CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3450 |
1.3302 |
-0.0148 |
-1.1% |
1.3443 |
| High |
1.3502 |
1.3359 |
-0.0143 |
-1.1% |
1.3540 |
| Low |
1.3215 |
1.3255 |
0.0040 |
0.3% |
1.3133 |
| Close |
1.3248 |
1.3293 |
0.0045 |
0.3% |
1.3293 |
| Range |
0.0287 |
0.0104 |
-0.0183 |
-63.8% |
0.0407 |
| ATR |
0.0294 |
0.0281 |
-0.0013 |
-4.4% |
0.0000 |
| Volume |
182,471 |
101,892 |
-80,579 |
-44.2% |
792,814 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3614 |
1.3558 |
1.3350 |
|
| R3 |
1.3510 |
1.3454 |
1.3322 |
|
| R2 |
1.3406 |
1.3406 |
1.3312 |
|
| R1 |
1.3350 |
1.3350 |
1.3303 |
1.3326 |
| PP |
1.3302 |
1.3302 |
1.3302 |
1.3291 |
| S1 |
1.3246 |
1.3246 |
1.3283 |
1.3222 |
| S2 |
1.3198 |
1.3198 |
1.3274 |
|
| S3 |
1.3094 |
1.3142 |
1.3264 |
|
| S4 |
1.2990 |
1.3038 |
1.3236 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4543 |
1.4325 |
1.3517 |
|
| R3 |
1.4136 |
1.3918 |
1.3405 |
|
| R2 |
1.3729 |
1.3729 |
1.3368 |
|
| R1 |
1.3511 |
1.3511 |
1.3330 |
1.3417 |
| PP |
1.3322 |
1.3322 |
1.3322 |
1.3275 |
| S1 |
1.3104 |
1.3104 |
1.3256 |
1.3010 |
| S2 |
1.2915 |
1.2915 |
1.3218 |
|
| S3 |
1.2508 |
1.2697 |
1.3181 |
|
| S4 |
1.2101 |
1.2290 |
1.3069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3540 |
1.3133 |
0.0407 |
3.1% |
0.0242 |
1.8% |
39% |
False |
False |
158,562 |
| 10 |
1.5009 |
1.3133 |
0.1876 |
14.1% |
0.0378 |
2.8% |
9% |
False |
False |
196,483 |
| 20 |
1.5009 |
1.3133 |
0.1876 |
14.1% |
0.0275 |
2.1% |
9% |
False |
False |
157,792 |
| 40 |
1.5009 |
1.3133 |
0.1876 |
14.1% |
0.0196 |
1.5% |
9% |
False |
False |
79,826 |
| 60 |
1.5009 |
1.3133 |
0.1876 |
14.1% |
0.0165 |
1.2% |
9% |
False |
False |
53,251 |
| 80 |
1.5009 |
1.3133 |
0.1876 |
14.1% |
0.0152 |
1.1% |
9% |
False |
False |
39,957 |
| 100 |
1.5009 |
1.3133 |
0.1876 |
14.1% |
0.0131 |
1.0% |
9% |
False |
False |
31,971 |
| 120 |
1.5009 |
1.3133 |
0.1876 |
14.1% |
0.0113 |
0.8% |
9% |
False |
False |
26,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3801 |
|
2.618 |
1.3631 |
|
1.618 |
1.3527 |
|
1.000 |
1.3463 |
|
0.618 |
1.3423 |
|
HIGH |
1.3359 |
|
0.618 |
1.3319 |
|
0.500 |
1.3307 |
|
0.382 |
1.3295 |
|
LOW |
1.3255 |
|
0.618 |
1.3191 |
|
1.000 |
1.3151 |
|
1.618 |
1.3087 |
|
2.618 |
1.2983 |
|
4.250 |
1.2813 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3307 |
1.3378 |
| PP |
1.3302 |
1.3349 |
| S1 |
1.3298 |
1.3321 |
|