CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3108 |
1.3243 |
0.0135 |
1.0% |
1.2954 |
| High |
1.3238 |
1.3284 |
0.0046 |
0.3% |
1.3491 |
| Low |
1.3073 |
1.3165 |
0.0092 |
0.7% |
1.2860 |
| Close |
1.3157 |
1.3212 |
0.0055 |
0.4% |
1.3211 |
| Range |
0.0165 |
0.0119 |
-0.0046 |
-27.9% |
0.0631 |
| ATR |
0.0251 |
0.0242 |
-0.0009 |
-3.5% |
0.0000 |
| Volume |
97,785 |
97,108 |
-677 |
-0.7% |
765,773 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3577 |
1.3514 |
1.3277 |
|
| R3 |
1.3458 |
1.3395 |
1.3245 |
|
| R2 |
1.3339 |
1.3339 |
1.3234 |
|
| R1 |
1.3276 |
1.3276 |
1.3223 |
1.3248 |
| PP |
1.3220 |
1.3220 |
1.3220 |
1.3207 |
| S1 |
1.3157 |
1.3157 |
1.3201 |
1.3129 |
| S2 |
1.3101 |
1.3101 |
1.3190 |
|
| S3 |
1.2982 |
1.3038 |
1.3179 |
|
| S4 |
1.2863 |
1.2919 |
1.3147 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5080 |
1.4777 |
1.3558 |
|
| R3 |
1.4449 |
1.4146 |
1.3385 |
|
| R2 |
1.3818 |
1.3818 |
1.3327 |
|
| R1 |
1.3515 |
1.3515 |
1.3269 |
1.3667 |
| PP |
1.3187 |
1.3187 |
1.3187 |
1.3263 |
| S1 |
1.2884 |
1.2884 |
1.3153 |
1.3036 |
| S2 |
1.2556 |
1.2556 |
1.3095 |
|
| S3 |
1.1925 |
1.2253 |
1.3037 |
|
| S4 |
1.1294 |
1.1622 |
1.2864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3488 |
1.3073 |
0.0415 |
3.1% |
0.0193 |
1.5% |
33% |
False |
False |
107,507 |
| 10 |
1.3491 |
1.2860 |
0.0631 |
4.8% |
0.0217 |
1.6% |
56% |
False |
False |
125,552 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0305 |
2.3% |
18% |
False |
False |
158,156 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0234 |
1.8% |
18% |
False |
False |
121,606 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0192 |
1.5% |
18% |
False |
False |
81,323 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0169 |
1.3% |
18% |
False |
False |
61,013 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0155 |
1.2% |
18% |
False |
False |
48,825 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0136 |
1.0% |
18% |
False |
False |
40,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3790 |
|
2.618 |
1.3596 |
|
1.618 |
1.3477 |
|
1.000 |
1.3403 |
|
0.618 |
1.3358 |
|
HIGH |
1.3284 |
|
0.618 |
1.3239 |
|
0.500 |
1.3225 |
|
0.382 |
1.3210 |
|
LOW |
1.3165 |
|
0.618 |
1.3091 |
|
1.000 |
1.3046 |
|
1.618 |
1.2972 |
|
2.618 |
1.2853 |
|
4.250 |
1.2659 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3225 |
1.3201 |
| PP |
1.3220 |
1.3190 |
| S1 |
1.3216 |
1.3179 |
|