CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4713 |
1.4740 |
0.0027 |
0.2% |
1.4408 |
| High |
1.4745 |
1.4740 |
-0.0005 |
0.0% |
1.4655 |
| Low |
1.4713 |
1.4688 |
-0.0025 |
-0.2% |
1.4408 |
| Close |
1.4745 |
1.4688 |
-0.0057 |
-0.4% |
1.4530 |
| Range |
0.0032 |
0.0052 |
0.0020 |
62.5% |
0.0247 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
7 |
12 |
5 |
71.4% |
116 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4861 |
1.4827 |
1.4717 |
|
| R3 |
1.4809 |
1.4775 |
1.4702 |
|
| R2 |
1.4757 |
1.4757 |
1.4698 |
|
| R1 |
1.4723 |
1.4723 |
1.4693 |
1.4714 |
| PP |
1.4705 |
1.4705 |
1.4705 |
1.4701 |
| S1 |
1.4671 |
1.4671 |
1.4683 |
1.4662 |
| S2 |
1.4653 |
1.4653 |
1.4678 |
|
| S3 |
1.4601 |
1.4619 |
1.4674 |
|
| S4 |
1.4549 |
1.4567 |
1.4659 |
|
|
| 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 |
1.4745 |
1.4511 |
0.0234 |
1.6% |
0.0044 |
0.3% |
76% |
False |
False |
5 |
| 10 |
1.4745 |
1.4385 |
0.0360 |
2.5% |
0.0026 |
0.2% |
84% |
False |
False |
14 |
| 20 |
1.4745 |
1.4385 |
0.0360 |
2.5% |
0.0027 |
0.2% |
84% |
False |
False |
8 |
| 40 |
1.4745 |
1.4085 |
0.0660 |
4.5% |
0.0028 |
0.2% |
91% |
False |
False |
17 |
| 60 |
1.4745 |
1.4085 |
0.0660 |
4.5% |
0.0026 |
0.2% |
91% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4961 |
|
2.618 |
1.4876 |
|
1.618 |
1.4824 |
|
1.000 |
1.4792 |
|
0.618 |
1.4772 |
|
HIGH |
1.4740 |
|
0.618 |
1.4720 |
|
0.500 |
1.4714 |
|
0.382 |
1.4708 |
|
LOW |
1.4688 |
|
0.618 |
1.4656 |
|
1.000 |
1.4636 |
|
1.618 |
1.4604 |
|
2.618 |
1.4552 |
|
4.250 |
1.4467 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4714 |
1.4676 |
| PP |
1.4705 |
1.4664 |
| S1 |
1.4697 |
1.4653 |
|