CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4301 |
1.4236 |
-0.0065 |
-0.5% |
1.4140 |
| High |
1.4303 |
1.4323 |
0.0020 |
0.1% |
1.4450 |
| Low |
1.4193 |
1.4223 |
0.0030 |
0.2% |
1.4135 |
| Close |
1.4227 |
1.4293 |
0.0066 |
0.5% |
1.4227 |
| Range |
0.0110 |
0.0100 |
-0.0010 |
-9.1% |
0.0315 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
52 |
42 |
-10 |
-19.2% |
212 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4580 |
1.4536 |
1.4348 |
|
| R3 |
1.4480 |
1.4436 |
1.4321 |
|
| R2 |
1.4380 |
1.4380 |
1.4311 |
|
| R1 |
1.4336 |
1.4336 |
1.4302 |
1.4358 |
| PP |
1.4280 |
1.4280 |
1.4280 |
1.4291 |
| S1 |
1.4236 |
1.4236 |
1.4284 |
1.4258 |
| S2 |
1.4180 |
1.4180 |
1.4275 |
|
| S3 |
1.4080 |
1.4136 |
1.4266 |
|
| S4 |
1.3980 |
1.4036 |
1.4238 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5216 |
1.5036 |
1.4400 |
|
| R3 |
1.4901 |
1.4721 |
1.4314 |
|
| R2 |
1.4586 |
1.4586 |
1.4285 |
|
| R1 |
1.4406 |
1.4406 |
1.4256 |
1.4496 |
| PP |
1.4271 |
1.4271 |
1.4271 |
1.4316 |
| S1 |
1.4091 |
1.4091 |
1.4198 |
1.4181 |
| S2 |
1.3956 |
1.3956 |
1.4169 |
|
| S3 |
1.3641 |
1.3776 |
1.4140 |
|
| S4 |
1.3326 |
1.3461 |
1.4054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4450 |
1.4193 |
0.0257 |
1.8% |
0.0110 |
0.8% |
39% |
False |
False |
42 |
| 10 |
1.4465 |
1.4090 |
0.0375 |
2.6% |
0.0113 |
0.8% |
54% |
False |
False |
64 |
| 20 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0103 |
0.7% |
50% |
False |
False |
75 |
| 40 |
1.4546 |
1.3880 |
0.0666 |
4.7% |
0.0073 |
0.5% |
62% |
False |
False |
50 |
| 60 |
1.4633 |
1.3880 |
0.0753 |
5.3% |
0.0057 |
0.4% |
55% |
False |
False |
36 |
| 80 |
1.5239 |
1.3880 |
0.1359 |
9.5% |
0.0044 |
0.3% |
30% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4748 |
|
2.618 |
1.4585 |
|
1.618 |
1.4485 |
|
1.000 |
1.4423 |
|
0.618 |
1.4385 |
|
HIGH |
1.4323 |
|
0.618 |
1.4285 |
|
0.500 |
1.4273 |
|
0.382 |
1.4261 |
|
LOW |
1.4223 |
|
0.618 |
1.4161 |
|
1.000 |
1.4123 |
|
1.618 |
1.4061 |
|
2.618 |
1.3961 |
|
4.250 |
1.3798 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4286 |
1.4308 |
| PP |
1.4280 |
1.4303 |
| S1 |
1.4273 |
1.4298 |
|