% |
1.3131 |
| Range |
0.0061 |
0.0095 |
0.0034 |
55.7% |
0.0245 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
66,694 |
96,365 |
29,671 |
44.5% |
362,149 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3405 |
1.3362 |
1.3182 |
|
| R3 |
1.3310 |
1.3267 |
1.3156 |
|
| R2 |
1.3215 |
1.3215 |
1.3147 |
|
| R1 |
1.3172 |
1.3172 |
1.3139 |
1.3194 |
| PP |
1.3120 |
1.3120 |
1.3120 |
1.3130 |
| S1 |
1.3077 |
1.3077 |
1.3121 |
1.3099 |
| S2 |
1.3025 |
1.3025 |
1.3113 |
|
| S3 |
1.2930 |
1.2982 |
1.3104 |
|
| S4 |
1.2835 |
1.2887 |
1.3078 |
|
|
| 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% |
0.0098 |
0.7% |
30% |
False |
False |
73,188 |
| 10 |
1.3285 |
1.3029 |
0.0256 |
1.9% |
0.0111 |
0.8% |
39% |
False |
False |
75,679 |
| 20 |
1.3370 |
1.2872 |
0.0498 |
3.8% |
0.0119 |
0.9% |
52% |
False |
False |
80,514 |
| 40 |
1.3491 |
1.2860 |
0.0631 |
4.8% |
0.0149 |
1.1% |
43% |
False |
False |
93,364 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0195 |
1.5% |
15% |
False |
False |
118,930 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0177 |
1.3% |
15% |
False |
False |
90,642 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0162 |
1.2% |
15% |
False |
False |
72,534 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0155 |
1.2% |
15% |
False |
False |
60,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3566 |
|
2.618 |
1.3411 |
|
1.618 |
1.3316 |
|
1.000 |
1.3257 |
|
0.618 |
1.3221 |
|
HIGH |
1.3162 |
|
0.618 |
1.3126 |
|
0.500 |
1.3115 |
|
0.382 |
1.3103 |
|
LOW |
1.3067 |
|
0.618 |
1.3008 |
|
1.000 |
1.2972 |
|
1.618 |
1.2913 |
|
2.618 |
1.2818 |
|
4.250 |
1.2663 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3125 |
1.3124 |
| PP |
1.3120 |
1.3119 |
| S1 |
1.3115 |
1.3113 |
|