CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3272 |
1.3335 |
0.0063 |
0.5% |
1.3300 |
| High |
1.3349 |
1.3340 |
-0.0009 |
-0.1% |
1.3448 |
| Low |
1.3236 |
1.3167 |
-0.0069 |
-0.5% |
1.3239 |
| Close |
1.3334 |
1.3185 |
-0.0149 |
-1.1% |
1.3273 |
| Range |
0.0113 |
0.0173 |
0.0060 |
53.1% |
0.0209 |
| ATR |
0.0127 |
0.0130 |
0.0003 |
2.6% |
0.0000 |
| Volume |
105,954 |
153,907 |
47,953 |
45.3% |
446,296 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3750 |
1.3640 |
1.3280 |
|
| R3 |
1.3577 |
1.3467 |
1.3233 |
|
| R2 |
1.3404 |
1.3404 |
1.3217 |
|
| R1 |
1.3294 |
1.3294 |
1.3201 |
1.3263 |
| PP |
1.3231 |
1.3231 |
1.3231 |
1.3215 |
| S1 |
1.3121 |
1.3121 |
1.3169 |
1.3090 |
| S2 |
1.3058 |
1.3058 |
1.3153 |
|
| S3 |
1.2885 |
1.2948 |
1.3137 |
|
| S4 |
1.2712 |
1.2775 |
1.3090 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3947 |
1.3819 |
1.3388 |
|
| R3 |
1.3738 |
1.3610 |
1.3330 |
|
| R2 |
1.3529 |
1.3529 |
1.3311 |
|
| R1 |
1.3401 |
1.3401 |
1.3292 |
1.3361 |
| PP |
1.3320 |
1.3320 |
1.3320 |
1.3300 |
| S1 |
1.3192 |
1.3192 |
1.3254 |
1.3152 |
| S2 |
1.3111 |
1.3111 |
1.3235 |
|
| S3 |
1.2902 |
1.2983 |
1.3216 |
|
| S4 |
1.2693 |
1.2774 |
1.3158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3433 |
1.3167 |
0.0266 |
2.0% |
0.0118 |
0.9% |
7% |
False |
True |
113,473 |
| 10 |
1.3448 |
1.3064 |
0.0384 |
2.9% |
0.0120 |
0.9% |
32% |
False |
False |
111,096 |
| 20 |
1.3448 |
1.2886 |
0.0562 |
4.3% |
0.0122 |
0.9% |
53% |
False |
False |
94,844 |
| 40 |
1.3448 |
1.2872 |
0.0576 |
4.4% |
0.0129 |
1.0% |
54% |
False |
False |
90,752 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0189 |
1.4% |
17% |
False |
False |
116,186 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0180 |
1.4% |
17% |
False |
False |
102,375 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0165 |
1.3% |
17% |
False |
False |
82,003 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.7% |
0.0155 |
1.2% |
17% |
False |
False |
68,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4075 |
|
2.618 |
1.3793 |
|
1.618 |
1.3620 |
|
1.000 |
1.3513 |
|
0.618 |
1.3447 |
|
HIGH |
1.3340 |
|
0.618 |
1.3274 |
|
0.500 |
1.3254 |
|
0.382 |
1.3233 |
|
LOW |
1.3167 |
|
0.618 |
1.3060 |
|
1.000 |
1.2994 |
|
1.618 |
1.2887 |
|
2.618 |
1.2714 |
|
4.250 |
1.2432 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3254 |
1.3258 |
| PP |
1.3231 |
1.3234 |
| S1 |
1.3208 |
1.3209 |
|