CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4553 |
1.4560 |
0.0007 |
0.0% |
1.4408 |
| High |
1.4553 |
1.4656 |
0.0103 |
0.7% |
1.4655 |
| Low |
1.4511 |
1.4560 |
0.0049 |
0.3% |
1.4408 |
| Close |
1.4511 |
1.4656 |
0.0145 |
1.0% |
1.4530 |
| Range |
0.0042 |
0.0096 |
0.0054 |
128.6% |
0.0247 |
| ATR |
0.0066 |
0.0072 |
0.0006 |
8.6% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
116 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4912 |
1.4880 |
1.4709 |
|
| R3 |
1.4816 |
1.4784 |
1.4682 |
|
| R2 |
1.4720 |
1.4720 |
1.4674 |
|
| R1 |
1.4688 |
1.4688 |
1.4665 |
1.4704 |
| PP |
1.4624 |
1.4624 |
1.4624 |
1.4632 |
| S1 |
1.4592 |
1.4592 |
1.4647 |
1.4608 |
| S2 |
1.4528 |
1.4528 |
1.4638 |
|
| S3 |
1.4432 |
1.4496 |
1.4630 |
|
| S4 |
1.4336 |
1.4400 |
1.4603 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5272 |
1.5148 |
1.4666 |
|
| R3 |
1.5025 |
1.4901 |
1.4598 |
|
| R2 |
1.4778 |
1.4778 |
1.4575 |
|
| R1 |
1.4654 |
1.4654 |
1.4553 |
1.4716 |
| PP |
1.4531 |
1.4531 |
1.4531 |
1.4562 |
| S1 |
1.4407 |
1.4407 |
1.4507 |
1.4469 |
| S2 |
1.4284 |
1.4284 |
1.4485 |
|
| S3 |
1.4037 |
1.4160 |
1.4462 |
|
| S4 |
1.3790 |
1.3913 |
1.4394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4656 |
1.4511 |
0.0145 |
1.0% |
0.0035 |
0.2% |
100% |
True |
False |
22 |
| 10 |
1.4656 |
1.4385 |
0.0271 |
1.8% |
0.0018 |
0.1% |
100% |
True |
False |
12 |
| 20 |
1.4728 |
1.4385 |
0.0343 |
2.3% |
0.0023 |
0.2% |
79% |
False |
False |
8 |
| 40 |
1.4728 |
1.4085 |
0.0643 |
4.4% |
0.0025 |
0.2% |
89% |
False |
False |
16 |
| 60 |
1.4728 |
1.3984 |
0.0744 |
5.1% |
0.0025 |
0.2% |
90% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5064 |
|
2.618 |
1.4907 |
|
1.618 |
1.4811 |
|
1.000 |
1.4752 |
|
0.618 |
1.4715 |
|
HIGH |
1.4656 |
|
0.618 |
1.4619 |
|
0.500 |
1.4608 |
|
0.382 |
1.4597 |
|
LOW |
1.4560 |
|
0.618 |
1.4501 |
|
1.000 |
1.4464 |
|
1.618 |
1.4405 |
|
2.618 |
1.4309 |
|
4.250 |
1.4152 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4640 |
1.4632 |
| PP |
1.4624 |
1.4608 |
| S1 |
1.4608 |
1.4584 |
|