CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3335 |
1.3186 |
-0.0149 |
-1.1% |
1.3300 |
| High |
1.3340 |
1.3242 |
-0.0098 |
-0.7% |
1.3448 |
| Low |
1.3167 |
1.3139 |
-0.0028 |
-0.2% |
1.3239 |
| Close |
1.3185 |
1.3236 |
0.0051 |
0.4% |
1.3273 |
| Range |
0.0173 |
0.0103 |
-0.0070 |
-40.5% |
0.0209 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
153,907 |
139,977 |
-13,930 |
-9.1% |
446,296 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3478 |
1.3293 |
|
| R3 |
1.3412 |
1.3375 |
1.3264 |
|
| R2 |
1.3309 |
1.3309 |
1.3255 |
|
| R1 |
1.3272 |
1.3272 |
1.3245 |
1.3291 |
| PP |
1.3206 |
1.3206 |
1.3206 |
1.3215 |
| S1 |
1.3169 |
1.3169 |
1.3227 |
1.3188 |
| S2 |
1.3103 |
1.3103 |
1.3217 |
|
| S3 |
1.3000 |
1.3066 |
1.3208 |
|
| S4 |
1.2897 |
1.2963 |
1.3179 |
|
|
| 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 |
1.3377 |
1.3139 |
0.0238 |
1.8% |
0.0116 |
0.9% |
41% |
False |
True |
119,081 |
| 10 |
1.3448 |
1.3067 |
0.0381 |
2.9% |
0.0124 |
0.9% |
44% |
False |
False |
118,425 |
| 20 |
1.3448 |
1.2983 |
0.0465 |
3.5% |
0.0118 |
0.9% |
54% |
False |
False |
96,549 |
| 40 |
1.3448 |
1.2872 |
0.0576 |
4.4% |
0.0126 |
1.0% |
63% |
False |
False |
91,388 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0186 |
1.4% |
20% |
False |
False |
115,565 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0180 |
1.4% |
20% |
False |
False |
104,079 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0165 |
1.2% |
20% |
False |
False |
83,402 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.6% |
0.0155 |
1.2% |
20% |
False |
False |
69,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3680 |
|
2.618 |
1.3512 |
|
1.618 |
1.3409 |
|
1.000 |
1.3345 |
|
0.618 |
1.3306 |
|
HIGH |
1.3242 |
|
0.618 |
1.3203 |
|
0.500 |
1.3191 |
|
0.382 |
1.3178 |
|
LOW |
1.3139 |
|
0.618 |
1.3075 |
|
1.000 |
1.3036 |
|
1.618 |
1.2972 |
|
2.618 |
1.2869 |
|
4.250 |
1.2701 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3221 |
1.3244 |
| PP |
1.3206 |
1.3241 |
| S1 |
1.3191 |
1.3239 |
|