CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4325 |
1.4448 |
0.0123 |
0.9% |
1.4175 |
| High |
1.4450 |
1.4528 |
0.0078 |
0.5% |
1.4450 |
| Low |
1.4325 |
1.4437 |
0.0112 |
0.8% |
1.4170 |
| Close |
1.4415 |
1.4486 |
0.0071 |
0.5% |
1.4415 |
| Range |
0.0125 |
0.0091 |
-0.0034 |
-27.2% |
0.0280 |
| ATR |
0.0110 |
0.0111 |
0.0000 |
0.2% |
0.0000 |
| Volume |
61 |
83 |
22 |
36.1% |
434 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4757 |
1.4712 |
1.4536 |
|
| R3 |
1.4666 |
1.4621 |
1.4511 |
|
| R2 |
1.4575 |
1.4575 |
1.4503 |
|
| R1 |
1.4530 |
1.4530 |
1.4494 |
1.4553 |
| PP |
1.4484 |
1.4484 |
1.4484 |
1.4495 |
| S1 |
1.4439 |
1.4439 |
1.4478 |
1.4462 |
| S2 |
1.4393 |
1.4393 |
1.4469 |
|
| S3 |
1.4302 |
1.4348 |
1.4461 |
|
| S4 |
1.4211 |
1.4257 |
1.4436 |
|
|
| 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 |
1.4528 |
1.4295 |
0.0233 |
1.6% |
0.0106 |
0.7% |
82% |
True |
False |
96 |
| 10 |
1.4528 |
1.4112 |
0.0416 |
2.9% |
0.0096 |
0.7% |
90% |
True |
False |
119 |
| 20 |
1.4528 |
1.4030 |
0.0498 |
3.4% |
0.0105 |
0.7% |
92% |
True |
False |
78 |
| 40 |
1.4528 |
1.3880 |
0.0648 |
4.5% |
0.0097 |
0.7% |
94% |
True |
False |
76 |
| 60 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0079 |
0.5% |
83% |
False |
False |
56 |
| 80 |
1.4847 |
1.3880 |
0.0967 |
6.7% |
0.0062 |
0.4% |
63% |
False |
False |
44 |
| 100 |
1.5239 |
1.3880 |
0.1359 |
9.4% |
0.0051 |
0.3% |
45% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4915 |
|
2.618 |
1.4766 |
|
1.618 |
1.4675 |
|
1.000 |
1.4619 |
|
0.618 |
1.4584 |
|
HIGH |
1.4528 |
|
0.618 |
1.4493 |
|
0.500 |
1.4483 |
|
0.382 |
1.4472 |
|
LOW |
1.4437 |
|
0.618 |
1.4381 |
|
1.000 |
1.4346 |
|
1.618 |
1.4290 |
|
2.618 |
1.4199 |
|
4.250 |
1.4050 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4485 |
1.4466 |
| PP |
1.4484 |
1.4446 |
| S1 |
1.4483 |
1.4426 |
|