CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3243 |
1.3225 |
-0.0018 |
-0.1% |
1.3205 |
| High |
1.3284 |
1.3300 |
0.0016 |
0.1% |
1.3324 |
| Low |
1.3165 |
1.3087 |
-0.0078 |
-0.6% |
1.3073 |
| Close |
1.3212 |
1.3100 |
-0.0112 |
-0.8% |
1.3100 |
| Range |
0.0119 |
0.0213 |
0.0094 |
79.0% |
0.0251 |
| ATR |
0.0242 |
0.0240 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
97,108 |
109,541 |
12,433 |
12.8% |
495,880 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3801 |
1.3664 |
1.3217 |
|
| R3 |
1.3588 |
1.3451 |
1.3159 |
|
| R2 |
1.3375 |
1.3375 |
1.3139 |
|
| R1 |
1.3238 |
1.3238 |
1.3120 |
1.3200 |
| PP |
1.3162 |
1.3162 |
1.3162 |
1.3144 |
| S1 |
1.3025 |
1.3025 |
1.3080 |
1.2987 |
| S2 |
1.2949 |
1.2949 |
1.3061 |
|
| S3 |
1.2736 |
1.2812 |
1.3041 |
|
| S4 |
1.2523 |
1.2599 |
1.2983 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3760 |
1.3238 |
|
| R3 |
1.3668 |
1.3509 |
1.3169 |
|
| R2 |
1.3417 |
1.3417 |
1.3146 |
|
| R1 |
1.3258 |
1.3258 |
1.3123 |
1.3212 |
| PP |
1.3166 |
1.3166 |
1.3166 |
1.3143 |
| S1 |
1.3007 |
1.3007 |
1.3077 |
1.2961 |
| S2 |
1.2915 |
1.2915 |
1.3054 |
|
| S3 |
1.2664 |
1.2756 |
1.3031 |
|
| S4 |
1.2413 |
1.2505 |
1.2962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3324 |
1.3073 |
0.0251 |
1.9% |
0.0165 |
1.3% |
11% |
False |
False |
99,176 |
| 10 |
1.3491 |
1.2860 |
0.0631 |
4.8% |
0.0225 |
1.7% |
38% |
False |
False |
126,165 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0305 |
2.3% |
13% |
False |
False |
154,666 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0236 |
1.8% |
13% |
False |
False |
124,329 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0193 |
1.5% |
13% |
False |
False |
83,146 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0171 |
1.3% |
13% |
False |
False |
62,381 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0157 |
1.2% |
13% |
False |
False |
49,921 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0137 |
1.0% |
13% |
False |
False |
41,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4205 |
|
2.618 |
1.3858 |
|
1.618 |
1.3645 |
|
1.000 |
1.3513 |
|
0.618 |
1.3432 |
|
HIGH |
1.3300 |
|
0.618 |
1.3219 |
|
0.500 |
1.3194 |
|
0.382 |
1.3168 |
|
LOW |
1.3087 |
|
0.618 |
1.2955 |
|
1.000 |
1.2874 |
|
1.618 |
1.2742 |
|
2.618 |
1.2529 |
|
4.250 |
1.2182 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3194 |
1.3187 |
| PP |
1.3162 |
1.3158 |
| S1 |
1.3131 |
1.3129 |
|