CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3242 |
1.3245 |
0.0003 |
0.0% |
1.3272 |
| High |
1.3281 |
1.3248 |
-0.0033 |
-0.2% |
1.3349 |
| Low |
1.3170 |
1.2998 |
-0.0172 |
-1.3% |
1.2998 |
| Close |
1.3240 |
1.3002 |
-0.0238 |
-1.8% |
1.3002 |
| Range |
0.0111 |
0.0250 |
0.0139 |
125.2% |
0.0351 |
| ATR |
0.0127 |
0.0136 |
0.0009 |
6.9% |
0.0000 |
| Volume |
116,318 |
31,843 |
-84,475 |
-72.6% |
547,999 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3833 |
1.3667 |
1.3140 |
|
| R3 |
1.3583 |
1.3417 |
1.3071 |
|
| R2 |
1.3333 |
1.3333 |
1.3048 |
|
| R1 |
1.3167 |
1.3167 |
1.3025 |
1.3125 |
| PP |
1.3083 |
1.3083 |
1.3083 |
1.3062 |
| S1 |
1.2917 |
1.2917 |
1.2979 |
1.2875 |
| S2 |
1.2833 |
1.2833 |
1.2956 |
|
| S3 |
1.2583 |
1.2667 |
1.2933 |
|
| S4 |
1.2333 |
1.2417 |
1.2865 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4169 |
1.3937 |
1.3195 |
|
| R3 |
1.3818 |
1.3586 |
1.3099 |
|
| R2 |
1.3467 |
1.3467 |
1.3066 |
|
| R1 |
1.3235 |
1.3235 |
1.3034 |
1.3176 |
| PP |
1.3116 |
1.3116 |
1.3116 |
1.3087 |
| S1 |
1.2884 |
1.2884 |
1.2970 |
1.2825 |
| S2 |
1.2765 |
1.2765 |
1.2938 |
|
| S3 |
1.2414 |
1.2533 |
1.2905 |
|
| S4 |
1.2063 |
1.2182 |
1.2809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3349 |
1.2998 |
0.0351 |
2.7% |
0.0150 |
1.2% |
1% |
False |
True |
109,599 |
| 10 |
1.3448 |
1.2998 |
0.0450 |
3.5% |
0.0131 |
1.0% |
1% |
False |
True |
109,854 |
| 20 |
1.3448 |
1.2998 |
0.0450 |
3.5% |
0.0124 |
1.0% |
1% |
False |
True |
94,553 |
| 40 |
1.3448 |
1.2872 |
0.0576 |
4.4% |
0.0128 |
1.0% |
23% |
False |
False |
90,220 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0187 |
1.4% |
9% |
False |
False |
112,865 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0181 |
1.4% |
9% |
False |
False |
105,913 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0166 |
1.3% |
9% |
False |
False |
84,882 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0156 |
1.2% |
9% |
False |
False |
70,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4311 |
|
2.618 |
1.3903 |
|
1.618 |
1.3653 |
|
1.000 |
1.3498 |
|
0.618 |
1.3403 |
|
HIGH |
1.3248 |
|
0.618 |
1.3153 |
|
0.500 |
1.3123 |
|
0.382 |
1.3094 |
|
LOW |
1.2998 |
|
0.618 |
1.2844 |
|
1.000 |
1.2748 |
|
1.618 |
1.2594 |
|
2.618 |
1.2344 |
|
4.250 |
1.1936 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3123 |
1.3140 |
| PP |
1.3083 |
1.3094 |
| S1 |
1.3042 |
1.3048 |
|