CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4672 |
1.4618 |
-0.0054 |
-0.4% |
1.4506 |
| High |
1.4699 |
1.4736 |
0.0037 |
0.3% |
1.4750 |
| Low |
1.4615 |
1.4477 |
-0.0138 |
-0.9% |
1.4451 |
| Close |
1.4647 |
1.4478 |
-0.0169 |
-1.2% |
1.4647 |
| Range |
0.0084 |
0.0259 |
0.0175 |
208.3% |
0.0299 |
| ATR |
0.0112 |
0.0122 |
0.0011 |
9.4% |
0.0000 |
| Volume |
2,657 |
2,741 |
84 |
3.2% |
5,212 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5341 |
1.5168 |
1.4620 |
|
| R3 |
1.5082 |
1.4909 |
1.4549 |
|
| R2 |
1.4823 |
1.4823 |
1.4525 |
|
| R1 |
1.4650 |
1.4650 |
1.4502 |
1.4607 |
| PP |
1.4564 |
1.4564 |
1.4564 |
1.4542 |
| S1 |
1.4391 |
1.4391 |
1.4454 |
1.4348 |
| S2 |
1.4305 |
1.4305 |
1.4431 |
|
| S3 |
1.4046 |
1.4132 |
1.4407 |
|
| S4 |
1.3787 |
1.3873 |
1.4336 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5513 |
1.5379 |
1.4811 |
|
| R3 |
1.5214 |
1.5080 |
1.4729 |
|
| R2 |
1.4915 |
1.4915 |
1.4702 |
|
| R1 |
1.4781 |
1.4781 |
1.4674 |
1.4848 |
| PP |
1.4616 |
1.4616 |
1.4616 |
1.4650 |
| S1 |
1.4482 |
1.4482 |
1.4620 |
1.4549 |
| S2 |
1.4317 |
1.4317 |
1.4592 |
|
| S3 |
1.4018 |
1.4183 |
1.4565 |
|
| S4 |
1.3719 |
1.3884 |
1.4483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4750 |
1.4477 |
0.0273 |
1.9% |
0.0143 |
1.0% |
0% |
False |
True |
1,481 |
| 10 |
1.4750 |
1.4417 |
0.0333 |
2.3% |
0.0134 |
0.9% |
18% |
False |
False |
1,900 |
| 20 |
1.4767 |
1.4343 |
0.0424 |
2.9% |
0.0116 |
0.8% |
32% |
False |
False |
1,062 |
| 40 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0110 |
0.8% |
61% |
False |
False |
578 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0108 |
0.7% |
61% |
False |
False |
410 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0092 |
0.6% |
67% |
False |
False |
314 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0078 |
0.5% |
67% |
False |
False |
253 |
| 120 |
1.5239 |
1.3880 |
0.1359 |
9.4% |
0.0066 |
0.5% |
44% |
False |
False |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5837 |
|
2.618 |
1.5414 |
|
1.618 |
1.5155 |
|
1.000 |
1.4995 |
|
0.618 |
1.4896 |
|
HIGH |
1.4736 |
|
0.618 |
1.4637 |
|
0.500 |
1.4607 |
|
0.382 |
1.4576 |
|
LOW |
1.4477 |
|
0.618 |
1.4317 |
|
1.000 |
1.4218 |
|
1.618 |
1.4058 |
|
2.618 |
1.3799 |
|
4.250 |
1.3376 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4607 |
1.4614 |
| PP |
1.4564 |
1.4568 |
| S1 |
1.4521 |
1.4523 |
|