CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3222 |
1.3168 |
-0.0054 |
-0.4% |
1.3131 |
| High |
1.3261 |
1.3312 |
0.0051 |
0.4% |
1.3312 |
| Low |
1.3127 |
1.3160 |
0.0033 |
0.3% |
1.3067 |
| Close |
1.3160 |
1.3247 |
0.0087 |
0.7% |
1.3247 |
| Range |
0.0134 |
0.0152 |
0.0018 |
13.4% |
0.0245 |
| ATR |
0.0211 |
0.0207 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
77,279 |
111,035 |
33,756 |
43.7% |
431,822 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3696 |
1.3623 |
1.3331 |
|
| R3 |
1.3544 |
1.3471 |
1.3289 |
|
| R2 |
1.3392 |
1.3392 |
1.3275 |
|
| R1 |
1.3319 |
1.3319 |
1.3261 |
1.3356 |
| PP |
1.3240 |
1.3240 |
1.3240 |
1.3258 |
| S1 |
1.3167 |
1.3167 |
1.3233 |
1.3204 |
| S2 |
1.3088 |
1.3088 |
1.3219 |
|
| S3 |
1.2936 |
1.3015 |
1.3205 |
|
| S4 |
1.2784 |
1.2863 |
1.3163 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3944 |
1.3840 |
1.3382 |
|
| R3 |
1.3699 |
1.3595 |
1.3314 |
|
| R2 |
1.3454 |
1.3454 |
1.3292 |
|
| R1 |
1.3350 |
1.3350 |
1.3269 |
1.3402 |
| PP |
1.3209 |
1.3209 |
1.3209 |
1.3235 |
| S1 |
1.3105 |
1.3105 |
1.3225 |
1.3157 |
| S2 |
1.2964 |
1.2964 |
1.3202 |
|
| S3 |
1.2719 |
1.2860 |
1.3180 |
|
| S4 |
1.2474 |
1.2615 |
1.3112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3312 |
1.3067 |
0.0245 |
1.8% |
0.0129 |
1.0% |
73% |
True |
False |
86,364 |
| 10 |
1.3324 |
1.3067 |
0.0257 |
1.9% |
0.0147 |
1.1% |
70% |
False |
False |
92,770 |
| 20 |
1.3491 |
1.2806 |
0.0685 |
5.2% |
0.0194 |
1.5% |
64% |
False |
False |
116,447 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0236 |
1.8% |
20% |
False |
False |
134,883 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0194 |
1.5% |
20% |
False |
False |
90,335 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0172 |
1.3% |
20% |
False |
False |
67,777 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0160 |
1.2% |
20% |
False |
False |
54,237 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0141 |
1.1% |
20% |
False |
False |
45,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3958 |
|
2.618 |
1.3710 |
|
1.618 |
1.3558 |
|
1.000 |
1.3464 |
|
0.618 |
1.3406 |
|
HIGH |
1.3312 |
|
0.618 |
1.3254 |
|
0.500 |
1.3236 |
|
0.382 |
1.3218 |
|
LOW |
1.3160 |
|
0.618 |
1.3066 |
|
1.000 |
1.3008 |
|
1.618 |
1.2914 |
|
2.618 |
1.2762 |
|
4.250 |
1.2514 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3243 |
1.3230 |
| PP |
1.3240 |
1.3214 |
| S1 |
1.3236 |
1.3197 |
|