CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3028 |
1.2934 |
-0.0094 |
-0.7% |
1.3443 |
| High |
1.3039 |
1.3058 |
0.0019 |
0.1% |
1.3540 |
| Low |
1.2806 |
1.2888 |
0.0082 |
0.6% |
1.3133 |
| Close |
1.2935 |
1.2906 |
-0.0029 |
-0.2% |
1.3293 |
| Range |
0.0233 |
0.0170 |
-0.0063 |
-27.0% |
0.0407 |
| ATR |
0.0282 |
0.0274 |
-0.0008 |
-2.8% |
0.0000 |
| Volume |
150,859 |
106,305 |
-44,554 |
-29.5% |
792,814 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3461 |
1.3353 |
1.3000 |
|
| R3 |
1.3291 |
1.3183 |
1.2953 |
|
| R2 |
1.3121 |
1.3121 |
1.2937 |
|
| R1 |
1.3013 |
1.3013 |
1.2922 |
1.2982 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2935 |
| S1 |
1.2843 |
1.2843 |
1.2890 |
1.2812 |
| S2 |
1.2781 |
1.2781 |
1.2875 |
|
| S3 |
1.2611 |
1.2673 |
1.2859 |
|
| S4 |
1.2441 |
1.2503 |
1.2813 |
|
|
| 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 |
1.3502 |
1.2806 |
0.0696 |
5.4% |
0.0227 |
1.8% |
14% |
False |
False |
142,906 |
| 10 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0394 |
3.0% |
5% |
False |
False |
190,760 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0290 |
2.2% |
5% |
False |
False |
171,084 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0208 |
1.6% |
5% |
False |
False |
90,563 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0172 |
1.3% |
5% |
False |
False |
60,411 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0159 |
1.2% |
5% |
False |
False |
45,333 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0138 |
1.1% |
5% |
False |
False |
36,273 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0119 |
0.9% |
5% |
False |
False |
30,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3781 |
|
2.618 |
1.3503 |
|
1.618 |
1.3333 |
|
1.000 |
1.3228 |
|
0.618 |
1.3163 |
|
HIGH |
1.3058 |
|
0.618 |
1.2993 |
|
0.500 |
1.2973 |
|
0.382 |
1.2953 |
|
LOW |
1.2888 |
|
0.618 |
1.2783 |
|
1.000 |
1.2718 |
|
1.618 |
1.2613 |
|
2.618 |
1.2443 |
|
4.250 |
1.2166 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2973 |
1.3079 |
| PP |
1.2951 |
1.3021 |
| S1 |
1.2928 |
1.2964 |
|