CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3142 |
1.3280 |
0.0138 |
1.1% |
1.3121 |
| High |
1.3321 |
1.3356 |
0.0035 |
0.3% |
1.3356 |
| Low |
1.3131 |
1.3254 |
0.0123 |
0.9% |
1.3064 |
| Close |
1.3274 |
1.3298 |
0.0024 |
0.2% |
1.3298 |
| Range |
0.0190 |
0.0102 |
-0.0088 |
-46.3% |
0.0292 |
| ATR |
0.0135 |
0.0132 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
137,503 |
104,249 |
-33,254 |
-24.2% |
447,049 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3609 |
1.3555 |
1.3354 |
|
| R3 |
1.3507 |
1.3453 |
1.3326 |
|
| R2 |
1.3405 |
1.3405 |
1.3317 |
|
| R1 |
1.3351 |
1.3351 |
1.3307 |
1.3378 |
| PP |
1.3303 |
1.3303 |
1.3303 |
1.3316 |
| S1 |
1.3249 |
1.3249 |
1.3289 |
1.3276 |
| S2 |
1.3201 |
1.3201 |
1.3279 |
|
| S3 |
1.3099 |
1.3147 |
1.3270 |
|
| S4 |
1.2997 |
1.3045 |
1.3242 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4115 |
1.3999 |
1.3459 |
|
| R3 |
1.3823 |
1.3707 |
1.3378 |
|
| R2 |
1.3531 |
1.3531 |
1.3352 |
|
| R1 |
1.3415 |
1.3415 |
1.3325 |
1.3473 |
| PP |
1.3239 |
1.3239 |
1.3239 |
1.3269 |
| S1 |
1.3123 |
1.3123 |
1.3271 |
1.3181 |
| S2 |
1.2947 |
1.2947 |
1.3244 |
|
| S3 |
1.2655 |
1.2831 |
1.3218 |
|
| S4 |
1.2363 |
1.2539 |
1.3137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3356 |
1.3064 |
0.0292 |
2.2% |
0.0106 |
0.8% |
80% |
True |
False |
89,409 |
| 10 |
1.3356 |
1.3040 |
0.0316 |
2.4% |
0.0110 |
0.8% |
82% |
True |
False |
80,919 |
| 20 |
1.3356 |
1.2872 |
0.0484 |
3.6% |
0.0113 |
0.8% |
88% |
True |
False |
79,076 |
| 40 |
1.3491 |
1.2860 |
0.0631 |
4.7% |
0.0149 |
1.1% |
69% |
False |
False |
94,165 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0197 |
1.5% |
22% |
False |
False |
120,225 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0179 |
1.3% |
22% |
False |
False |
93,654 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0164 |
1.2% |
22% |
False |
False |
74,946 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0156 |
1.2% |
22% |
False |
False |
62,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3790 |
|
2.618 |
1.3623 |
|
1.618 |
1.3521 |
|
1.000 |
1.3458 |
|
0.618 |
1.3419 |
|
HIGH |
1.3356 |
|
0.618 |
1.3317 |
|
0.500 |
1.3305 |
|
0.382 |
1.3293 |
|
LOW |
1.3254 |
|
0.618 |
1.3191 |
|
1.000 |
1.3152 |
|
1.618 |
1.3089 |
|
2.618 |
1.2987 |
|
4.250 |
1.2821 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3305 |
1.3269 |
| PP |
1.3303 |
1.3240 |
| S1 |
1.3300 |
1.3212 |
|