CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4442 |
1.4466 |
0.0024 |
0.2% |
1.4425 |
| High |
1.4530 |
1.4640 |
0.0110 |
0.8% |
1.4534 |
| Low |
1.4442 |
1.4417 |
-0.0025 |
-0.2% |
1.4351 |
| Close |
1.4464 |
1.4606 |
0.0142 |
1.0% |
1.4375 |
| Range |
0.0088 |
0.0223 |
0.0135 |
153.4% |
0.0183 |
| ATR |
0.0105 |
0.0113 |
0.0008 |
8.0% |
0.0000 |
| Volume |
295 |
5,716 |
5,421 |
1,837.6% |
1,730 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5223 |
1.5138 |
1.4729 |
|
| R3 |
1.5000 |
1.4915 |
1.4667 |
|
| R2 |
1.4777 |
1.4777 |
1.4647 |
|
| R1 |
1.4692 |
1.4692 |
1.4626 |
1.4735 |
| PP |
1.4554 |
1.4554 |
1.4554 |
1.4576 |
| S1 |
1.4469 |
1.4469 |
1.4586 |
1.4512 |
| S2 |
1.4331 |
1.4331 |
1.4565 |
|
| S3 |
1.4108 |
1.4246 |
1.4545 |
|
| S4 |
1.3885 |
1.4023 |
1.4483 |
|
|
| 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 |
1.4640 |
1.4343 |
0.0297 |
2.0% |
0.0118 |
0.8% |
89% |
True |
False |
1,426 |
| 10 |
1.4640 |
1.4343 |
0.0297 |
2.0% |
0.0100 |
0.7% |
89% |
True |
False |
803 |
| 20 |
1.4767 |
1.4323 |
0.0444 |
3.0% |
0.0108 |
0.7% |
64% |
False |
False |
455 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.0% |
0.0106 |
0.7% |
78% |
False |
False |
261 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0098 |
0.7% |
82% |
False |
False |
201 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0083 |
0.6% |
82% |
False |
False |
152 |
| 100 |
1.4957 |
1.3880 |
0.1077 |
7.4% |
0.0068 |
0.5% |
67% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5588 |
|
2.618 |
1.5224 |
|
1.618 |
1.5001 |
|
1.000 |
1.4863 |
|
0.618 |
1.4778 |
|
HIGH |
1.4640 |
|
0.618 |
1.4555 |
|
0.500 |
1.4529 |
|
0.382 |
1.4502 |
|
LOW |
1.4417 |
|
0.618 |
1.4279 |
|
1.000 |
1.4194 |
|
1.618 |
1.4056 |
|
2.618 |
1.3833 |
|
4.250 |
1.3469 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4580 |
1.4568 |
| PP |
1.4554 |
1.4530 |
| S1 |
1.4529 |
1.4492 |
|