CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3257 |
1.3143 |
-0.0114 |
-0.9% |
1.3285 |
| High |
1.3350 |
1.3491 |
0.0141 |
1.1% |
1.3351 |
| Low |
1.3144 |
1.3116 |
-0.0028 |
-0.2% |
1.2806 |
| Close |
1.3169 |
1.3338 |
0.0169 |
1.3% |
1.2959 |
| Range |
0.0206 |
0.0375 |
0.0169 |
82.0% |
0.0545 |
| ATR |
0.0258 |
0.0266 |
0.0008 |
3.2% |
0.0000 |
| Volume |
133,727 |
197,350 |
63,623 |
47.6% |
533,582 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4440 |
1.4264 |
1.3544 |
|
| R3 |
1.4065 |
1.3889 |
1.3441 |
|
| R2 |
1.3690 |
1.3690 |
1.3407 |
|
| R1 |
1.3514 |
1.3514 |
1.3372 |
1.3602 |
| PP |
1.3315 |
1.3315 |
1.3315 |
1.3359 |
| S1 |
1.3139 |
1.3139 |
1.3304 |
1.3227 |
| S2 |
1.2940 |
1.2940 |
1.3269 |
|
| S3 |
1.2565 |
1.2764 |
1.3235 |
|
| S4 |
1.2190 |
1.2389 |
1.3132 |
|
|
| 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 |
1.3491 |
1.2860 |
0.0631 |
4.7% |
0.0242 |
1.8% |
76% |
True |
False |
143,598 |
| 10 |
1.3502 |
1.2806 |
0.0696 |
5.2% |
0.0235 |
1.8% |
76% |
False |
False |
143,252 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0308 |
2.3% |
24% |
False |
False |
170,406 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0227 |
1.7% |
24% |
False |
False |
108,473 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0185 |
1.4% |
24% |
False |
False |
72,372 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0166 |
1.2% |
24% |
False |
False |
54,297 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0148 |
1.1% |
24% |
False |
False |
43,452 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0129 |
1.0% |
24% |
False |
False |
36,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5085 |
|
2.618 |
1.4473 |
|
1.618 |
1.4098 |
|
1.000 |
1.3866 |
|
0.618 |
1.3723 |
|
HIGH |
1.3491 |
|
0.618 |
1.3348 |
|
0.500 |
1.3304 |
|
0.382 |
1.3259 |
|
LOW |
1.3116 |
|
0.618 |
1.2884 |
|
1.000 |
1.2741 |
|
1.618 |
1.2509 |
|
2.618 |
1.2134 |
|
4.250 |
1.1522 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3327 |
1.3304 |
| PP |
1.3315 |
1.3271 |
| S1 |
1.3304 |
1.3237 |
|