CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4462 |
1.4230 |
-0.0232 |
-1.6% |
1.4481 |
| High |
1.4474 |
1.4295 |
-0.0179 |
-1.2% |
1.4669 |
| Low |
1.4182 |
1.4117 |
-0.0065 |
-0.5% |
1.4182 |
| Close |
1.4260 |
1.4283 |
0.0023 |
0.2% |
1.4260 |
| Range |
0.0292 |
0.0178 |
-0.0114 |
-39.0% |
0.0487 |
| ATR |
0.0147 |
0.0149 |
0.0002 |
1.5% |
0.0000 |
| Volume |
56,947 |
3,850 |
-53,097 |
-93.2% |
625,525 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4766 |
1.4702 |
1.4381 |
|
| R3 |
1.4588 |
1.4524 |
1.4332 |
|
| R2 |
1.4410 |
1.4410 |
1.4316 |
|
| R1 |
1.4346 |
1.4346 |
1.4299 |
1.4378 |
| PP |
1.4232 |
1.4232 |
1.4232 |
1.4248 |
| S1 |
1.4168 |
1.4168 |
1.4267 |
1.4200 |
| S2 |
1.4054 |
1.4054 |
1.4250 |
|
| S3 |
1.3876 |
1.3990 |
1.4234 |
|
| S4 |
1.3698 |
1.3812 |
1.4185 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5831 |
1.5533 |
1.4528 |
|
| R3 |
1.5344 |
1.5046 |
1.4394 |
|
| R2 |
1.4857 |
1.4857 |
1.4349 |
|
| R1 |
1.4559 |
1.4559 |
1.4305 |
1.4465 |
| PP |
1.4370 |
1.4370 |
1.4370 |
1.4323 |
| S1 |
1.4072 |
1.4072 |
1.4215 |
1.3978 |
| S2 |
1.3883 |
1.3883 |
1.4171 |
|
| S3 |
1.3396 |
1.3585 |
1.4126 |
|
| S4 |
1.2909 |
1.3098 |
1.3992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4669 |
1.4117 |
0.0552 |
3.9% |
0.0176 |
1.2% |
30% |
False |
True |
95,502 |
| 10 |
1.4729 |
1.4117 |
0.0612 |
4.3% |
0.0165 |
1.2% |
27% |
False |
True |
113,956 |
| 20 |
1.4741 |
1.4117 |
0.0624 |
4.4% |
0.0145 |
1.0% |
27% |
False |
True |
102,626 |
| 40 |
1.4771 |
1.4117 |
0.0654 |
4.6% |
0.0136 |
0.9% |
25% |
False |
True |
96,267 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0137 |
1.0% |
36% |
False |
False |
92,961 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.5% |
0.0141 |
1.0% |
47% |
False |
False |
80,419 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.5% |
0.0141 |
1.0% |
47% |
False |
False |
64,391 |
| 120 |
1.4950 |
1.3844 |
0.1106 |
7.7% |
0.0133 |
0.9% |
40% |
False |
False |
53,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5052 |
|
2.618 |
1.4761 |
|
1.618 |
1.4583 |
|
1.000 |
1.4473 |
|
0.618 |
1.4405 |
|
HIGH |
1.4295 |
|
0.618 |
1.4227 |
|
0.500 |
1.4206 |
|
0.382 |
1.4185 |
|
LOW |
1.4117 |
|
0.618 |
1.4007 |
|
1.000 |
1.3939 |
|
1.618 |
1.3829 |
|
2.618 |
1.3651 |
|
4.250 |
1.3361 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4257 |
1.4322 |
| PP |
1.4232 |
1.4309 |
| S1 |
1.4206 |
1.4296 |
|