CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2964 |
1.2925 |
-0.0039 |
-0.3% |
1.3084 |
| High |
1.3043 |
1.2953 |
-0.0090 |
-0.7% |
1.3105 |
| Low |
1.2910 |
1.2872 |
-0.0038 |
-0.3% |
1.2910 |
| Close |
1.2924 |
1.2880 |
-0.0044 |
-0.3% |
1.2924 |
| Range |
0.0133 |
0.0081 |
-0.0052 |
-39.1% |
0.0195 |
| ATR |
0.0165 |
0.0159 |
-0.0006 |
-3.6% |
0.0000 |
| Volume |
73,717 |
53,889 |
-19,828 |
-26.9% |
336,917 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3145 |
1.3093 |
1.2925 |
|
| R3 |
1.3064 |
1.3012 |
1.2902 |
|
| R2 |
1.2983 |
1.2983 |
1.2895 |
|
| R1 |
1.2931 |
1.2931 |
1.2887 |
1.2917 |
| PP |
1.2902 |
1.2902 |
1.2902 |
1.2894 |
| S1 |
1.2850 |
1.2850 |
1.2873 |
1.2836 |
| S2 |
1.2821 |
1.2821 |
1.2865 |
|
| S3 |
1.2740 |
1.2769 |
1.2858 |
|
| S4 |
1.2659 |
1.2688 |
1.2835 |
|
|
| 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 |
1.3104 |
1.2872 |
0.0232 |
1.8% |
0.0100 |
0.8% |
3% |
False |
True |
68,572 |
| 10 |
1.3382 |
1.2872 |
0.0510 |
4.0% |
0.0127 |
1.0% |
2% |
False |
True |
82,145 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
4.0% |
0.0136 |
1.1% |
2% |
False |
True |
86,660 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0223 |
1.7% |
3% |
False |
False |
126,857 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0199 |
1.5% |
3% |
False |
False |
104,885 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0176 |
1.4% |
3% |
False |
False |
78,793 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0162 |
1.3% |
3% |
False |
False |
63,049 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
17.1% |
0.0149 |
1.2% |
3% |
False |
False |
52,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3297 |
|
2.618 |
1.3165 |
|
1.618 |
1.3084 |
|
1.000 |
1.3034 |
|
0.618 |
1.3003 |
|
HIGH |
1.2953 |
|
0.618 |
1.2922 |
|
0.500 |
1.2913 |
|
0.382 |
1.2903 |
|
LOW |
1.2872 |
|
0.618 |
1.2822 |
|
1.000 |
1.2791 |
|
1.618 |
1.2741 |
|
2.618 |
1.2660 |
|
4.250 |
1.2528 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2913 |
1.2958 |
| PP |
1.2902 |
1.2932 |
| S1 |
1.2891 |
1.2906 |
|