CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4499 |
1.4629 |
0.0130 |
0.9% |
1.4356 |
| High |
1.4650 |
1.4737 |
0.0087 |
0.6% |
1.4667 |
| Low |
1.4494 |
1.4616 |
0.0122 |
0.8% |
1.4343 |
| Close |
1.4642 |
1.4732 |
0.0090 |
0.6% |
1.4515 |
| Range |
0.0156 |
0.0121 |
-0.0035 |
-22.4% |
0.0324 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.4% |
0.0000 |
| Volume |
909 |
619 |
-290 |
-31.9% |
11,294 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5058 |
1.5016 |
1.4799 |
|
| R3 |
1.4937 |
1.4895 |
1.4765 |
|
| R2 |
1.4816 |
1.4816 |
1.4754 |
|
| R1 |
1.4774 |
1.4774 |
1.4743 |
1.4795 |
| PP |
1.4695 |
1.4695 |
1.4695 |
1.4706 |
| S1 |
1.4653 |
1.4653 |
1.4721 |
1.4674 |
| S2 |
1.4574 |
1.4574 |
1.4710 |
|
| S3 |
1.4453 |
1.4532 |
1.4699 |
|
| S4 |
1.4332 |
1.4411 |
1.4665 |
|
|
| 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 |
1.4737 |
1.4451 |
0.0286 |
1.9% |
0.0117 |
0.8% |
98% |
True |
False |
1,421 |
| 10 |
1.4737 |
1.4343 |
0.0394 |
2.7% |
0.0118 |
0.8% |
99% |
True |
False |
1,424 |
| 20 |
1.4767 |
1.4343 |
0.0424 |
2.9% |
0.0107 |
0.7% |
92% |
False |
False |
781 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.0% |
0.0107 |
0.7% |
95% |
False |
False |
434 |
| 60 |
1.4767 |
1.3994 |
0.0773 |
5.2% |
0.0104 |
0.7% |
95% |
False |
False |
316 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.0% |
0.0088 |
0.6% |
96% |
False |
False |
240 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.0% |
0.0074 |
0.5% |
96% |
False |
False |
194 |
| 120 |
1.5239 |
1.3880 |
0.1359 |
9.2% |
0.0062 |
0.4% |
63% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5251 |
|
2.618 |
1.5054 |
|
1.618 |
1.4933 |
|
1.000 |
1.4858 |
|
0.618 |
1.4812 |
|
HIGH |
1.4737 |
|
0.618 |
1.4691 |
|
0.500 |
1.4677 |
|
0.382 |
1.4662 |
|
LOW |
1.4616 |
|
0.618 |
1.4541 |
|
1.000 |
1.4495 |
|
1.618 |
1.4420 |
|
2.618 |
1.4299 |
|
4.250 |
1.4102 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4714 |
1.4686 |
| PP |
1.4695 |
1.4640 |
| S1 |
1.4677 |
1.4594 |
|