CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3051 |
1.3048 |
-0.0003 |
0.0% |
1.3084 |
| High |
1.3094 |
1.3179 |
0.0085 |
0.6% |
1.3105 |
| Low |
1.2983 |
1.3044 |
0.0061 |
0.5% |
1.2910 |
| Close |
1.3050 |
1.3154 |
0.0104 |
0.8% |
1.2924 |
| Range |
0.0111 |
0.0135 |
0.0024 |
21.6% |
0.0195 |
| ATR |
0.0157 |
0.0155 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
86,311 |
101,765 |
15,454 |
17.9% |
336,917 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3531 |
1.3477 |
1.3228 |
|
| R3 |
1.3396 |
1.3342 |
1.3191 |
|
| R2 |
1.3261 |
1.3261 |
1.3179 |
|
| R1 |
1.3207 |
1.3207 |
1.3166 |
1.3234 |
| PP |
1.3126 |
1.3126 |
1.3126 |
1.3139 |
| S1 |
1.3072 |
1.3072 |
1.3142 |
1.3099 |
| S2 |
1.2991 |
1.2991 |
1.3129 |
|
| S3 |
1.2856 |
1.2937 |
1.3117 |
|
| S4 |
1.2721 |
1.2802 |
1.3080 |
|
|
| 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 |
1.3179 |
1.2872 |
0.0307 |
2.3% |
0.0127 |
1.0% |
92% |
True |
False |
84,310 |
| 10 |
1.3184 |
1.2872 |
0.0312 |
2.4% |
0.0114 |
0.9% |
90% |
False |
False |
78,877 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0133 |
1.0% |
55% |
False |
False |
85,886 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0219 |
1.7% |
16% |
False |
False |
122,021 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0200 |
1.5% |
16% |
False |
False |
109,699 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0177 |
1.3% |
16% |
False |
False |
82,464 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0162 |
1.2% |
16% |
False |
False |
65,987 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0151 |
1.1% |
16% |
False |
False |
55,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3753 |
|
2.618 |
1.3532 |
|
1.618 |
1.3397 |
|
1.000 |
1.3314 |
|
0.618 |
1.3262 |
|
HIGH |
1.3179 |
|
0.618 |
1.3127 |
|
0.500 |
1.3112 |
|
0.382 |
1.3096 |
|
LOW |
1.3044 |
|
0.618 |
1.2961 |
|
1.000 |
1.2909 |
|
1.618 |
1.2826 |
|
2.618 |
1.2691 |
|
4.250 |
1.2470 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3140 |
1.3114 |
| PP |
1.3126 |
1.3073 |
| S1 |
1.3112 |
1.3033 |
|