CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4548 |
1.4516 |
-0.0032 |
-0.2% |
1.4618 |
| High |
1.4612 |
1.4536 |
-0.0076 |
-0.5% |
1.4736 |
| Low |
1.4510 |
1.4455 |
-0.0055 |
-0.4% |
1.4399 |
| Close |
1.4514 |
1.4492 |
-0.0022 |
-0.2% |
1.4525 |
| Range |
0.0102 |
0.0081 |
-0.0021 |
-20.6% |
0.0337 |
| ATR |
0.0130 |
0.0126 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
85,822 |
78,218 |
-7,604 |
-8.9% |
18,941 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4737 |
1.4696 |
1.4537 |
|
| R3 |
1.4656 |
1.4615 |
1.4514 |
|
| R2 |
1.4575 |
1.4575 |
1.4507 |
|
| R1 |
1.4534 |
1.4534 |
1.4499 |
1.4514 |
| PP |
1.4494 |
1.4494 |
1.4494 |
1.4485 |
| S1 |
1.4453 |
1.4453 |
1.4485 |
1.4433 |
| S2 |
1.4413 |
1.4413 |
1.4477 |
|
| S3 |
1.4332 |
1.4372 |
1.4470 |
|
| S4 |
1.4251 |
1.4291 |
1.4447 |
|
|
| 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% |
41% |
False |
False |
50,993 |
| 10 |
1.4750 |
1.4363 |
0.0387 |
2.7% |
0.0134 |
0.9% |
33% |
False |
False |
26,462 |
| 20 |
1.4750 |
1.4343 |
0.0407 |
2.8% |
0.0126 |
0.9% |
37% |
False |
False |
13,943 |
| 40 |
1.4767 |
1.4112 |
0.0655 |
4.5% |
0.0114 |
0.8% |
58% |
False |
False |
7,027 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0115 |
0.8% |
63% |
False |
False |
4,719 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0101 |
0.7% |
69% |
False |
False |
3,548 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0085 |
0.6% |
69% |
False |
False |
2,839 |
| 120 |
1.4957 |
1.3880 |
0.1077 |
7.4% |
0.0073 |
0.5% |
57% |
False |
False |
2,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4880 |
|
2.618 |
1.4748 |
|
1.618 |
1.4667 |
|
1.000 |
1.4617 |
|
0.618 |
1.4586 |
|
HIGH |
1.4536 |
|
0.618 |
1.4505 |
|
0.500 |
1.4496 |
|
0.382 |
1.4486 |
|
LOW |
1.4455 |
|
0.618 |
1.4405 |
|
1.000 |
1.4374 |
|
1.618 |
1.4324 |
|
2.618 |
1.4243 |
|
4.250 |
1.4111 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4496 |
1.4568 |
| PP |
1.4494 |
1.4543 |
| S1 |
1.4493 |
1.4517 |
|