CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3338 |
1.3301 |
-0.0037 |
-0.3% |
1.3300 |
| High |
1.3377 |
1.3337 |
-0.0040 |
-0.3% |
1.3448 |
| Low |
1.3284 |
1.3239 |
-0.0045 |
-0.3% |
1.3239 |
| Close |
1.3302 |
1.3273 |
-0.0029 |
-0.2% |
1.3273 |
| Range |
0.0093 |
0.0098 |
0.0005 |
5.4% |
0.0209 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
88,489 |
107,081 |
18,592 |
21.0% |
446,296 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3577 |
1.3523 |
1.3327 |
|
| R3 |
1.3479 |
1.3425 |
1.3300 |
|
| R2 |
1.3381 |
1.3381 |
1.3291 |
|
| R1 |
1.3327 |
1.3327 |
1.3282 |
1.3305 |
| PP |
1.3283 |
1.3283 |
1.3283 |
1.3272 |
| S1 |
1.3229 |
1.3229 |
1.3264 |
1.3207 |
| S2 |
1.3185 |
1.3185 |
1.3255 |
|
| S3 |
1.3087 |
1.3131 |
1.3246 |
|
| S4 |
1.2989 |
1.3033 |
1.3219 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3947 |
1.3819 |
1.3388 |
|
| R3 |
1.3738 |
1.3610 |
1.3330 |
|
| R2 |
1.3529 |
1.3529 |
1.3311 |
|
| R1 |
1.3401 |
1.3401 |
1.3292 |
1.3361 |
| PP |
1.3320 |
1.3320 |
1.3320 |
1.3300 |
| S1 |
1.3192 |
1.3192 |
1.3254 |
1.3152 |
| S2 |
1.3111 |
1.3111 |
1.3235 |
|
| S3 |
1.2902 |
1.2983 |
1.3216 |
|
| S4 |
1.2693 |
1.2774 |
1.3158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3448 |
1.3239 |
0.0209 |
1.6% |
0.0113 |
0.8% |
16% |
False |
True |
110,109 |
| 10 |
1.3448 |
1.3064 |
0.0384 |
2.9% |
0.0115 |
0.9% |
54% |
False |
False |
99,780 |
| 20 |
1.3448 |
1.2872 |
0.0576 |
4.3% |
0.0118 |
0.9% |
70% |
False |
False |
88,231 |
| 40 |
1.3488 |
1.2872 |
0.0616 |
4.6% |
0.0134 |
1.0% |
65% |
False |
False |
89,958 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0192 |
1.4% |
21% |
False |
False |
116,774 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0180 |
1.4% |
21% |
False |
False |
99,215 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0164 |
1.2% |
21% |
False |
False |
79,406 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0155 |
1.2% |
21% |
False |
False |
66,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3754 |
|
2.618 |
1.3594 |
|
1.618 |
1.3496 |
|
1.000 |
1.3435 |
|
0.618 |
1.3398 |
|
HIGH |
1.3337 |
|
0.618 |
1.3300 |
|
0.500 |
1.3288 |
|
0.382 |
1.3276 |
|
LOW |
1.3239 |
|
0.618 |
1.3178 |
|
1.000 |
1.3141 |
|
1.618 |
1.3080 |
|
2.618 |
1.2982 |
|
4.250 |
1.2823 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3288 |
1.3336 |
| PP |
1.3283 |
1.3315 |
| S1 |
1.3278 |
1.3294 |
|