CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4608 |
1.4506 |
-0.0102 |
-0.7% |
1.4356 |
| High |
1.4619 |
1.4551 |
-0.0068 |
-0.5% |
1.4667 |
| Low |
1.4503 |
1.4451 |
-0.0052 |
-0.4% |
1.4343 |
| Close |
1.4515 |
1.4497 |
-0.0018 |
-0.1% |
1.4515 |
| Range |
0.0116 |
0.0100 |
-0.0016 |
-13.8% |
0.0324 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
3,657 |
545 |
-3,112 |
-85.1% |
11,294 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4800 |
1.4748 |
1.4552 |
|
| R3 |
1.4700 |
1.4648 |
1.4525 |
|
| R2 |
1.4600 |
1.4600 |
1.4515 |
|
| R1 |
1.4548 |
1.4548 |
1.4506 |
1.4524 |
| PP |
1.4500 |
1.4500 |
1.4500 |
1.4488 |
| S1 |
1.4448 |
1.4448 |
1.4488 |
1.4424 |
| S2 |
1.4400 |
1.4400 |
1.4479 |
|
| S3 |
1.4300 |
1.4348 |
1.4470 |
|
| S4 |
1.4200 |
1.4248 |
1.4442 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5480 |
1.5322 |
1.4693 |
|
| R3 |
1.5156 |
1.4998 |
1.4604 |
|
| R2 |
1.4832 |
1.4832 |
1.4574 |
|
| R1 |
1.4674 |
1.4674 |
1.4545 |
1.4753 |
| PP |
1.4508 |
1.4508 |
1.4508 |
1.4548 |
| S1 |
1.4350 |
1.4350 |
1.4485 |
1.4429 |
| S2 |
1.4184 |
1.4184 |
1.4456 |
|
| S3 |
1.3860 |
1.4026 |
1.4426 |
|
| S4 |
1.3536 |
1.3702 |
1.4337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4667 |
1.4417 |
0.0250 |
1.7% |
0.0124 |
0.9% |
32% |
False |
False |
2,318 |
| 10 |
1.4667 |
1.4343 |
0.0324 |
2.2% |
0.0103 |
0.7% |
48% |
False |
False |
1,347 |
| 20 |
1.4767 |
1.4343 |
0.0424 |
2.9% |
0.0107 |
0.7% |
36% |
False |
False |
718 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0106 |
0.7% |
63% |
False |
False |
398 |
| 60 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0101 |
0.7% |
70% |
False |
False |
290 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0086 |
0.6% |
70% |
False |
False |
221 |
| 100 |
1.4847 |
1.3880 |
0.0967 |
6.7% |
0.0071 |
0.5% |
64% |
False |
False |
179 |
| 120 |
1.5239 |
1.3880 |
0.1359 |
9.4% |
0.0060 |
0.4% |
45% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4976 |
|
2.618 |
1.4813 |
|
1.618 |
1.4713 |
|
1.000 |
1.4651 |
|
0.618 |
1.4613 |
|
HIGH |
1.4551 |
|
0.618 |
1.4513 |
|
0.500 |
1.4501 |
|
0.382 |
1.4489 |
|
LOW |
1.4451 |
|
0.618 |
1.4389 |
|
1.000 |
1.4351 |
|
1.618 |
1.4289 |
|
2.618 |
1.4189 |
|
4.250 |
1.4026 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4501 |
1.4559 |
| PP |
1.4500 |
1.4538 |
| S1 |
1.4498 |
1.4518 |
|