CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4516 |
1.4466 |
-0.0050 |
-0.3% |
1.4496 |
| High |
1.4536 |
1.4481 |
-0.0055 |
-0.4% |
1.4681 |
| Low |
1.4455 |
1.4187 |
-0.0268 |
-1.9% |
1.4187 |
| Close |
1.4492 |
1.4269 |
-0.0223 |
-1.5% |
1.4269 |
| Range |
0.0081 |
0.0294 |
0.0213 |
263.0% |
0.0494 |
| ATR |
0.0126 |
0.0139 |
0.0013 |
10.1% |
0.0000 |
| Volume |
78,218 |
174,721 |
96,503 |
123.4% |
417,268 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5194 |
1.5026 |
1.4431 |
|
| R3 |
1.4900 |
1.4732 |
1.4350 |
|
| R2 |
1.4606 |
1.4606 |
1.4323 |
|
| R1 |
1.4438 |
1.4438 |
1.4296 |
1.4375 |
| PP |
1.4312 |
1.4312 |
1.4312 |
1.4281 |
| S1 |
1.4144 |
1.4144 |
1.4242 |
1.4081 |
| S2 |
1.4018 |
1.4018 |
1.4215 |
|
| S3 |
1.3724 |
1.3850 |
1.4188 |
|
| S4 |
1.3430 |
1.3556 |
1.4107 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5861 |
1.5559 |
1.4541 |
|
| R3 |
1.5367 |
1.5065 |
1.4405 |
|
| R2 |
1.4873 |
1.4873 |
1.4360 |
|
| R1 |
1.4571 |
1.4571 |
1.4314 |
1.4475 |
| PP |
1.4379 |
1.4379 |
1.4379 |
1.4331 |
| S1 |
1.4077 |
1.4077 |
1.4224 |
1.3981 |
| S2 |
1.3885 |
1.3885 |
1.4178 |
|
| S3 |
1.3391 |
1.3583 |
1.4133 |
|
| S4 |
1.2897 |
1.3089 |
1.3997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4681 |
1.4187 |
0.0494 |
3.5% |
0.0166 |
1.2% |
17% |
False |
True |
83,453 |
| 10 |
1.4736 |
1.4187 |
0.0549 |
3.8% |
0.0153 |
1.1% |
15% |
False |
True |
43,886 |
| 20 |
1.4750 |
1.4187 |
0.0563 |
3.9% |
0.0135 |
0.9% |
15% |
False |
True |
22,671 |
| 40 |
1.4767 |
1.4154 |
0.0613 |
4.3% |
0.0119 |
0.8% |
19% |
False |
False |
11,394 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.2% |
0.0117 |
0.8% |
32% |
False |
False |
7,625 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0104 |
0.7% |
44% |
False |
False |
5,732 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0088 |
0.6% |
44% |
False |
False |
4,587 |
| 120 |
1.4957 |
1.3880 |
0.1077 |
7.5% |
0.0075 |
0.5% |
36% |
False |
False |
3,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5731 |
|
2.618 |
1.5251 |
|
1.618 |
1.4957 |
|
1.000 |
1.4775 |
|
0.618 |
1.4663 |
|
HIGH |
1.4481 |
|
0.618 |
1.4369 |
|
0.500 |
1.4334 |
|
0.382 |
1.4299 |
|
LOW |
1.4187 |
|
0.618 |
1.4005 |
|
1.000 |
1.3893 |
|
1.618 |
1.3711 |
|
2.618 |
1.3417 |
|
4.250 |
1.2938 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4334 |
1.4400 |
| PP |
1.4312 |
1.4356 |
| S1 |
1.4291 |
1.4313 |
|