CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4682 |
1.4539 |
-0.0143 |
-1.0% |
1.4448 |
| High |
1.4767 |
1.4566 |
-0.0201 |
-1.4% |
1.4672 |
| Low |
1.4548 |
1.4478 |
-0.0070 |
-0.5% |
1.4437 |
| Close |
1.4549 |
1.4508 |
-0.0041 |
-0.3% |
1.4619 |
| Range |
0.0219 |
0.0088 |
-0.0131 |
-59.8% |
0.0235 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
108 |
127 |
19 |
17.6% |
531 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4781 |
1.4733 |
1.4556 |
|
| R3 |
1.4693 |
1.4645 |
1.4532 |
|
| R2 |
1.4605 |
1.4605 |
1.4524 |
|
| R1 |
1.4557 |
1.4557 |
1.4516 |
1.4537 |
| PP |
1.4517 |
1.4517 |
1.4517 |
1.4508 |
| S1 |
1.4469 |
1.4469 |
1.4500 |
1.4449 |
| S2 |
1.4429 |
1.4429 |
1.4492 |
|
| S3 |
1.4341 |
1.4381 |
1.4484 |
|
| S4 |
1.4253 |
1.4293 |
1.4460 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5281 |
1.5185 |
1.4748 |
|
| R3 |
1.5046 |
1.4950 |
1.4684 |
|
| R2 |
1.4811 |
1.4811 |
1.4662 |
|
| R1 |
1.4715 |
1.4715 |
1.4641 |
1.4763 |
| PP |
1.4576 |
1.4576 |
1.4576 |
1.4600 |
| S1 |
1.4480 |
1.4480 |
1.4597 |
1.4528 |
| S2 |
1.4341 |
1.4341 |
1.4576 |
|
| S3 |
1.4106 |
1.4245 |
1.4554 |
|
| S4 |
1.3871 |
1.4010 |
1.4490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4767 |
1.4478 |
0.0289 |
2.0% |
0.0112 |
0.8% |
10% |
False |
True |
97 |
| 10 |
1.4767 |
1.4323 |
0.0444 |
3.1% |
0.0117 |
0.8% |
42% |
False |
False |
107 |
| 20 |
1.4767 |
1.4062 |
0.0705 |
4.9% |
0.0105 |
0.7% |
63% |
False |
False |
101 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0108 |
0.7% |
65% |
False |
False |
90 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0087 |
0.6% |
71% |
False |
False |
68 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0071 |
0.5% |
71% |
False |
False |
53 |
| 100 |
1.5239 |
1.3880 |
0.1359 |
9.4% |
0.0059 |
0.4% |
46% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4940 |
|
2.618 |
1.4796 |
|
1.618 |
1.4708 |
|
1.000 |
1.4654 |
|
0.618 |
1.4620 |
|
HIGH |
1.4566 |
|
0.618 |
1.4532 |
|
0.500 |
1.4522 |
|
0.382 |
1.4512 |
|
LOW |
1.4478 |
|
0.618 |
1.4424 |
|
1.000 |
1.4390 |
|
1.618 |
1.4336 |
|
2.618 |
1.4248 |
|
4.250 |
1.4104 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4522 |
1.4623 |
| PP |
1.4517 |
1.4584 |
| S1 |
1.4513 |
1.4546 |
|