CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3186 |
1.3242 |
0.0056 |
0.4% |
1.3300 |
| High |
1.3242 |
1.3281 |
0.0039 |
0.3% |
1.3448 |
| Low |
1.3139 |
1.3170 |
0.0031 |
0.2% |
1.3239 |
| Close |
1.3236 |
1.3240 |
0.0004 |
0.0% |
1.3273 |
| Range |
0.0103 |
0.0111 |
0.0008 |
7.8% |
0.0209 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
139,977 |
116,318 |
-23,659 |
-16.9% |
446,296 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3513 |
1.3301 |
|
| R3 |
1.3452 |
1.3402 |
1.3271 |
|
| R2 |
1.3341 |
1.3341 |
1.3260 |
|
| R1 |
1.3291 |
1.3291 |
1.3250 |
1.3261 |
| PP |
1.3230 |
1.3230 |
1.3230 |
1.3215 |
| S1 |
1.3180 |
1.3180 |
1.3230 |
1.3150 |
| S2 |
1.3119 |
1.3119 |
1.3220 |
|
| S3 |
1.3008 |
1.3069 |
1.3209 |
|
| S4 |
1.2897 |
1.2958 |
1.3179 |
|
|
| 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 |
1.3349 |
1.3139 |
0.0210 |
1.6% |
0.0120 |
0.9% |
48% |
False |
False |
124,647 |
| 10 |
1.3448 |
1.3131 |
0.0317 |
2.4% |
0.0125 |
0.9% |
34% |
False |
False |
120,420 |
| 20 |
1.3448 |
1.3029 |
0.0419 |
3.2% |
0.0118 |
0.9% |
50% |
False |
False |
98,049 |
| 40 |
1.3448 |
1.2872 |
0.0576 |
4.4% |
0.0125 |
0.9% |
64% |
False |
False |
91,851 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0185 |
1.4% |
20% |
False |
False |
114,740 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0180 |
1.4% |
20% |
False |
False |
105,526 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0165 |
1.2% |
20% |
False |
False |
84,564 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0155 |
1.2% |
20% |
False |
False |
70,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3753 |
|
2.618 |
1.3572 |
|
1.618 |
1.3461 |
|
1.000 |
1.3392 |
|
0.618 |
1.3350 |
|
HIGH |
1.3281 |
|
0.618 |
1.3239 |
|
0.500 |
1.3226 |
|
0.382 |
1.3212 |
|
LOW |
1.3170 |
|
0.618 |
1.3101 |
|
1.000 |
1.3059 |
|
1.618 |
1.2990 |
|
2.618 |
1.2879 |
|
4.250 |
1.2698 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3235 |
1.3240 |
| PP |
1.3230 |
1.3240 |
| S1 |
1.3226 |
1.3240 |
|