CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4496 |
1.4466 |
-0.0030 |
-0.2% |
1.4618 |
| High |
1.4496 |
1.4681 |
0.0185 |
1.3% |
1.4736 |
| Low |
1.4363 |
1.4459 |
0.0096 |
0.7% |
1.4399 |
| Close |
1.4470 |
1.4563 |
0.0093 |
0.6% |
1.4525 |
| Range |
0.0133 |
0.0222 |
0.0089 |
66.9% |
0.0337 |
| ATR |
0.0125 |
0.0132 |
0.0007 |
5.5% |
0.0000 |
| Volume |
27,587 |
50,920 |
23,333 |
84.6% |
18,941 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5234 |
1.5120 |
1.4685 |
|
| R3 |
1.5012 |
1.4898 |
1.4624 |
|
| R2 |
1.4790 |
1.4790 |
1.4604 |
|
| R1 |
1.4676 |
1.4676 |
1.4583 |
1.4733 |
| PP |
1.4568 |
1.4568 |
1.4568 |
1.4596 |
| S1 |
1.4454 |
1.4454 |
1.4543 |
1.4511 |
| S2 |
1.4346 |
1.4346 |
1.4522 |
|
| S3 |
1.4124 |
1.4232 |
1.4502 |
|
| S4 |
1.3902 |
1.4010 |
1.4441 |
|
|
| 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 |
1.4681 |
1.4363 |
0.0318 |
2.2% |
0.0143 |
1.0% |
63% |
True |
False |
18,941 |
| 10 |
1.4750 |
1.4363 |
0.0387 |
2.7% |
0.0143 |
1.0% |
52% |
False |
False |
10,211 |
| 20 |
1.4750 |
1.4343 |
0.0407 |
2.8% |
0.0123 |
0.8% |
54% |
False |
False |
5,779 |
| 40 |
1.4767 |
1.4112 |
0.0655 |
4.5% |
0.0113 |
0.8% |
69% |
False |
False |
2,941 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0114 |
0.8% |
72% |
False |
False |
1,986 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0099 |
0.7% |
77% |
False |
False |
1,497 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0084 |
0.6% |
77% |
False |
False |
1,200 |
| 120 |
1.5078 |
1.3880 |
0.1198 |
8.2% |
0.0072 |
0.5% |
57% |
False |
False |
1,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5625 |
|
2.618 |
1.5262 |
|
1.618 |
1.5040 |
|
1.000 |
1.4903 |
|
0.618 |
1.4818 |
|
HIGH |
1.4681 |
|
0.618 |
1.4596 |
|
0.500 |
1.4570 |
|
0.382 |
1.4544 |
|
LOW |
1.4459 |
|
0.618 |
1.4322 |
|
1.000 |
1.4237 |
|
1.618 |
1.4100 |
|
2.618 |
1.3878 |
|
4.250 |
1.3516 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4570 |
1.4549 |
| PP |
1.4568 |
1.4536 |
| S1 |
1.4565 |
1.4522 |
|