CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4189 |
1.4154 |
-0.0035 |
-0.2% |
1.4132 |
| High |
1.4189 |
1.4225 |
0.0036 |
0.3% |
1.4350 |
| Low |
1.4112 |
1.4154 |
0.0042 |
0.3% |
1.4112 |
| Close |
1.4162 |
1.4213 |
0.0051 |
0.4% |
1.4213 |
| Range |
0.0077 |
0.0071 |
-0.0006 |
-7.8% |
0.0238 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
41 |
40 |
-1 |
-2.4% |
709 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4410 |
1.4383 |
1.4252 |
|
| R3 |
1.4339 |
1.4312 |
1.4233 |
|
| R2 |
1.4268 |
1.4268 |
1.4226 |
|
| R1 |
1.4241 |
1.4241 |
1.4220 |
1.4255 |
| PP |
1.4197 |
1.4197 |
1.4197 |
1.4204 |
| S1 |
1.4170 |
1.4170 |
1.4206 |
1.4184 |
| S2 |
1.4126 |
1.4126 |
1.4200 |
|
| S3 |
1.4055 |
1.4099 |
1.4193 |
|
| S4 |
1.3984 |
1.4028 |
1.4174 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4939 |
1.4814 |
1.4344 |
|
| R3 |
1.4701 |
1.4576 |
1.4278 |
|
| R2 |
1.4463 |
1.4463 |
1.4257 |
|
| R1 |
1.4338 |
1.4338 |
1.4235 |
1.4401 |
| PP |
1.4225 |
1.4225 |
1.4225 |
1.4256 |
| S1 |
1.4100 |
1.4100 |
1.4191 |
1.4163 |
| S2 |
1.3987 |
1.3987 |
1.4169 |
|
| S3 |
1.3749 |
1.3862 |
1.4148 |
|
| S4 |
1.3511 |
1.3624 |
1.4082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4350 |
1.4112 |
0.0238 |
1.7% |
0.0093 |
0.7% |
42% |
False |
False |
141 |
| 10 |
1.4350 |
1.4030 |
0.0320 |
2.3% |
0.0101 |
0.7% |
57% |
False |
False |
88 |
| 20 |
1.4510 |
1.4030 |
0.0480 |
3.4% |
0.0104 |
0.7% |
38% |
False |
False |
75 |
| 40 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0088 |
0.6% |
53% |
False |
False |
70 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0069 |
0.5% |
45% |
False |
False |
49 |
| 80 |
1.4957 |
1.3880 |
0.1077 |
7.6% |
0.0054 |
0.4% |
31% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4527 |
|
2.618 |
1.4411 |
|
1.618 |
1.4340 |
|
1.000 |
1.4296 |
|
0.618 |
1.4269 |
|
HIGH |
1.4225 |
|
0.618 |
1.4198 |
|
0.500 |
1.4190 |
|
0.382 |
1.4181 |
|
LOW |
1.4154 |
|
0.618 |
1.4110 |
|
1.000 |
1.4083 |
|
1.618 |
1.4039 |
|
2.618 |
1.3968 |
|
4.250 |
1.3852 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4205 |
1.4208 |
| PP |
1.4197 |
1.4203 |
| S1 |
1.4190 |
1.4199 |
|