CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3018 |
1.2964 |
-0.0054 |
-0.4% |
1.3084 |
| High |
1.3036 |
1.3043 |
0.0007 |
0.1% |
1.3105 |
| Low |
1.2943 |
1.2910 |
-0.0033 |
-0.3% |
1.2910 |
| Close |
1.2976 |
1.2924 |
-0.0052 |
-0.4% |
1.2924 |
| Range |
0.0093 |
0.0133 |
0.0040 |
43.0% |
0.0195 |
| ATR |
0.0167 |
0.0165 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
65,310 |
73,717 |
8,407 |
12.9% |
336,917 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3358 |
1.3274 |
1.2997 |
|
| R3 |
1.3225 |
1.3141 |
1.2961 |
|
| R2 |
1.3092 |
1.3092 |
1.2948 |
|
| R1 |
1.3008 |
1.3008 |
1.2936 |
1.2984 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2947 |
| S1 |
1.2875 |
1.2875 |
1.2912 |
1.2851 |
| S2 |
1.2826 |
1.2826 |
1.2900 |
|
| S3 |
1.2693 |
1.2742 |
1.2887 |
|
| S4 |
1.2560 |
1.2609 |
1.2851 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3439 |
1.3031 |
|
| R3 |
1.3370 |
1.3244 |
1.2978 |
|
| R2 |
1.3175 |
1.3175 |
1.2960 |
|
| R1 |
1.3049 |
1.3049 |
1.2942 |
1.3015 |
| PP |
1.2980 |
1.2980 |
1.2980 |
1.2962 |
| S1 |
1.2854 |
1.2854 |
1.2906 |
1.2820 |
| S2 |
1.2785 |
1.2785 |
1.2888 |
|
| S3 |
1.2590 |
1.2659 |
1.2870 |
|
| S4 |
1.2395 |
1.2464 |
1.2817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3105 |
1.2910 |
0.0195 |
1.5% |
0.0098 |
0.8% |
7% |
False |
True |
67,383 |
| 10 |
1.3382 |
1.2910 |
0.0472 |
3.7% |
0.0130 |
1.0% |
3% |
False |
True |
82,853 |
| 20 |
1.3382 |
1.2910 |
0.0472 |
3.7% |
0.0139 |
1.1% |
3% |
False |
True |
87,811 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0226 |
1.7% |
5% |
False |
False |
128,832 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0199 |
1.5% |
5% |
False |
False |
104,010 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0177 |
1.4% |
5% |
False |
False |
78,121 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0162 |
1.3% |
5% |
False |
False |
62,510 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
17.0% |
0.0149 |
1.2% |
5% |
False |
False |
52,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3608 |
|
2.618 |
1.3391 |
|
1.618 |
1.3258 |
|
1.000 |
1.3176 |
|
0.618 |
1.3125 |
|
HIGH |
1.3043 |
|
0.618 |
1.2992 |
|
0.500 |
1.2977 |
|
0.382 |
1.2961 |
|
LOW |
1.2910 |
|
0.618 |
1.2828 |
|
1.000 |
1.2777 |
|
1.618 |
1.2695 |
|
2.618 |
1.2562 |
|
4.250 |
1.2345 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2977 |
1.3007 |
| PP |
1.2959 |
1.2979 |
| S1 |
1.2942 |
1.2952 |
|