CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3430 |
1.3338 |
-0.0092 |
-0.7% |
1.3121 |
| High |
1.3433 |
1.3377 |
-0.0056 |
-0.4% |
1.3356 |
| Low |
1.3321 |
1.3284 |
-0.0037 |
-0.3% |
1.3064 |
| Close |
1.3338 |
1.3302 |
-0.0036 |
-0.3% |
1.3298 |
| Range |
0.0112 |
0.0093 |
-0.0019 |
-17.0% |
0.0292 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
111,936 |
88,489 |
-23,447 |
-20.9% |
447,049 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3600 |
1.3544 |
1.3353 |
|
| R3 |
1.3507 |
1.3451 |
1.3328 |
|
| R2 |
1.3414 |
1.3414 |
1.3319 |
|
| R1 |
1.3358 |
1.3358 |
1.3311 |
1.3340 |
| PP |
1.3321 |
1.3321 |
1.3321 |
1.3312 |
| S1 |
1.3265 |
1.3265 |
1.3293 |
1.3247 |
| S2 |
1.3228 |
1.3228 |
1.3285 |
|
| S3 |
1.3135 |
1.3172 |
1.3276 |
|
| S4 |
1.3042 |
1.3079 |
1.3251 |
|
|
| 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 |
1.3131 |
0.0317 |
2.4% |
0.0131 |
1.0% |
54% |
False |
False |
116,193 |
| 10 |
1.3448 |
1.3064 |
0.0384 |
2.9% |
0.0115 |
0.9% |
62% |
False |
False |
94,691 |
| 20 |
1.3448 |
1.2872 |
0.0576 |
4.3% |
0.0118 |
0.9% |
75% |
False |
False |
86,142 |
| 40 |
1.3491 |
1.2872 |
0.0619 |
4.7% |
0.0141 |
1.1% |
69% |
False |
False |
92,215 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0192 |
1.4% |
23% |
False |
False |
116,991 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0180 |
1.4% |
23% |
False |
False |
97,880 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0165 |
1.2% |
23% |
False |
False |
78,337 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0155 |
1.2% |
23% |
False |
False |
65,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3772 |
|
2.618 |
1.3620 |
|
1.618 |
1.3527 |
|
1.000 |
1.3470 |
|
0.618 |
1.3434 |
|
HIGH |
1.3377 |
|
0.618 |
1.3341 |
|
0.500 |
1.3331 |
|
0.382 |
1.3320 |
|
LOW |
1.3284 |
|
0.618 |
1.3227 |
|
1.000 |
1.3191 |
|
1.618 |
1.3134 |
|
2.618 |
1.3041 |
|
4.250 |
1.2889 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3331 |
1.3366 |
| PP |
1.3321 |
1.3345 |
| S1 |
1.3312 |
1.3323 |
|