CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3205 |
1.3257 |
0.0052 |
0.4% |
1.2954 |
| High |
1.3324 |
1.3283 |
-0.0041 |
-0.3% |
1.3491 |
| Low |
1.3195 |
1.3082 |
-0.0113 |
-0.9% |
1.2860 |
| Close |
1.3267 |
1.3098 |
-0.0169 |
-1.3% |
1.3211 |
| Range |
0.0129 |
0.0201 |
0.0072 |
55.8% |
0.0631 |
| ATR |
0.0262 |
0.0258 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
76,923 |
114,523 |
37,600 |
48.9% |
765,773 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3757 |
1.3629 |
1.3209 |
|
| R3 |
1.3556 |
1.3428 |
1.3153 |
|
| R2 |
1.3355 |
1.3355 |
1.3135 |
|
| R1 |
1.3227 |
1.3227 |
1.3116 |
1.3191 |
| PP |
1.3154 |
1.3154 |
1.3154 |
1.3136 |
| S1 |
1.3026 |
1.3026 |
1.3080 |
1.2990 |
| S2 |
1.2953 |
1.2953 |
1.3061 |
|
| S3 |
1.2752 |
1.2825 |
1.3043 |
|
| S4 |
1.2551 |
1.2624 |
1.2987 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5080 |
1.4777 |
1.3558 |
|
| R3 |
1.4449 |
1.4146 |
1.3385 |
|
| R2 |
1.3818 |
1.3818 |
1.3327 |
|
| R1 |
1.3515 |
1.3515 |
1.3269 |
1.3667 |
| PP |
1.3187 |
1.3187 |
1.3187 |
1.3263 |
| S1 |
1.2884 |
1.2884 |
1.3153 |
1.3036 |
| S2 |
1.2556 |
1.2556 |
1.3095 |
|
| S3 |
1.1925 |
1.2253 |
1.3037 |
|
| S4 |
1.1294 |
1.1622 |
1.2864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3491 |
1.3082 |
0.0409 |
3.1% |
0.0252 |
1.9% |
4% |
False |
True |
134,743 |
| 10 |
1.3491 |
1.2806 |
0.0685 |
5.2% |
0.0229 |
1.8% |
43% |
False |
False |
131,779 |
| 20 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0307 |
2.3% |
13% |
False |
False |
163,919 |
| 40 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0233 |
1.8% |
13% |
False |
False |
116,770 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0191 |
1.5% |
13% |
False |
False |
78,078 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0170 |
1.3% |
13% |
False |
False |
58,578 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0154 |
1.2% |
13% |
False |
False |
46,879 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0134 |
1.0% |
13% |
False |
False |
39,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4137 |
|
2.618 |
1.3809 |
|
1.618 |
1.3608 |
|
1.000 |
1.3484 |
|
0.618 |
1.3407 |
|
HIGH |
1.3283 |
|
0.618 |
1.3206 |
|
0.500 |
1.3183 |
|
0.382 |
1.3159 |
|
LOW |
1.3082 |
|
0.618 |
1.2958 |
|
1.000 |
1.2881 |
|
1.618 |
1.2757 |
|
2.618 |
1.2556 |
|
4.250 |
1.2228 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3183 |
1.3285 |
| PP |
1.3154 |
1.3223 |
| S1 |
1.3126 |
1.3160 |
|