CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2954 |
1.3010 |
0.0056 |
0.4% |
1.3285 |
| High |
1.3029 |
1.3306 |
0.0277 |
2.1% |
1.3351 |
| Low |
1.2860 |
1.2983 |
0.0123 |
1.0% |
1.2806 |
| Close |
1.3014 |
1.3278 |
0.0264 |
2.0% |
1.2959 |
| Range |
0.0169 |
0.0323 |
0.0154 |
91.1% |
0.0545 |
| ATR |
0.0257 |
0.0262 |
0.0005 |
1.8% |
0.0000 |
| Volume |
126,264 |
157,236 |
30,972 |
24.5% |
533,582 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4158 |
1.4041 |
1.3456 |
|
| R3 |
1.3835 |
1.3718 |
1.3367 |
|
| R2 |
1.3512 |
1.3512 |
1.3337 |
|
| R1 |
1.3395 |
1.3395 |
1.3308 |
1.3454 |
| PP |
1.3189 |
1.3189 |
1.3189 |
1.3218 |
| S1 |
1.3072 |
1.3072 |
1.3248 |
1.3131 |
| S2 |
1.2866 |
1.2866 |
1.3219 |
|
| S3 |
1.2543 |
1.2749 |
1.3189 |
|
| S4 |
1.2220 |
1.2426 |
1.3100 |
|
|
| 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 |
1.3306 |
1.2806 |
0.0500 |
3.8% |
0.0207 |
1.6% |
94% |
True |
False |
128,815 |
| 10 |
1.3540 |
1.2806 |
0.0734 |
5.5% |
0.0222 |
1.7% |
64% |
False |
False |
138,073 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0292 |
2.2% |
21% |
False |
False |
167,020 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0216 |
1.6% |
21% |
False |
False |
100,209 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0179 |
1.3% |
21% |
False |
False |
66,857 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0160 |
1.2% |
21% |
False |
False |
50,161 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0143 |
1.1% |
21% |
False |
False |
40,142 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0124 |
0.9% |
21% |
False |
False |
33,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4679 |
|
2.618 |
1.4152 |
|
1.618 |
1.3829 |
|
1.000 |
1.3629 |
|
0.618 |
1.3506 |
|
HIGH |
1.3306 |
|
0.618 |
1.3183 |
|
0.500 |
1.3145 |
|
0.382 |
1.3106 |
|
LOW |
1.2983 |
|
0.618 |
1.2783 |
|
1.000 |
1.2660 |
|
1.618 |
1.2460 |
|
2.618 |
1.2137 |
|
4.250 |
1.1610 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3234 |
1.3213 |
| PP |
1.3189 |
1.3148 |
| S1 |
1.3145 |
1.3083 |
|