CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3285 |
1.3028 |
-0.0257 |
-1.9% |
1.3443 |
| High |
1.3351 |
1.3039 |
-0.0312 |
-2.3% |
1.3540 |
| Low |
1.3010 |
1.2806 |
-0.0204 |
-1.6% |
1.3133 |
| Close |
1.3037 |
1.2935 |
-0.0102 |
-0.8% |
1.3293 |
| Range |
0.0341 |
0.0233 |
-0.0108 |
-31.7% |
0.0407 |
| ATR |
0.0285 |
0.0282 |
-0.0004 |
-1.3% |
0.0000 |
| Volume |
173,004 |
150,859 |
-22,145 |
-12.8% |
792,814 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3626 |
1.3513 |
1.3063 |
|
| R3 |
1.3393 |
1.3280 |
1.2999 |
|
| R2 |
1.3160 |
1.3160 |
1.2978 |
|
| R1 |
1.3047 |
1.3047 |
1.2956 |
1.2987 |
| PP |
1.2927 |
1.2927 |
1.2927 |
1.2897 |
| S1 |
1.2814 |
1.2814 |
1.2914 |
1.2754 |
| S2 |
1.2694 |
1.2694 |
1.2892 |
|
| S3 |
1.2461 |
1.2581 |
1.2871 |
|
| S4 |
1.2228 |
1.2348 |
1.2807 |
|
|
| 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 |
1.2806 |
0.0734 |
5.7% |
0.0243 |
1.9% |
18% |
False |
True |
148,596 |
| 10 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0390 |
3.0% |
6% |
False |
True |
194,561 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0286 |
2.2% |
6% |
False |
True |
170,060 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0205 |
1.6% |
6% |
False |
True |
87,920 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0171 |
1.3% |
6% |
False |
True |
58,648 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0157 |
1.2% |
6% |
False |
True |
44,005 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0136 |
1.1% |
6% |
False |
True |
35,210 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0117 |
0.9% |
6% |
False |
True |
29,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4029 |
|
2.618 |
1.3649 |
|
1.618 |
1.3416 |
|
1.000 |
1.3272 |
|
0.618 |
1.3183 |
|
HIGH |
1.3039 |
|
0.618 |
1.2950 |
|
0.500 |
1.2923 |
|
0.382 |
1.2895 |
|
LOW |
1.2806 |
|
0.618 |
1.2662 |
|
1.000 |
1.2573 |
|
1.618 |
1.2429 |
|
2.618 |
1.2196 |
|
4.250 |
1.1816 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2931 |
1.3083 |
| PP |
1.2927 |
1.3033 |
| S1 |
1.2923 |
1.2984 |
|