CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3247 |
1.3187 |
-0.0060 |
-0.5% |
1.3131 |
| High |
1.3282 |
1.3376 |
0.0094 |
0.7% |
1.3312 |
| Low |
1.3172 |
1.3181 |
0.0009 |
0.1% |
1.3067 |
| Close |
1.3200 |
1.3357 |
0.0157 |
1.2% |
1.3247 |
| Range |
0.0110 |
0.0195 |
0.0085 |
77.3% |
0.0245 |
| ATR |
0.0200 |
0.0199 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
60,969 |
94,976 |
34,007 |
55.8% |
431,822 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3890 |
1.3818 |
1.3464 |
|
| R3 |
1.3695 |
1.3623 |
1.3411 |
|
| R2 |
1.3500 |
1.3500 |
1.3393 |
|
| R1 |
1.3428 |
1.3428 |
1.3375 |
1.3464 |
| PP |
1.3305 |
1.3305 |
1.3305 |
1.3323 |
| S1 |
1.3233 |
1.3233 |
1.3339 |
1.3269 |
| S2 |
1.3110 |
1.3110 |
1.3321 |
|
| S3 |
1.2915 |
1.3038 |
1.3303 |
|
| S4 |
1.2720 |
1.2843 |
1.3250 |
|
|
| 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 |
1.3376 |
1.3082 |
0.0294 |
2.2% |
0.0151 |
1.1% |
94% |
True |
False |
87,220 |
| 10 |
1.3376 |
1.3067 |
0.0309 |
2.3% |
0.0145 |
1.1% |
94% |
True |
False |
89,220 |
| 20 |
1.3491 |
1.2806 |
0.0685 |
5.1% |
0.0187 |
1.4% |
80% |
False |
False |
110,499 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0236 |
1.8% |
25% |
False |
False |
137,781 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0196 |
1.5% |
25% |
False |
False |
92,933 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0174 |
1.3% |
25% |
False |
False |
69,725 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0162 |
1.2% |
25% |
False |
False |
55,795 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.5% |
0.0143 |
1.1% |
25% |
False |
False |
46,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4205 |
|
2.618 |
1.3887 |
|
1.618 |
1.3692 |
|
1.000 |
1.3571 |
|
0.618 |
1.3497 |
|
HIGH |
1.3376 |
|
0.618 |
1.3302 |
|
0.500 |
1.3279 |
|
0.382 |
1.3255 |
|
LOW |
1.3181 |
|
0.618 |
1.3060 |
|
1.000 |
1.2986 |
|
1.618 |
1.2865 |
|
2.618 |
1.2670 |
|
4.250 |
1.2352 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3331 |
1.3327 |
| PP |
1.3305 |
1.3298 |
| S1 |
1.3279 |
1.3268 |
|