CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4496 |
1.4421 |
-0.0075 |
-0.5% |
1.4506 |
| High |
1.4519 |
1.4481 |
-0.0038 |
-0.3% |
1.4750 |
| Low |
1.4399 |
1.4421 |
0.0022 |
0.2% |
1.4451 |
| Close |
1.4418 |
1.4442 |
0.0024 |
0.2% |
1.4647 |
| Range |
0.0120 |
0.0060 |
-0.0060 |
-50.0% |
0.0299 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
1,863 |
1,916 |
53 |
2.8% |
5,212 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4628 |
1.4595 |
1.4475 |
|
| R3 |
1.4568 |
1.4535 |
1.4459 |
|
| R2 |
1.4508 |
1.4508 |
1.4453 |
|
| R1 |
1.4475 |
1.4475 |
1.4448 |
1.4492 |
| PP |
1.4448 |
1.4448 |
1.4448 |
1.4456 |
| S1 |
1.4415 |
1.4415 |
1.4437 |
1.4432 |
| S2 |
1.4388 |
1.4388 |
1.4431 |
|
| S3 |
1.4328 |
1.4355 |
1.4426 |
|
| S4 |
1.4268 |
1.4295 |
1.4409 |
|
|
| 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 |
1.4399 |
0.0351 |
2.4% |
0.0124 |
0.9% |
12% |
False |
False |
1,931 |
| 10 |
1.4750 |
1.4399 |
0.0351 |
2.4% |
0.0120 |
0.8% |
12% |
False |
False |
1,676 |
| 20 |
1.4750 |
1.4343 |
0.0407 |
2.8% |
0.0110 |
0.8% |
24% |
False |
False |
1,240 |
| 40 |
1.4767 |
1.4062 |
0.0705 |
4.9% |
0.0108 |
0.7% |
54% |
False |
False |
670 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0109 |
0.8% |
56% |
False |
False |
473 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0093 |
0.6% |
63% |
False |
False |
361 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0079 |
0.5% |
63% |
False |
False |
291 |
| 120 |
1.5239 |
1.3880 |
0.1359 |
9.4% |
0.0067 |
0.5% |
41% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4736 |
|
2.618 |
1.4638 |
|
1.618 |
1.4578 |
|
1.000 |
1.4541 |
|
0.618 |
1.4518 |
|
HIGH |
1.4481 |
|
0.618 |
1.4458 |
|
0.500 |
1.4451 |
|
0.382 |
1.4444 |
|
LOW |
1.4421 |
|
0.618 |
1.4384 |
|
1.000 |
1.4361 |
|
1.618 |
1.4324 |
|
2.618 |
1.4264 |
|
4.250 |
1.4166 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4451 |
1.4568 |
| PP |
1.4448 |
1.4526 |
| S1 |
1.4445 |
1.4484 |
|