CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4356 |
1.4442 |
0.0086 |
0.6% |
1.4425 |
| High |
1.4420 |
1.4530 |
0.0110 |
0.8% |
1.4534 |
| Low |
1.4343 |
1.4442 |
0.0099 |
0.7% |
1.4351 |
| Close |
1.4398 |
1.4464 |
0.0066 |
0.5% |
1.4375 |
| Range |
0.0077 |
0.0088 |
0.0011 |
14.3% |
0.0183 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
2.0% |
0.0000 |
| Volume |
247 |
295 |
48 |
19.4% |
1,730 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4743 |
1.4691 |
1.4512 |
|
| R3 |
1.4655 |
1.4603 |
1.4488 |
|
| R2 |
1.4567 |
1.4567 |
1.4480 |
|
| R1 |
1.4515 |
1.4515 |
1.4472 |
1.4541 |
| PP |
1.4479 |
1.4479 |
1.4479 |
1.4492 |
| S1 |
1.4427 |
1.4427 |
1.4456 |
1.4453 |
| S2 |
1.4391 |
1.4391 |
1.4448 |
|
| S3 |
1.4303 |
1.4339 |
1.4440 |
|
| S4 |
1.4215 |
1.4251 |
1.4416 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4969 |
1.4855 |
1.4476 |
|
| R3 |
1.4786 |
1.4672 |
1.4425 |
|
| R2 |
1.4603 |
1.4603 |
1.4409 |
|
| R1 |
1.4489 |
1.4489 |
1.4392 |
1.4455 |
| PP |
1.4420 |
1.4420 |
1.4420 |
1.4403 |
| S1 |
1.4306 |
1.4306 |
1.4358 |
1.4272 |
| S2 |
1.4237 |
1.4237 |
1.4341 |
|
| S3 |
1.4054 |
1.4123 |
1.4325 |
|
| S4 |
1.3871 |
1.3940 |
1.4274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4534 |
1.4343 |
0.0191 |
1.3% |
0.0089 |
0.6% |
63% |
False |
False |
323 |
| 10 |
1.4566 |
1.4343 |
0.0223 |
1.5% |
0.0086 |
0.6% |
54% |
False |
False |
244 |
| 20 |
1.4767 |
1.4323 |
0.0444 |
3.1% |
0.0100 |
0.7% |
32% |
False |
False |
170 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0106 |
0.7% |
59% |
False |
False |
121 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0096 |
0.7% |
66% |
False |
False |
106 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0080 |
0.6% |
66% |
False |
False |
80 |
| 100 |
1.4957 |
1.3880 |
0.1077 |
7.4% |
0.0066 |
0.5% |
54% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4904 |
|
2.618 |
1.4760 |
|
1.618 |
1.4672 |
|
1.000 |
1.4618 |
|
0.618 |
1.4584 |
|
HIGH |
1.4530 |
|
0.618 |
1.4496 |
|
0.500 |
1.4486 |
|
0.382 |
1.4476 |
|
LOW |
1.4442 |
|
0.618 |
1.4388 |
|
1.000 |
1.4354 |
|
1.618 |
1.4300 |
|
2.618 |
1.4212 |
|
4.250 |
1.4068 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4486 |
1.4455 |
| PP |
1.4479 |
1.4446 |
| S1 |
1.4471 |
1.4437 |
|