CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4466 |
1.4548 |
0.0082 |
0.6% |
1.4618 |
| High |
1.4681 |
1.4612 |
-0.0069 |
-0.5% |
1.4736 |
| Low |
1.4459 |
1.4510 |
0.0051 |
0.4% |
1.4399 |
| Close |
1.4563 |
1.4514 |
-0.0049 |
-0.3% |
1.4525 |
| Range |
0.0222 |
0.0102 |
-0.0120 |
-54.1% |
0.0337 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
50,920 |
85,822 |
34,902 |
68.5% |
18,941 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4851 |
1.4785 |
1.4570 |
|
| R3 |
1.4749 |
1.4683 |
1.4542 |
|
| R2 |
1.4647 |
1.4647 |
1.4533 |
|
| R1 |
1.4581 |
1.4581 |
1.4523 |
1.4563 |
| PP |
1.4545 |
1.4545 |
1.4545 |
1.4537 |
| S1 |
1.4479 |
1.4479 |
1.4505 |
1.4461 |
| S2 |
1.4443 |
1.4443 |
1.4495 |
|
| S3 |
1.4341 |
1.4377 |
1.4486 |
|
| S4 |
1.4239 |
1.4275 |
1.4458 |
|
|
| 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% |
0.0139 |
1.0% |
47% |
False |
False |
35,733 |
| 10 |
1.4750 |
1.4363 |
0.0387 |
2.7% |
0.0138 |
0.9% |
39% |
False |
False |
18,702 |
| 20 |
1.4750 |
1.4343 |
0.0407 |
2.8% |
0.0125 |
0.9% |
42% |
False |
False |
10,042 |
| 40 |
1.4767 |
1.4112 |
0.0655 |
4.5% |
0.0113 |
0.8% |
61% |
False |
False |
5,074 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0116 |
0.8% |
66% |
False |
False |
3,416 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0100 |
0.7% |
71% |
False |
False |
2,570 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0085 |
0.6% |
71% |
False |
False |
2,058 |
| 120 |
1.5078 |
1.3880 |
0.1198 |
8.3% |
0.0073 |
0.5% |
53% |
False |
False |
1,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5046 |
|
2.618 |
1.4879 |
|
1.618 |
1.4777 |
|
1.000 |
1.4714 |
|
0.618 |
1.4675 |
|
HIGH |
1.4612 |
|
0.618 |
1.4573 |
|
0.500 |
1.4561 |
|
0.382 |
1.4549 |
|
LOW |
1.4510 |
|
0.618 |
1.4447 |
|
1.000 |
1.4408 |
|
1.618 |
1.4345 |
|
2.618 |
1.4243 |
|
4.250 |
1.4077 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4561 |
1.4522 |
| PP |
1.4545 |
1.4519 |
| S1 |
1.4530 |
1.4517 |
|