CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3280 |
1.3300 |
0.0020 |
0.2% |
1.3121 |
| High |
1.3356 |
1.3448 |
0.0092 |
0.7% |
1.3356 |
| Low |
1.3254 |
1.3290 |
0.0036 |
0.3% |
1.3064 |
| Close |
1.3298 |
1.3440 |
0.0142 |
1.1% |
1.3298 |
| Range |
0.0102 |
0.0158 |
0.0056 |
54.9% |
0.0292 |
| ATR |
0.0132 |
0.0134 |
0.0002 |
1.4% |
0.0000 |
| Volume |
104,249 |
138,790 |
34,541 |
33.1% |
447,049 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3811 |
1.3527 |
|
| R3 |
1.3709 |
1.3653 |
1.3483 |
|
| R2 |
1.3551 |
1.3551 |
1.3469 |
|
| R1 |
1.3495 |
1.3495 |
1.3454 |
1.3523 |
| PP |
1.3393 |
1.3393 |
1.3393 |
1.3407 |
| S1 |
1.3337 |
1.3337 |
1.3426 |
1.3365 |
| S2 |
1.3235 |
1.3235 |
1.3411 |
|
| S3 |
1.3077 |
1.3179 |
1.3397 |
|
| S4 |
1.2919 |
1.3021 |
1.3353 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4115 |
1.3999 |
1.3459 |
|
| R3 |
1.3823 |
1.3707 |
1.3378 |
|
| R2 |
1.3531 |
1.3531 |
1.3352 |
|
| R1 |
1.3415 |
1.3415 |
1.3325 |
1.3473 |
| PP |
1.3239 |
1.3239 |
1.3239 |
1.3269 |
| S1 |
1.3123 |
1.3123 |
1.3271 |
1.3181 |
| S2 |
1.2947 |
1.2947 |
1.3244 |
|
| S3 |
1.2655 |
1.2831 |
1.3218 |
|
| S4 |
1.2363 |
1.2539 |
1.3137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3448 |
1.3064 |
0.0384 |
2.9% |
0.0121 |
0.9% |
98% |
True |
False |
108,720 |
| 10 |
1.3448 |
1.3064 |
0.0384 |
2.9% |
0.0114 |
0.8% |
98% |
True |
False |
88,258 |
| 20 |
1.3448 |
1.2872 |
0.0576 |
4.3% |
0.0117 |
0.9% |
99% |
True |
False |
83,618 |
| 40 |
1.3491 |
1.2872 |
0.0619 |
4.6% |
0.0149 |
1.1% |
92% |
False |
False |
94,478 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.4% |
0.0195 |
1.4% |
29% |
False |
False |
119,626 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.4% |
0.0180 |
1.3% |
29% |
False |
False |
95,387 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.4% |
0.0164 |
1.2% |
29% |
False |
False |
76,333 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.4% |
0.0156 |
1.2% |
29% |
False |
False |
63,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4120 |
|
2.618 |
1.3862 |
|
1.618 |
1.3704 |
|
1.000 |
1.3606 |
|
0.618 |
1.3546 |
|
HIGH |
1.3448 |
|
0.618 |
1.3388 |
|
0.500 |
1.3369 |
|
0.382 |
1.3350 |
|
LOW |
1.3290 |
|
0.618 |
1.3192 |
|
1.000 |
1.3132 |
|
1.618 |
1.3034 |
|
2.618 |
1.2876 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3416 |
1.3390 |
| PP |
1.3393 |
1.3340 |
| S1 |
1.3369 |
1.3290 |
|