CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4466 |
1.4237 |
-0.0229 |
-1.6% |
1.4496 |
| High |
1.4481 |
1.4340 |
-0.0141 |
-1.0% |
1.4681 |
| Low |
1.4187 |
1.4124 |
-0.0063 |
-0.4% |
1.4187 |
| Close |
1.4269 |
1.4233 |
-0.0036 |
-0.3% |
1.4269 |
| Range |
0.0294 |
0.0216 |
-0.0078 |
-26.5% |
0.0494 |
| ATR |
0.0139 |
0.0145 |
0.0005 |
3.9% |
0.0000 |
| Volume |
174,721 |
215,254 |
40,533 |
23.2% |
417,268 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4880 |
1.4773 |
1.4352 |
|
| R3 |
1.4664 |
1.4557 |
1.4292 |
|
| R2 |
1.4448 |
1.4448 |
1.4273 |
|
| R1 |
1.4341 |
1.4341 |
1.4253 |
1.4287 |
| PP |
1.4232 |
1.4232 |
1.4232 |
1.4205 |
| S1 |
1.4125 |
1.4125 |
1.4213 |
1.4071 |
| S2 |
1.4016 |
1.4016 |
1.4193 |
|
| S3 |
1.3800 |
1.3909 |
1.4174 |
|
| S4 |
1.3584 |
1.3693 |
1.4114 |
|
|
| 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 |
1.4124 |
0.0557 |
3.9% |
0.0183 |
1.3% |
20% |
False |
True |
120,987 |
| 10 |
1.4736 |
1.4124 |
0.0612 |
4.3% |
0.0167 |
1.2% |
18% |
False |
True |
65,146 |
| 20 |
1.4750 |
1.4124 |
0.0626 |
4.4% |
0.0141 |
1.0% |
17% |
False |
True |
33,398 |
| 40 |
1.4767 |
1.4124 |
0.0643 |
4.5% |
0.0123 |
0.9% |
17% |
False |
True |
16,775 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.2% |
0.0117 |
0.8% |
28% |
False |
False |
11,208 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0106 |
0.7% |
40% |
False |
False |
8,422 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0090 |
0.6% |
40% |
False |
False |
6,739 |
| 120 |
1.4957 |
1.3880 |
0.1077 |
7.6% |
0.0077 |
0.5% |
33% |
False |
False |
5,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5258 |
|
2.618 |
1.4905 |
|
1.618 |
1.4689 |
|
1.000 |
1.4556 |
|
0.618 |
1.4473 |
|
HIGH |
1.4340 |
|
0.618 |
1.4257 |
|
0.500 |
1.4232 |
|
0.382 |
1.4207 |
|
LOW |
1.4124 |
|
0.618 |
1.3991 |
|
1.000 |
1.3908 |
|
1.618 |
1.3775 |
|
2.618 |
1.3559 |
|
4.250 |
1.3206 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4233 |
1.4330 |
| PP |
1.4232 |
1.4298 |
| S1 |
1.4232 |
1.4265 |
|