CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2934 |
1.2923 |
-0.0011 |
-0.1% |
1.3285 |
| High |
1.3058 |
1.3030 |
-0.0028 |
-0.2% |
1.3351 |
| Low |
1.2888 |
1.2892 |
0.0004 |
0.0% |
1.2806 |
| Close |
1.2906 |
1.2959 |
0.0053 |
0.4% |
1.2959 |
| Range |
0.0170 |
0.0138 |
-0.0032 |
-18.8% |
0.0545 |
| ATR |
0.0274 |
0.0264 |
-0.0010 |
-3.5% |
0.0000 |
| Volume |
106,305 |
103,414 |
-2,891 |
-2.7% |
533,582 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3374 |
1.3305 |
1.3035 |
|
| R3 |
1.3236 |
1.3167 |
1.2997 |
|
| R2 |
1.3098 |
1.3098 |
1.2984 |
|
| R1 |
1.3029 |
1.3029 |
1.2972 |
1.3064 |
| PP |
1.2960 |
1.2960 |
1.2960 |
1.2978 |
| S1 |
1.2891 |
1.2891 |
1.2946 |
1.2926 |
| S2 |
1.2822 |
1.2822 |
1.2934 |
|
| S3 |
1.2684 |
1.2753 |
1.2921 |
|
| S4 |
1.2546 |
1.2615 |
1.2883 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4674 |
1.4361 |
1.3259 |
|
| R3 |
1.4129 |
1.3816 |
1.3109 |
|
| R2 |
1.3584 |
1.3584 |
1.3059 |
|
| R1 |
1.3271 |
1.3271 |
1.3009 |
1.3155 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.2981 |
| S1 |
1.2726 |
1.2726 |
1.2909 |
1.2610 |
| S2 |
1.2494 |
1.2494 |
1.2859 |
|
| S3 |
1.1949 |
1.2181 |
1.2809 |
|
| S4 |
1.1404 |
1.1636 |
1.2659 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3359 |
1.2806 |
0.0553 |
4.3% |
0.0197 |
1.5% |
28% |
False |
False |
127,094 |
| 10 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0386 |
3.0% |
7% |
False |
False |
183,167 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0293 |
2.3% |
7% |
False |
False |
172,344 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0209 |
1.6% |
7% |
False |
False |
93,144 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0173 |
1.3% |
7% |
False |
False |
62,133 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0159 |
1.2% |
7% |
False |
False |
46,625 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0139 |
1.1% |
7% |
False |
False |
37,307 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0120 |
0.9% |
7% |
False |
False |
31,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3617 |
|
2.618 |
1.3391 |
|
1.618 |
1.3253 |
|
1.000 |
1.3168 |
|
0.618 |
1.3115 |
|
HIGH |
1.3030 |
|
0.618 |
1.2977 |
|
0.500 |
1.2961 |
|
0.382 |
1.2945 |
|
LOW |
1.2892 |
|
0.618 |
1.2807 |
|
1.000 |
1.2754 |
|
1.618 |
1.2669 |
|
2.618 |
1.2531 |
|
4.250 |
1.2306 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2961 |
1.2950 |
| PP |
1.2960 |
1.2941 |
| S1 |
1.2960 |
1.2932 |
|