CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3225 |
1.3131 |
-0.0094 |
-0.7% |
1.3205 |
| High |
1.3300 |
1.3173 |
-0.0127 |
-1.0% |
1.3324 |
| Low |
1.3087 |
1.3104 |
0.0017 |
0.1% |
1.3073 |
| Close |
1.3100 |
1.3136 |
0.0036 |
0.3% |
1.3100 |
| Range |
0.0213 |
0.0069 |
-0.0144 |
-67.6% |
0.0251 |
| ATR |
0.0240 |
0.0228 |
-0.0012 |
-5.0% |
0.0000 |
| Volume |
109,541 |
57,767 |
-51,774 |
-47.3% |
495,880 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3345 |
1.3309 |
1.3174 |
|
| R3 |
1.3276 |
1.3240 |
1.3155 |
|
| R2 |
1.3207 |
1.3207 |
1.3149 |
|
| R1 |
1.3171 |
1.3171 |
1.3142 |
1.3189 |
| PP |
1.3138 |
1.3138 |
1.3138 |
1.3147 |
| S1 |
1.3102 |
1.3102 |
1.3130 |
1.3120 |
| S2 |
1.3069 |
1.3069 |
1.3123 |
|
| S3 |
1.3000 |
1.3033 |
1.3117 |
|
| S4 |
1.2931 |
1.2964 |
1.3098 |
|
|
| 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 |
1.3300 |
1.3073 |
0.0227 |
1.7% |
0.0153 |
1.2% |
28% |
False |
False |
95,344 |
| 10 |
1.3491 |
1.2983 |
0.0508 |
3.9% |
0.0215 |
1.6% |
30% |
False |
False |
119,315 |
| 20 |
1.3540 |
1.2806 |
0.0734 |
5.6% |
0.0221 |
1.7% |
45% |
False |
False |
132,290 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0235 |
1.8% |
15% |
False |
False |
125,761 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0193 |
1.5% |
15% |
False |
False |
84,108 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0171 |
1.3% |
15% |
False |
False |
63,103 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0157 |
1.2% |
15% |
False |
False |
50,497 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0138 |
1.0% |
15% |
False |
False |
42,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3466 |
|
2.618 |
1.3354 |
|
1.618 |
1.3285 |
|
1.000 |
1.3242 |
|
0.618 |
1.3216 |
|
HIGH |
1.3173 |
|
0.618 |
1.3147 |
|
0.500 |
1.3139 |
|
0.382 |
1.3130 |
|
LOW |
1.3104 |
|
0.618 |
1.3061 |
|
1.000 |
1.3035 |
|
1.618 |
1.2992 |
|
2.618 |
1.2923 |
|
4.250 |
1.2811 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3139 |
1.3194 |
| PP |
1.3138 |
1.3174 |
| S1 |
1.3137 |
1.3155 |
|