CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3301 |
1.3272 |
-0.0029 |
-0.2% |
1.3300 |
| High |
1.3337 |
1.3349 |
0.0012 |
0.1% |
1.3448 |
| Low |
1.3239 |
1.3236 |
-0.0003 |
0.0% |
1.3239 |
| Close |
1.3273 |
1.3334 |
0.0061 |
0.5% |
1.3273 |
| Range |
0.0098 |
0.0113 |
0.0015 |
15.3% |
0.0209 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
107,081 |
105,954 |
-1,127 |
-1.1% |
446,296 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3603 |
1.3396 |
|
| R3 |
1.3532 |
1.3490 |
1.3365 |
|
| R2 |
1.3419 |
1.3419 |
1.3355 |
|
| R1 |
1.3377 |
1.3377 |
1.3344 |
1.3398 |
| PP |
1.3306 |
1.3306 |
1.3306 |
1.3317 |
| S1 |
1.3264 |
1.3264 |
1.3324 |
1.3285 |
| S2 |
1.3193 |
1.3193 |
1.3313 |
|
| S3 |
1.3080 |
1.3151 |
1.3303 |
|
| S4 |
1.2967 |
1.3038 |
1.3272 |
|
|
| 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 |
1.3236 |
0.0212 |
1.6% |
0.0115 |
0.9% |
46% |
False |
True |
110,450 |
| 10 |
1.3448 |
1.3064 |
0.0384 |
2.9% |
0.0110 |
0.8% |
70% |
False |
False |
99,929 |
| 20 |
1.3448 |
1.2872 |
0.0576 |
4.3% |
0.0117 |
0.9% |
80% |
False |
False |
89,843 |
| 40 |
1.3448 |
1.2872 |
0.0576 |
4.3% |
0.0128 |
1.0% |
80% |
False |
False |
88,827 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0190 |
1.4% |
24% |
False |
False |
115,836 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0179 |
1.3% |
24% |
False |
False |
100,468 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0165 |
1.2% |
24% |
False |
False |
80,466 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0155 |
1.2% |
24% |
False |
False |
67,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3829 |
|
2.618 |
1.3645 |
|
1.618 |
1.3532 |
|
1.000 |
1.3462 |
|
0.618 |
1.3419 |
|
HIGH |
1.3349 |
|
0.618 |
1.3306 |
|
0.500 |
1.3293 |
|
0.382 |
1.3279 |
|
LOW |
1.3236 |
|
0.618 |
1.3166 |
|
1.000 |
1.3123 |
|
1.618 |
1.3053 |
|
2.618 |
1.2940 |
|
4.250 |
1.2756 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3320 |
1.3325 |
| PP |
1.3306 |
1.3316 |
| S1 |
1.3293 |
1.3307 |
|