CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4421 |
1.4427 |
0.0006 |
0.0% |
1.4618 |
| High |
1.4481 |
1.4590 |
0.0109 |
0.8% |
1.4736 |
| Low |
1.4421 |
1.4412 |
-0.0009 |
-0.1% |
1.4399 |
| Close |
1.4442 |
1.4525 |
0.0083 |
0.6% |
1.4525 |
| Range |
0.0060 |
0.0178 |
0.0118 |
196.7% |
0.0337 |
| ATR |
0.0118 |
0.0122 |
0.0004 |
3.6% |
0.0000 |
| Volume |
1,916 |
12,421 |
10,505 |
548.3% |
18,941 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5043 |
1.4962 |
1.4623 |
|
| R3 |
1.4865 |
1.4784 |
1.4574 |
|
| R2 |
1.4687 |
1.4687 |
1.4558 |
|
| R1 |
1.4606 |
1.4606 |
1.4541 |
1.4647 |
| PP |
1.4509 |
1.4509 |
1.4509 |
1.4529 |
| S1 |
1.4428 |
1.4428 |
1.4509 |
1.4469 |
| S2 |
1.4331 |
1.4331 |
1.4492 |
|
| S3 |
1.4153 |
1.4250 |
1.4476 |
|
| S4 |
1.3975 |
1.4072 |
1.4427 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5564 |
1.5382 |
1.4710 |
|
| R3 |
1.5227 |
1.5045 |
1.4618 |
|
| R2 |
1.4890 |
1.4890 |
1.4587 |
|
| R1 |
1.4708 |
1.4708 |
1.4556 |
1.4631 |
| PP |
1.4553 |
1.4553 |
1.4553 |
1.4515 |
| S1 |
1.4371 |
1.4371 |
1.4494 |
1.4294 |
| S2 |
1.4216 |
1.4216 |
1.4463 |
|
| S3 |
1.3879 |
1.4034 |
1.4432 |
|
| S4 |
1.3542 |
1.3697 |
1.4340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4736 |
1.4399 |
0.0337 |
2.3% |
0.0140 |
1.0% |
37% |
False |
False |
4,319 |
| 10 |
1.4750 |
1.4399 |
0.0351 |
2.4% |
0.0129 |
0.9% |
36% |
False |
False |
2,781 |
| 20 |
1.4750 |
1.4343 |
0.0407 |
2.8% |
0.0116 |
0.8% |
45% |
False |
False |
1,860 |
| 40 |
1.4767 |
1.4067 |
0.0700 |
4.8% |
0.0110 |
0.8% |
65% |
False |
False |
980 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0111 |
0.8% |
67% |
False |
False |
678 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0095 |
0.7% |
73% |
False |
False |
516 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0080 |
0.6% |
73% |
False |
False |
415 |
| 120 |
1.5239 |
1.3880 |
0.1359 |
9.4% |
0.0069 |
0.5% |
47% |
False |
False |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5347 |
|
2.618 |
1.5056 |
|
1.618 |
1.4878 |
|
1.000 |
1.4768 |
|
0.618 |
1.4700 |
|
HIGH |
1.4590 |
|
0.618 |
1.4522 |
|
0.500 |
1.4501 |
|
0.382 |
1.4480 |
|
LOW |
1.4412 |
|
0.618 |
1.4302 |
|
1.000 |
1.4234 |
|
1.618 |
1.4124 |
|
2.618 |
1.3946 |
|
4.250 |
1.3656 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4517 |
1.4515 |
| PP |
1.4509 |
1.4505 |
| S1 |
1.4501 |
1.4495 |
|