CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4276 |
1.4170 |
-0.0106 |
-0.7% |
1.4140 |
| High |
1.4288 |
1.4175 |
-0.0113 |
-0.8% |
1.4450 |
| Low |
1.4147 |
1.4030 |
-0.0117 |
-0.8% |
1.4135 |
| Close |
1.4168 |
1.4139 |
-0.0029 |
-0.2% |
1.4227 |
| Range |
0.0141 |
0.0145 |
0.0004 |
2.8% |
0.0315 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.6% |
0.0000 |
| Volume |
36 |
46 |
10 |
27.8% |
212 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4550 |
1.4489 |
1.4219 |
|
| R3 |
1.4405 |
1.4344 |
1.4179 |
|
| R2 |
1.4260 |
1.4260 |
1.4166 |
|
| R1 |
1.4199 |
1.4199 |
1.4152 |
1.4157 |
| PP |
1.4115 |
1.4115 |
1.4115 |
1.4094 |
| S1 |
1.4054 |
1.4054 |
1.4126 |
1.4012 |
| S2 |
1.3970 |
1.3970 |
1.4112 |
|
| S3 |
1.3825 |
1.3909 |
1.4099 |
|
| S4 |
1.3680 |
1.3764 |
1.4059 |
|
|
| 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 |
1.4422 |
1.4030 |
0.0392 |
2.8% |
0.0116 |
0.8% |
28% |
False |
True |
39 |
| 10 |
1.4450 |
1.4030 |
0.0420 |
3.0% |
0.0115 |
0.8% |
26% |
False |
True |
38 |
| 20 |
1.4510 |
1.4030 |
0.0480 |
3.4% |
0.0111 |
0.8% |
23% |
False |
True |
78 |
| 40 |
1.4546 |
1.3880 |
0.0666 |
4.7% |
0.0079 |
0.6% |
39% |
False |
False |
52 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0059 |
0.4% |
35% |
False |
False |
37 |
| 80 |
1.5239 |
1.3880 |
0.1359 |
9.6% |
0.0047 |
0.3% |
19% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4791 |
|
2.618 |
1.4555 |
|
1.618 |
1.4410 |
|
1.000 |
1.4320 |
|
0.618 |
1.4265 |
|
HIGH |
1.4175 |
|
0.618 |
1.4120 |
|
0.500 |
1.4103 |
|
0.382 |
1.4085 |
|
LOW |
1.4030 |
|
0.618 |
1.3940 |
|
1.000 |
1.3885 |
|
1.618 |
1.3795 |
|
2.618 |
1.3650 |
|
4.250 |
1.3414 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4127 |
1.4177 |
| PP |
1.4115 |
1.4164 |
| S1 |
1.4103 |
1.4152 |
|