CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4343 |
1.4325 |
-0.0018 |
-0.1% |
1.4175 |
| High |
1.4438 |
1.4450 |
0.0012 |
0.1% |
1.4450 |
| Low |
1.4323 |
1.4325 |
0.0002 |
0.0% |
1.4170 |
| Close |
1.4335 |
1.4415 |
0.0080 |
0.6% |
1.4415 |
| Range |
0.0115 |
0.0125 |
0.0010 |
8.7% |
0.0280 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.0% |
0.0000 |
| Volume |
182 |
61 |
-121 |
-66.5% |
434 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4772 |
1.4718 |
1.4484 |
|
| R3 |
1.4647 |
1.4593 |
1.4449 |
|
| R2 |
1.4522 |
1.4522 |
1.4438 |
|
| R1 |
1.4468 |
1.4468 |
1.4426 |
1.4495 |
| PP |
1.4397 |
1.4397 |
1.4397 |
1.4410 |
| S1 |
1.4343 |
1.4343 |
1.4404 |
1.4370 |
| S2 |
1.4272 |
1.4272 |
1.4392 |
|
| S3 |
1.4147 |
1.4218 |
1.4381 |
|
| S4 |
1.4022 |
1.4093 |
1.4346 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5185 |
1.5080 |
1.4569 |
|
| R3 |
1.4905 |
1.4800 |
1.4492 |
|
| R2 |
1.4625 |
1.4625 |
1.4466 |
|
| R1 |
1.4520 |
1.4520 |
1.4441 |
1.4573 |
| PP |
1.4345 |
1.4345 |
1.4345 |
1.4371 |
| S1 |
1.4240 |
1.4240 |
1.4389 |
1.4293 |
| S2 |
1.4065 |
1.4065 |
1.4364 |
|
| S3 |
1.3785 |
1.3960 |
1.4338 |
|
| S4 |
1.3505 |
1.3680 |
1.4261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4450 |
1.4170 |
0.0280 |
1.9% |
0.0111 |
0.8% |
88% |
True |
False |
86 |
| 10 |
1.4450 |
1.4112 |
0.0338 |
2.3% |
0.0102 |
0.7% |
90% |
True |
False |
114 |
| 20 |
1.4450 |
1.4030 |
0.0420 |
2.9% |
0.0107 |
0.7% |
92% |
True |
False |
76 |
| 40 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0098 |
0.7% |
85% |
False |
False |
80 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0078 |
0.5% |
73% |
False |
False |
54 |
| 80 |
1.4847 |
1.3880 |
0.0967 |
6.7% |
0.0061 |
0.4% |
55% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4981 |
|
2.618 |
1.4777 |
|
1.618 |
1.4652 |
|
1.000 |
1.4575 |
|
0.618 |
1.4527 |
|
HIGH |
1.4450 |
|
0.618 |
1.4402 |
|
0.500 |
1.4388 |
|
0.382 |
1.4373 |
|
LOW |
1.4325 |
|
0.618 |
1.4248 |
|
1.000 |
1.4200 |
|
1.618 |
1.4123 |
|
2.618 |
1.3998 |
|
4.250 |
1.3794 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4406 |
1.4406 |
| PP |
1.4397 |
1.4396 |
| S1 |
1.4388 |
1.4387 |
|