CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4253 |
1.4285 |
0.0032 |
0.2% |
1.4236 |
| High |
1.4350 |
1.4285 |
-0.0065 |
-0.5% |
1.4323 |
| Low |
1.4250 |
1.4214 |
-0.0036 |
-0.3% |
1.4030 |
| Close |
1.4287 |
1.4223 |
-0.0064 |
-0.4% |
1.4132 |
| Range |
0.0100 |
0.0071 |
-0.0029 |
-29.0% |
0.0293 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
529 |
70 |
-459 |
-86.8% |
178 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4454 |
1.4409 |
1.4262 |
|
| R3 |
1.4383 |
1.4338 |
1.4243 |
|
| R2 |
1.4312 |
1.4312 |
1.4236 |
|
| R1 |
1.4267 |
1.4267 |
1.4230 |
1.4254 |
| PP |
1.4241 |
1.4241 |
1.4241 |
1.4234 |
| S1 |
1.4196 |
1.4196 |
1.4216 |
1.4183 |
| S2 |
1.4170 |
1.4170 |
1.4210 |
|
| S3 |
1.4099 |
1.4125 |
1.4203 |
|
| S4 |
1.4028 |
1.4054 |
1.4184 |
|
|
| 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 |
1.4062 |
0.0288 |
2.0% |
0.0094 |
0.7% |
56% |
False |
False |
136 |
| 10 |
1.4422 |
1.4030 |
0.0392 |
2.8% |
0.0105 |
0.7% |
49% |
False |
False |
87 |
| 20 |
1.4510 |
1.4030 |
0.0480 |
3.4% |
0.0117 |
0.8% |
40% |
False |
False |
102 |
| 40 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0087 |
0.6% |
54% |
False |
False |
68 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0067 |
0.5% |
47% |
False |
False |
48 |
| 80 |
1.4957 |
1.3880 |
0.1077 |
7.6% |
0.0053 |
0.4% |
32% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4587 |
|
2.618 |
1.4471 |
|
1.618 |
1.4400 |
|
1.000 |
1.4356 |
|
0.618 |
1.4329 |
|
HIGH |
1.4285 |
|
0.618 |
1.4258 |
|
0.500 |
1.4250 |
|
0.382 |
1.4241 |
|
LOW |
1.4214 |
|
0.618 |
1.4170 |
|
1.000 |
1.4143 |
|
1.618 |
1.4099 |
|
2.618 |
1.4028 |
|
4.250 |
1.3912 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4250 |
1.4241 |
| PP |
1.4241 |
1.4235 |
| S1 |
1.4232 |
1.4229 |
|