CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4237 |
1.4223 |
-0.0014 |
-0.1% |
1.4496 |
| High |
1.4340 |
1.4232 |
-0.0108 |
-0.8% |
1.4681 |
| Low |
1.4124 |
1.4099 |
-0.0025 |
-0.2% |
1.4187 |
| Close |
1.4233 |
1.4112 |
-0.0121 |
-0.9% |
1.4269 |
| Range |
0.0216 |
0.0133 |
-0.0083 |
-38.4% |
0.0494 |
| ATR |
0.0145 |
0.0144 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
215,254 |
143,271 |
-71,983 |
-33.4% |
417,268 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4547 |
1.4462 |
1.4185 |
|
| R3 |
1.4414 |
1.4329 |
1.4149 |
|
| R2 |
1.4281 |
1.4281 |
1.4136 |
|
| R1 |
1.4196 |
1.4196 |
1.4124 |
1.4172 |
| PP |
1.4148 |
1.4148 |
1.4148 |
1.4136 |
| S1 |
1.4063 |
1.4063 |
1.4100 |
1.4039 |
| S2 |
1.4015 |
1.4015 |
1.4088 |
|
| S3 |
1.3882 |
1.3930 |
1.4075 |
|
| S4 |
1.3749 |
1.3797 |
1.4039 |
|
|
| 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 |
1.4612 |
1.4099 |
0.0513 |
3.6% |
0.0165 |
1.2% |
3% |
False |
True |
139,457 |
| 10 |
1.4681 |
1.4099 |
0.0582 |
4.1% |
0.0154 |
1.1% |
2% |
False |
True |
79,199 |
| 20 |
1.4750 |
1.4099 |
0.0651 |
4.6% |
0.0144 |
1.0% |
2% |
False |
True |
40,549 |
| 40 |
1.4767 |
1.4099 |
0.0668 |
4.7% |
0.0123 |
0.9% |
2% |
False |
True |
20,356 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.2% |
0.0118 |
0.8% |
11% |
False |
False |
13,596 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.3% |
0.0107 |
0.8% |
26% |
False |
False |
10,213 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.3% |
0.0092 |
0.6% |
26% |
False |
False |
8,171 |
| 120 |
1.4957 |
1.3880 |
0.1077 |
7.6% |
0.0078 |
0.6% |
22% |
False |
False |
6,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4797 |
|
2.618 |
1.4580 |
|
1.618 |
1.4447 |
|
1.000 |
1.4365 |
|
0.618 |
1.4314 |
|
HIGH |
1.4232 |
|
0.618 |
1.4181 |
|
0.500 |
1.4166 |
|
0.382 |
1.4150 |
|
LOW |
1.4099 |
|
0.618 |
1.4017 |
|
1.000 |
1.3966 |
|
1.618 |
1.3884 |
|
2.618 |
1.3751 |
|
4.250 |
1.3534 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4166 |
1.4290 |
| PP |
1.4148 |
1.4231 |
| S1 |
1.4130 |
1.4171 |
|