CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3364 |
1.3328 |
-0.0036 |
-0.3% |
1.3131 |
| High |
1.3382 |
1.3370 |
-0.0012 |
-0.1% |
1.3312 |
| Low |
1.3289 |
1.3111 |
-0.0178 |
-1.3% |
1.3067 |
| Close |
1.3325 |
1.3124 |
-0.0201 |
-1.5% |
1.3247 |
| Range |
0.0093 |
0.0259 |
0.0166 |
178.5% |
0.0245 |
| ATR |
0.0192 |
0.0197 |
0.0005 |
2.5% |
0.0000 |
| Volume |
65,164 |
166,483 |
101,319 |
155.5% |
431,822 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3979 |
1.3810 |
1.3266 |
|
| R3 |
1.3720 |
1.3551 |
1.3195 |
|
| R2 |
1.3461 |
1.3461 |
1.3171 |
|
| R1 |
1.3292 |
1.3292 |
1.3148 |
1.3247 |
| PP |
1.3202 |
1.3202 |
1.3202 |
1.3179 |
| S1 |
1.3033 |
1.3033 |
1.3100 |
1.2988 |
| S2 |
1.2943 |
1.2943 |
1.3077 |
|
| S3 |
1.2684 |
1.2774 |
1.3053 |
|
| S4 |
1.2425 |
1.2515 |
1.2982 |
|
|
| 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 |
1.3382 |
1.3111 |
0.0271 |
2.1% |
0.0162 |
1.2% |
5% |
False |
True |
99,725 |
| 10 |
1.3382 |
1.3067 |
0.0315 |
2.4% |
0.0151 |
1.2% |
18% |
False |
False |
92,895 |
| 20 |
1.3491 |
1.2860 |
0.0631 |
4.8% |
0.0184 |
1.4% |
42% |
False |
False |
109,224 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0237 |
1.8% |
14% |
False |
False |
140,154 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0200 |
1.5% |
14% |
False |
False |
96,783 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0175 |
1.3% |
14% |
False |
False |
72,614 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0164 |
1.3% |
14% |
False |
False |
58,111 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0146 |
1.1% |
14% |
False |
False |
48,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4471 |
|
2.618 |
1.4048 |
|
1.618 |
1.3789 |
|
1.000 |
1.3629 |
|
0.618 |
1.3530 |
|
HIGH |
1.3370 |
|
0.618 |
1.3271 |
|
0.500 |
1.3241 |
|
0.382 |
1.3210 |
|
LOW |
1.3111 |
|
0.618 |
1.2951 |
|
1.000 |
1.2852 |
|
1.618 |
1.2692 |
|
2.618 |
1.2433 |
|
4.250 |
1.2010 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3241 |
1.3247 |
| PP |
1.3202 |
1.3206 |
| S1 |
1.3163 |
1.3165 |
|