CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3143 |
1.3205 |
0.0062 |
0.5% |
1.2925 |
| High |
1.3218 |
1.3279 |
0.0061 |
0.5% |
1.3192 |
| Low |
1.3135 |
1.3167 |
0.0032 |
0.2% |
1.2872 |
| Close |
1.3199 |
1.3235 |
0.0036 |
0.3% |
1.3085 |
| Range |
0.0083 |
0.0112 |
0.0029 |
34.9% |
0.0320 |
| ATR |
0.0148 |
0.0146 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
67,287 |
68,809 |
1,522 |
2.3% |
435,417 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3511 |
1.3297 |
|
| R3 |
1.3451 |
1.3399 |
1.3266 |
|
| R2 |
1.3339 |
1.3339 |
1.3256 |
|
| R1 |
1.3287 |
1.3287 |
1.3245 |
1.3313 |
| PP |
1.3227 |
1.3227 |
1.3227 |
1.3240 |
| S1 |
1.3175 |
1.3175 |
1.3225 |
1.3201 |
| S2 |
1.3115 |
1.3115 |
1.3214 |
|
| S3 |
1.3003 |
1.3063 |
1.3204 |
|
| S4 |
1.2891 |
1.2951 |
1.3173 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4010 |
1.3867 |
1.3261 |
|
| R3 |
1.3690 |
1.3547 |
1.3173 |
|
| R2 |
1.3370 |
1.3370 |
1.3144 |
|
| R1 |
1.3227 |
1.3227 |
1.3114 |
1.3299 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3085 |
| S1 |
1.2907 |
1.2907 |
1.3056 |
1.2979 |
| S2 |
1.2730 |
1.2730 |
1.3026 |
|
| S3 |
1.2410 |
1.2587 |
1.2997 |
|
| S4 |
1.2090 |
1.2267 |
1.2909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3279 |
1.3029 |
0.0250 |
1.9% |
0.0123 |
0.9% |
82% |
True |
False |
78,169 |
| 10 |
1.3279 |
1.2872 |
0.0407 |
3.1% |
0.0121 |
0.9% |
89% |
True |
False |
77,594 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0128 |
1.0% |
71% |
False |
False |
82,688 |
| 40 |
1.3540 |
1.2806 |
0.0734 |
5.5% |
0.0167 |
1.3% |
58% |
False |
False |
102,790 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0199 |
1.5% |
19% |
False |
False |
114,409 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0178 |
1.3% |
19% |
False |
False |
86,072 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0163 |
1.2% |
19% |
False |
False |
68,877 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0153 |
1.2% |
19% |
False |
False |
57,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3755 |
|
2.618 |
1.3572 |
|
1.618 |
1.3460 |
|
1.000 |
1.3391 |
|
0.618 |
1.3348 |
|
HIGH |
1.3279 |
|
0.618 |
1.3236 |
|
0.500 |
1.3223 |
|
0.382 |
1.3210 |
|
LOW |
1.3167 |
|
0.618 |
1.3098 |
|
1.000 |
1.3055 |
|
1.618 |
1.2986 |
|
2.618 |
1.2874 |
|
4.250 |
1.2691 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3231 |
1.3210 |
| PP |
1.3227 |
1.3185 |
| S1 |
1.3223 |
1.3160 |
|