CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4689 |
1.4666 |
-0.0023 |
-0.2% |
1.4237 |
| High |
1.4794 |
1.4783 |
-0.0011 |
-0.1% |
1.4398 |
| Low |
1.4623 |
1.4649 |
0.0026 |
0.2% |
1.4021 |
| Close |
1.4673 |
1.4697 |
0.0024 |
0.2% |
1.4360 |
| Range |
0.0171 |
0.0134 |
-0.0037 |
-21.6% |
0.0377 |
| ATR |
0.0168 |
0.0165 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
165,826 |
144,319 |
-21,507 |
-13.0% |
773,761 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5112 |
1.5038 |
1.4771 |
|
| R3 |
1.4978 |
1.4904 |
1.4734 |
|
| R2 |
1.4844 |
1.4844 |
1.4722 |
|
| R1 |
1.4770 |
1.4770 |
1.4709 |
1.4807 |
| PP |
1.4710 |
1.4710 |
1.4710 |
1.4728 |
| S1 |
1.4636 |
1.4636 |
1.4685 |
1.4673 |
| S2 |
1.4576 |
1.4576 |
1.4672 |
|
| S3 |
1.4442 |
1.4502 |
1.4660 |
|
| S4 |
1.4308 |
1.4368 |
1.4623 |
|
|
| 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% |
0.0204 |
1.4% |
87% |
False |
False |
156,505 |
| 10 |
1.4794 |
1.4021 |
0.0773 |
5.3% |
0.0186 |
1.3% |
87% |
False |
False |
151,409 |
| 20 |
1.4794 |
1.4021 |
0.0773 |
5.3% |
0.0162 |
1.1% |
87% |
False |
False |
85,056 |
| 40 |
1.4794 |
1.4021 |
0.0773 |
5.3% |
0.0135 |
0.9% |
87% |
False |
False |
42,907 |
| 60 |
1.4794 |
1.4021 |
0.0773 |
5.3% |
0.0124 |
0.8% |
87% |
False |
False |
28,631 |
| 80 |
1.4794 |
1.3970 |
0.0824 |
5.6% |
0.0117 |
0.8% |
88% |
False |
False |
21,493 |
| 100 |
1.4794 |
1.3880 |
0.0914 |
6.2% |
0.0102 |
0.7% |
89% |
False |
False |
17,197 |
| 120 |
1.4794 |
1.3880 |
0.0914 |
6.2% |
0.0088 |
0.6% |
89% |
False |
False |
14,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5353 |
|
2.618 |
1.5134 |
|
1.618 |
1.5000 |
|
1.000 |
1.4917 |
|
0.618 |
1.4866 |
|
HIGH |
1.4783 |
|
0.618 |
1.4732 |
|
0.500 |
1.4716 |
|
0.382 |
1.4700 |
|
LOW |
1.4649 |
|
0.618 |
1.4566 |
|
1.000 |
1.4515 |
|
1.618 |
1.4432 |
|
2.618 |
1.4298 |
|
4.250 |
1.4080 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4716 |
1.4671 |
| PP |
1.4710 |
1.4645 |
| S1 |
1.4703 |
1.4619 |
|