CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4203 |
1.4215 |
0.0012 |
0.1% |
1.4237 |
| High |
1.4264 |
1.4398 |
0.0134 |
0.9% |
1.4398 |
| Low |
1.4021 |
1.4213 |
0.0192 |
1.4% |
1.4021 |
| Close |
1.4216 |
1.4360 |
0.0144 |
1.0% |
1.4360 |
| Range |
0.0243 |
0.0185 |
-0.0058 |
-23.9% |
0.0377 |
| ATR |
0.0149 |
0.0152 |
0.0003 |
1.7% |
0.0000 |
| Volume |
162,247 |
132,886 |
-29,361 |
-18.1% |
773,761 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4879 |
1.4804 |
1.4462 |
|
| R3 |
1.4694 |
1.4619 |
1.4411 |
|
| R2 |
1.4509 |
1.4509 |
1.4394 |
|
| R1 |
1.4434 |
1.4434 |
1.4377 |
1.4472 |
| PP |
1.4324 |
1.4324 |
1.4324 |
1.4342 |
| S1 |
1.4249 |
1.4249 |
1.4343 |
1.4287 |
| S2 |
1.4139 |
1.4139 |
1.4326 |
|
| S3 |
1.3954 |
1.4064 |
1.4309 |
|
| S4 |
1.3769 |
1.3879 |
1.4258 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5391 |
1.5252 |
1.4567 |
|
| R3 |
1.5014 |
1.4875 |
1.4464 |
|
| R2 |
1.4637 |
1.4637 |
1.4429 |
|
| R1 |
1.4498 |
1.4498 |
1.4395 |
1.4568 |
| PP |
1.4260 |
1.4260 |
1.4260 |
1.4294 |
| S1 |
1.4121 |
1.4121 |
1.4325 |
1.4191 |
| S2 |
1.3883 |
1.3883 |
1.4291 |
|
| S3 |
1.3506 |
1.3744 |
1.4256 |
|
| S4 |
1.3129 |
1.3367 |
1.4153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4398 |
1.4021 |
0.0377 |
2.6% |
0.0178 |
1.2% |
90% |
True |
False |
154,752 |
| 10 |
1.4681 |
1.4021 |
0.0660 |
4.6% |
0.0172 |
1.2% |
51% |
False |
False |
119,102 |
| 20 |
1.4750 |
1.4021 |
0.0729 |
5.1% |
0.0151 |
1.0% |
47% |
False |
False |
60,941 |
| 40 |
1.4767 |
1.4021 |
0.0746 |
5.2% |
0.0129 |
0.9% |
45% |
False |
False |
30,728 |
| 60 |
1.4767 |
1.4021 |
0.0746 |
5.2% |
0.0121 |
0.8% |
45% |
False |
False |
20,510 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0112 |
0.8% |
54% |
False |
False |
15,403 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0097 |
0.7% |
54% |
False |
False |
12,323 |
| 120 |
1.4902 |
1.3880 |
0.1022 |
7.1% |
0.0083 |
0.6% |
47% |
False |
False |
10,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5184 |
|
2.618 |
1.4882 |
|
1.618 |
1.4697 |
|
1.000 |
1.4583 |
|
0.618 |
1.4512 |
|
HIGH |
1.4398 |
|
0.618 |
1.4327 |
|
0.500 |
1.4306 |
|
0.382 |
1.4284 |
|
LOW |
1.4213 |
|
0.618 |
1.4099 |
|
1.000 |
1.4028 |
|
1.618 |
1.3914 |
|
2.618 |
1.3729 |
|
4.250 |
1.3427 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4342 |
1.4310 |
| PP |
1.4324 |
1.4260 |
| S1 |
1.4306 |
1.4210 |
|