CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3083 |
1.3142 |
0.0059 |
0.5% |
1.3078 |
| High |
1.3162 |
1.3321 |
0.0159 |
1.2% |
1.3285 |
| Low |
1.3067 |
1.3131 |
0.0064 |
0.5% |
1.3040 |
| Close |
1.3130 |
1.3274 |
0.0144 |
1.1% |
1.3131 |
| Range |
0.0095 |
0.0190 |
0.0095 |
100.0% |
0.0245 |
| ATR |
0.0130 |
0.0135 |
0.0004 |
3.3% |
0.0000 |
| Volume |
96,365 |
137,503 |
41,138 |
42.7% |
362,149 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3812 |
1.3733 |
1.3379 |
|
| R3 |
1.3622 |
1.3543 |
1.3326 |
|
| R2 |
1.3432 |
1.3432 |
1.3309 |
|
| R1 |
1.3353 |
1.3353 |
1.3291 |
1.3393 |
| PP |
1.3242 |
1.3242 |
1.3242 |
1.3262 |
| S1 |
1.3163 |
1.3163 |
1.3257 |
1.3203 |
| S2 |
1.3052 |
1.3052 |
1.3239 |
|
| S3 |
1.2862 |
1.2973 |
1.3222 |
|
| S4 |
1.2672 |
1.2783 |
1.3170 |
|
|
| 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 |
1.3321 |
1.3064 |
0.0257 |
1.9% |
0.0117 |
0.9% |
82% |
True |
False |
89,451 |
| 10 |
1.3321 |
1.3029 |
0.0292 |
2.2% |
0.0116 |
0.9% |
84% |
True |
False |
79,252 |
| 20 |
1.3321 |
1.2872 |
0.0449 |
3.4% |
0.0115 |
0.9% |
90% |
True |
False |
79,065 |
| 40 |
1.3491 |
1.2860 |
0.0631 |
4.8% |
0.0150 |
1.1% |
66% |
False |
False |
94,144 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0196 |
1.5% |
21% |
False |
False |
119,791 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0179 |
1.3% |
21% |
False |
False |
92,354 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0163 |
1.2% |
21% |
False |
False |
73,904 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0156 |
1.2% |
21% |
False |
False |
61,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4129 |
|
2.618 |
1.3818 |
|
1.618 |
1.3628 |
|
1.000 |
1.3511 |
|
0.618 |
1.3438 |
|
HIGH |
1.3321 |
|
0.618 |
1.3248 |
|
0.500 |
1.3226 |
|
0.382 |
1.3204 |
|
LOW |
1.3131 |
|
0.618 |
1.3014 |
|
1.000 |
1.2941 |
|
1.618 |
1.2824 |
|
2.618 |
1.2634 |
|
4.250 |
1.2324 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3258 |
1.3247 |
| PP |
1.3242 |
1.3220 |
| S1 |
1.3226 |
1.3193 |
|