CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4995 |
1.3443 |
-0.1552 |
-10.4% |
1.4467 |
| High |
1.5009 |
1.3502 |
-0.1507 |
-10.0% |
1.5009 |
| Low |
1.3246 |
1.3133 |
-0.0113 |
-0.9% |
1.3246 |
| Close |
1.3660 |
1.3190 |
-0.0470 |
-3.4% |
1.3660 |
| Range |
0.1763 |
0.0369 |
-0.1394 |
-79.1% |
0.1763 |
| ATR |
0.0285 |
0.0303 |
0.0017 |
6.0% |
0.0000 |
| Volume |
505,283 |
229,163 |
-276,120 |
-54.6% |
1,172,016 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4382 |
1.4155 |
1.3393 |
|
| R3 |
1.4013 |
1.3786 |
1.3291 |
|
| R2 |
1.3644 |
1.3644 |
1.3258 |
|
| R1 |
1.3417 |
1.3417 |
1.3224 |
1.3346 |
| PP |
1.3275 |
1.3275 |
1.3275 |
1.3240 |
| S1 |
1.3048 |
1.3048 |
1.3156 |
1.2977 |
| S2 |
1.2906 |
1.2906 |
1.3122 |
|
| S3 |
1.2537 |
1.2679 |
1.3089 |
|
| S4 |
1.2168 |
1.2310 |
1.2987 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9261 |
1.8223 |
1.4630 |
|
| R3 |
1.7498 |
1.6460 |
1.4145 |
|
| R2 |
1.5735 |
1.5735 |
1.3983 |
|
| R1 |
1.4697 |
1.4697 |
1.3822 |
1.4335 |
| PP |
1.3972 |
1.3972 |
1.3972 |
1.3790 |
| S1 |
1.2934 |
1.2934 |
1.3498 |
1.2572 |
| S2 |
1.2209 |
1.2209 |
1.3337 |
|
| S3 |
1.0446 |
1.1171 |
1.3175 |
|
| S4 |
0.8683 |
0.9408 |
1.2690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0531 |
4.0% |
3% |
False |
True |
244,786 |
| 10 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0362 |
2.7% |
3% |
False |
True |
195,968 |
| 20 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0264 |
2.0% |
3% |
False |
True |
130,557 |
| 40 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0186 |
1.4% |
3% |
False |
True |
65,743 |
| 60 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0159 |
1.2% |
3% |
False |
True |
43,859 |
| 80 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0144 |
1.1% |
3% |
False |
True |
32,913 |
| 100 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0124 |
0.9% |
3% |
False |
True |
26,335 |
| 120 |
1.5009 |
1.3133 |
0.1876 |
14.2% |
0.0107 |
0.8% |
3% |
False |
True |
21,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5070 |
|
2.618 |
1.4468 |
|
1.618 |
1.4099 |
|
1.000 |
1.3871 |
|
0.618 |
1.3730 |
|
HIGH |
1.3502 |
|
0.618 |
1.3361 |
|
0.500 |
1.3318 |
|
0.382 |
1.3274 |
|
LOW |
1.3133 |
|
0.618 |
1.2905 |
|
1.000 |
1.2764 |
|
1.618 |
1.2536 |
|
2.618 |
1.2167 |
|
4.250 |
1.1565 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3318 |
1.4071 |
| PP |
1.3275 |
1.3777 |
| S1 |
1.3233 |
1.3484 |
|