CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4132 |
1.4253 |
0.0121 |
0.9% |
1.4236 |
| High |
1.4277 |
1.4350 |
0.0073 |
0.5% |
1.4323 |
| Low |
1.4132 |
1.4250 |
0.0118 |
0.8% |
1.4030 |
| Close |
1.4253 |
1.4287 |
0.0034 |
0.2% |
1.4132 |
| Range |
0.0145 |
0.0100 |
-0.0045 |
-31.0% |
0.0293 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
29 |
529 |
500 |
1,724.1% |
178 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4596 |
1.4541 |
1.4342 |
|
| R3 |
1.4496 |
1.4441 |
1.4315 |
|
| R2 |
1.4396 |
1.4396 |
1.4305 |
|
| R1 |
1.4341 |
1.4341 |
1.4296 |
1.4369 |
| PP |
1.4296 |
1.4296 |
1.4296 |
1.4309 |
| S1 |
1.4241 |
1.4241 |
1.4278 |
1.4269 |
| S2 |
1.4196 |
1.4196 |
1.4269 |
|
| S3 |
1.4096 |
1.4141 |
1.4260 |
|
| S4 |
1.3996 |
1.4041 |
1.4232 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5041 |
1.4879 |
1.4293 |
|
| R3 |
1.4748 |
1.4586 |
1.4213 |
|
| R2 |
1.4455 |
1.4455 |
1.4186 |
|
| R1 |
1.4293 |
1.4293 |
1.4159 |
1.4228 |
| PP |
1.4162 |
1.4162 |
1.4162 |
1.4129 |
| S1 |
1.4000 |
1.4000 |
1.4105 |
1.3935 |
| S2 |
1.3869 |
1.3869 |
1.4078 |
|
| S3 |
1.3576 |
1.3707 |
1.4051 |
|
| S4 |
1.3283 |
1.3414 |
1.3971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4350 |
1.4030 |
0.0320 |
2.2% |
0.0109 |
0.8% |
80% |
True |
False |
131 |
| 10 |
1.4450 |
1.4030 |
0.0420 |
2.9% |
0.0104 |
0.7% |
61% |
False |
False |
85 |
| 20 |
1.4510 |
1.4030 |
0.0480 |
3.4% |
0.0120 |
0.8% |
54% |
False |
False |
100 |
| 40 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0086 |
0.6% |
65% |
False |
False |
66 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0065 |
0.5% |
55% |
False |
False |
47 |
| 80 |
1.5078 |
1.3880 |
0.1198 |
8.4% |
0.0052 |
0.4% |
34% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4775 |
|
2.618 |
1.4612 |
|
1.618 |
1.4512 |
|
1.000 |
1.4450 |
|
0.618 |
1.4412 |
|
HIGH |
1.4350 |
|
0.618 |
1.4312 |
|
0.500 |
1.4300 |
|
0.382 |
1.4288 |
|
LOW |
1.4250 |
|
0.618 |
1.4188 |
|
1.000 |
1.4150 |
|
1.618 |
1.4088 |
|
2.618 |
1.3988 |
|
4.250 |
1.3825 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4300 |
1.4261 |
| PP |
1.4296 |
1.4235 |
| S1 |
1.4291 |
1.4209 |
|