CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.3430 |
0.0130 |
1.0% |
1.3121 |
| High |
1.3448 |
1.3433 |
-0.0015 |
-0.1% |
1.3356 |
| Low |
1.3290 |
1.3321 |
0.0031 |
0.2% |
1.3064 |
| Close |
1.3440 |
1.3338 |
-0.0102 |
-0.8% |
1.3298 |
| Range |
0.0158 |
0.0112 |
-0.0046 |
-29.1% |
0.0292 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
138,790 |
111,936 |
-26,854 |
-19.3% |
447,049 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3700 |
1.3631 |
1.3400 |
|
| R3 |
1.3588 |
1.3519 |
1.3369 |
|
| R2 |
1.3476 |
1.3476 |
1.3359 |
|
| R1 |
1.3407 |
1.3407 |
1.3348 |
1.3386 |
| PP |
1.3364 |
1.3364 |
1.3364 |
1.3353 |
| S1 |
1.3295 |
1.3295 |
1.3328 |
1.3274 |
| S2 |
1.3252 |
1.3252 |
1.3317 |
|
| S3 |
1.3140 |
1.3183 |
1.3307 |
|
| S4 |
1.3028 |
1.3071 |
1.3276 |
|
|
| 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 |
1.3067 |
0.0381 |
2.9% |
0.0131 |
1.0% |
71% |
False |
False |
117,768 |
| 10 |
1.3448 |
1.3064 |
0.0384 |
2.9% |
0.0116 |
0.9% |
71% |
False |
False |
92,723 |
| 20 |
1.3448 |
1.2872 |
0.0576 |
4.3% |
0.0118 |
0.9% |
81% |
False |
False |
85,457 |
| 40 |
1.3491 |
1.2872 |
0.0619 |
4.6% |
0.0143 |
1.1% |
75% |
False |
False |
93,346 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0193 |
1.4% |
24% |
False |
False |
117,904 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0180 |
1.3% |
24% |
False |
False |
96,777 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0165 |
1.2% |
24% |
False |
False |
77,452 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0155 |
1.2% |
24% |
False |
False |
64,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3909 |
|
2.618 |
1.3726 |
|
1.618 |
1.3614 |
|
1.000 |
1.3545 |
|
0.618 |
1.3502 |
|
HIGH |
1.3433 |
|
0.618 |
1.3390 |
|
0.500 |
1.3377 |
|
0.382 |
1.3364 |
|
LOW |
1.3321 |
|
0.618 |
1.3252 |
|
1.000 |
1.3209 |
|
1.618 |
1.3140 |
|
2.618 |
1.3028 |
|
4.250 |
1.2845 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3377 |
1.3351 |
| PP |
1.3364 |
1.3347 |
| S1 |
1.3351 |
1.3342 |
|