CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4666 |
1.4800 |
0.0134 |
0.9% |
1.4237 |
| High |
1.4783 |
1.4954 |
0.0171 |
1.2% |
1.4398 |
| Low |
1.4649 |
1.4737 |
0.0088 |
0.6% |
1.4021 |
| Close |
1.4697 |
1.4813 |
0.0116 |
0.8% |
1.4360 |
| Range |
0.0134 |
0.0217 |
0.0083 |
61.9% |
0.0377 |
| ATR |
0.0165 |
0.0172 |
0.0007 |
4.0% |
0.0000 |
| Volume |
144,319 |
179,340 |
35,021 |
24.3% |
773,761 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5486 |
1.5366 |
1.4932 |
|
| R3 |
1.5269 |
1.5149 |
1.4873 |
|
| R2 |
1.5052 |
1.5052 |
1.4853 |
|
| R1 |
1.4932 |
1.4932 |
1.4833 |
1.4992 |
| PP |
1.4835 |
1.4835 |
1.4835 |
1.4865 |
| S1 |
1.4715 |
1.4715 |
1.4793 |
1.4775 |
| S2 |
1.4618 |
1.4618 |
1.4773 |
|
| S3 |
1.4401 |
1.4498 |
1.4753 |
|
| S4 |
1.4184 |
1.4281 |
1.4694 |
|
|
| 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 |
1.4954 |
1.4213 |
0.0741 |
5.0% |
0.0199 |
1.3% |
81% |
True |
False |
159,923 |
| 10 |
1.4954 |
1.4021 |
0.0933 |
6.3% |
0.0199 |
1.3% |
85% |
True |
False |
161,521 |
| 20 |
1.4954 |
1.4021 |
0.0933 |
6.3% |
0.0166 |
1.1% |
85% |
True |
False |
93,992 |
| 40 |
1.4954 |
1.4021 |
0.0933 |
6.3% |
0.0137 |
0.9% |
85% |
True |
False |
47,386 |
| 60 |
1.4954 |
1.4021 |
0.0933 |
6.3% |
0.0127 |
0.9% |
85% |
True |
False |
31,620 |
| 80 |
1.4954 |
1.3994 |
0.0960 |
6.5% |
0.0120 |
0.8% |
85% |
True |
False |
23,735 |
| 100 |
1.4954 |
1.3880 |
0.1074 |
7.3% |
0.0104 |
0.7% |
87% |
True |
False |
18,991 |
| 120 |
1.4954 |
1.3880 |
0.1074 |
7.3% |
0.0089 |
0.6% |
87% |
True |
False |
15,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5876 |
|
2.618 |
1.5522 |
|
1.618 |
1.5305 |
|
1.000 |
1.5171 |
|
0.618 |
1.5088 |
|
HIGH |
1.4954 |
|
0.618 |
1.4871 |
|
0.500 |
1.4846 |
|
0.382 |
1.4820 |
|
LOW |
1.4737 |
|
0.618 |
1.4603 |
|
1.000 |
1.4520 |
|
1.618 |
1.4386 |
|
2.618 |
1.4169 |
|
4.250 |
1.3815 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4846 |
1.4805 |
| PP |
1.4835 |
1.4797 |
| S1 |
1.4824 |
1.4789 |
|