CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4467 |
1.4689 |
0.0222 |
1.5% |
1.4237 |
| High |
1.4730 |
1.4794 |
0.0064 |
0.4% |
1.4398 |
| Low |
1.4444 |
1.4623 |
0.0179 |
1.2% |
1.4021 |
| Close |
1.4702 |
1.4673 |
-0.0029 |
-0.2% |
1.4360 |
| Range |
0.0286 |
0.0171 |
-0.0115 |
-40.2% |
0.0377 |
| ATR |
0.0167 |
0.0168 |
0.0000 |
0.2% |
0.0000 |
| Volume |
177,248 |
165,826 |
-11,422 |
-6.4% |
773,761 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5210 |
1.5112 |
1.4767 |
|
| R3 |
1.5039 |
1.4941 |
1.4720 |
|
| R2 |
1.4868 |
1.4868 |
1.4704 |
|
| R1 |
1.4770 |
1.4770 |
1.4689 |
1.4734 |
| PP |
1.4697 |
1.4697 |
1.4697 |
1.4678 |
| S1 |
1.4599 |
1.4599 |
1.4657 |
1.4563 |
| S2 |
1.4526 |
1.4526 |
1.4642 |
|
| S3 |
1.4355 |
1.4428 |
1.4626 |
|
| S4 |
1.4184 |
1.4257 |
1.4579 |
|
|
| 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 |
1.4794 |
1.4021 |
0.0773 |
5.3% |
0.0200 |
1.4% |
84% |
True |
False |
151,662 |
| 10 |
1.4794 |
1.4021 |
0.0773 |
5.3% |
0.0183 |
1.2% |
84% |
True |
False |
145,559 |
| 20 |
1.4794 |
1.4021 |
0.0773 |
5.3% |
0.0163 |
1.1% |
84% |
True |
False |
77,885 |
| 40 |
1.4794 |
1.4021 |
0.0773 |
5.3% |
0.0135 |
0.9% |
84% |
True |
False |
39,301 |
| 60 |
1.4794 |
1.4021 |
0.0773 |
5.3% |
0.0125 |
0.9% |
84% |
True |
False |
26,227 |
| 80 |
1.4794 |
1.3880 |
0.0914 |
6.2% |
0.0116 |
0.8% |
87% |
True |
False |
19,689 |
| 100 |
1.4794 |
1.3880 |
0.0914 |
6.2% |
0.0102 |
0.7% |
87% |
True |
False |
15,754 |
| 120 |
1.4847 |
1.3880 |
0.0967 |
6.6% |
0.0086 |
0.6% |
82% |
False |
False |
13,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5521 |
|
2.618 |
1.5242 |
|
1.618 |
1.5071 |
|
1.000 |
1.4965 |
|
0.618 |
1.4900 |
|
HIGH |
1.4794 |
|
0.618 |
1.4729 |
|
0.500 |
1.4709 |
|
0.382 |
1.4688 |
|
LOW |
1.4623 |
|
0.618 |
1.4517 |
|
1.000 |
1.4452 |
|
1.618 |
1.4346 |
|
2.618 |
1.4175 |
|
4.250 |
1.3896 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4709 |
1.4617 |
| PP |
1.4697 |
1.4560 |
| S1 |
1.4685 |
1.4504 |
|