CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4223 |
1.4118 |
-0.0105 |
-0.7% |
1.4496 |
| High |
1.4232 |
1.4231 |
-0.0001 |
0.0% |
1.4681 |
| Low |
1.4099 |
1.4116 |
0.0017 |
0.1% |
1.4187 |
| Close |
1.4112 |
1.4185 |
0.0073 |
0.5% |
1.4269 |
| Range |
0.0133 |
0.0115 |
-0.0018 |
-13.5% |
0.0494 |
| ATR |
0.0144 |
0.0142 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
143,271 |
120,103 |
-23,168 |
-16.2% |
417,268 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4522 |
1.4469 |
1.4248 |
|
| R3 |
1.4407 |
1.4354 |
1.4217 |
|
| R2 |
1.4292 |
1.4292 |
1.4206 |
|
| R1 |
1.4239 |
1.4239 |
1.4196 |
1.4266 |
| PP |
1.4177 |
1.4177 |
1.4177 |
1.4191 |
| S1 |
1.4124 |
1.4124 |
1.4174 |
1.4151 |
| S2 |
1.4062 |
1.4062 |
1.4164 |
|
| S3 |
1.3947 |
1.4009 |
1.4153 |
|
| S4 |
1.3832 |
1.3894 |
1.4122 |
|
|
| 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 |
1.4536 |
1.4099 |
0.0437 |
3.1% |
0.0168 |
1.2% |
20% |
False |
False |
146,313 |
| 10 |
1.4681 |
1.4099 |
0.0582 |
4.1% |
0.0153 |
1.1% |
15% |
False |
False |
91,023 |
| 20 |
1.4750 |
1.4099 |
0.0651 |
4.6% |
0.0145 |
1.0% |
13% |
False |
False |
46,540 |
| 40 |
1.4767 |
1.4099 |
0.0668 |
4.7% |
0.0123 |
0.9% |
13% |
False |
False |
23,355 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.2% |
0.0119 |
0.8% |
21% |
False |
False |
15,594 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.3% |
0.0108 |
0.8% |
34% |
False |
False |
11,714 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.3% |
0.0093 |
0.7% |
34% |
False |
False |
9,372 |
| 120 |
1.4957 |
1.3880 |
0.1077 |
7.6% |
0.0079 |
0.6% |
28% |
False |
False |
7,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4720 |
|
2.618 |
1.4532 |
|
1.618 |
1.4417 |
|
1.000 |
1.4346 |
|
0.618 |
1.4302 |
|
HIGH |
1.4231 |
|
0.618 |
1.4187 |
|
0.500 |
1.4174 |
|
0.382 |
1.4160 |
|
LOW |
1.4116 |
|
0.618 |
1.4045 |
|
1.000 |
1.4001 |
|
1.618 |
1.3930 |
|
2.618 |
1.3815 |
|
4.250 |
1.3627 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4181 |
1.4220 |
| PP |
1.4177 |
1.4208 |
| S1 |
1.4174 |
1.4197 |
|