CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.2923 |
1.2954 |
0.0031 |
0.2% |
1.3285 |
| High |
1.3030 |
1.3029 |
-0.0001 |
0.0% |
1.3351 |
| Low |
1.2892 |
1.2860 |
-0.0032 |
-0.2% |
1.2806 |
| Close |
1.2959 |
1.3014 |
0.0055 |
0.4% |
1.2959 |
| Range |
0.0138 |
0.0169 |
0.0031 |
22.5% |
0.0545 |
| ATR |
0.0264 |
0.0257 |
-0.0007 |
-2.6% |
0.0000 |
| Volume |
103,414 |
126,264 |
22,850 |
22.1% |
533,582 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3475 |
1.3413 |
1.3107 |
|
| R3 |
1.3306 |
1.3244 |
1.3060 |
|
| R2 |
1.3137 |
1.3137 |
1.3045 |
|
| R1 |
1.3075 |
1.3075 |
1.3029 |
1.3106 |
| PP |
1.2968 |
1.2968 |
1.2968 |
1.2983 |
| S1 |
1.2906 |
1.2906 |
1.2999 |
1.2937 |
| S2 |
1.2799 |
1.2799 |
1.2983 |
|
| S3 |
1.2630 |
1.2737 |
1.2968 |
|
| S4 |
1.2461 |
1.2568 |
1.2921 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4674 |
1.4361 |
1.3259 |
|
| R3 |
1.4129 |
1.3816 |
1.3109 |
|
| R2 |
1.3584 |
1.3584 |
1.3059 |
|
| R1 |
1.3271 |
1.3271 |
1.3009 |
1.3155 |
| PP |
1.3039 |
1.3039 |
1.3039 |
1.2981 |
| S1 |
1.2726 |
1.2726 |
1.2909 |
1.2610 |
| S2 |
1.2494 |
1.2494 |
1.2859 |
|
| S3 |
1.1949 |
1.2181 |
1.2809 |
|
| S4 |
1.1404 |
1.1636 |
1.2659 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3351 |
1.2806 |
0.0545 |
4.2% |
0.0210 |
1.6% |
38% |
False |
False |
131,969 |
| 10 |
1.3540 |
1.2806 |
0.0734 |
5.6% |
0.0226 |
1.7% |
28% |
False |
False |
145,266 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0286 |
2.2% |
9% |
False |
False |
169,921 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0211 |
1.6% |
9% |
False |
False |
96,296 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0175 |
1.3% |
9% |
False |
False |
64,237 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0159 |
1.2% |
9% |
False |
False |
48,199 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0140 |
1.1% |
9% |
False |
False |
38,570 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.9% |
0.0121 |
0.9% |
9% |
False |
False |
32,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3747 |
|
2.618 |
1.3471 |
|
1.618 |
1.3302 |
|
1.000 |
1.3198 |
|
0.618 |
1.3133 |
|
HIGH |
1.3029 |
|
0.618 |
1.2964 |
|
0.500 |
1.2945 |
|
0.382 |
1.2925 |
|
LOW |
1.2860 |
|
0.618 |
1.2756 |
|
1.000 |
1.2691 |
|
1.618 |
1.2587 |
|
2.618 |
1.2418 |
|
4.250 |
1.2142 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.2991 |
1.2996 |
| PP |
1.2968 |
1.2977 |
| S1 |
1.2945 |
1.2959 |
|