CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4740 |
1.4635 |
-0.0105 |
-0.7% |
1.4553 |
| High |
1.4740 |
1.4661 |
-0.0079 |
-0.5% |
1.4745 |
| Low |
1.4688 |
1.4629 |
-0.0059 |
-0.4% |
1.4511 |
| Close |
1.4688 |
1.4661 |
-0.0027 |
-0.2% |
1.4661 |
| Range |
0.0052 |
0.0032 |
-0.0020 |
-38.5% |
0.0234 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
12 |
7 |
-5 |
-41.7% |
35 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4746 |
1.4736 |
1.4679 |
|
| R3 |
1.4714 |
1.4704 |
1.4670 |
|
| R2 |
1.4682 |
1.4682 |
1.4667 |
|
| R1 |
1.4672 |
1.4672 |
1.4664 |
1.4677 |
| PP |
1.4650 |
1.4650 |
1.4650 |
1.4653 |
| S1 |
1.4640 |
1.4640 |
1.4658 |
1.4645 |
| S2 |
1.4618 |
1.4618 |
1.4655 |
|
| S3 |
1.4586 |
1.4608 |
1.4652 |
|
| S4 |
1.4554 |
1.4576 |
1.4643 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5341 |
1.5235 |
1.4790 |
|
| R3 |
1.5107 |
1.5001 |
1.4725 |
|
| R2 |
1.4873 |
1.4873 |
1.4704 |
|
| R1 |
1.4767 |
1.4767 |
1.4682 |
1.4820 |
| PP |
1.4639 |
1.4639 |
1.4639 |
1.4666 |
| S1 |
1.4533 |
1.4533 |
1.4640 |
1.4586 |
| S2 |
1.4405 |
1.4405 |
1.4618 |
|
| S3 |
1.4171 |
1.4299 |
1.4597 |
|
| S4 |
1.3937 |
1.4065 |
1.4532 |
|
|
| 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% |
0.0051 |
0.3% |
64% |
False |
False |
7 |
| 10 |
1.4745 |
1.4408 |
0.0337 |
2.3% |
0.0029 |
0.2% |
75% |
False |
False |
15 |
| 20 |
1.4745 |
1.4385 |
0.0360 |
2.5% |
0.0027 |
0.2% |
77% |
False |
False |
8 |
| 40 |
1.4745 |
1.4085 |
0.0660 |
4.5% |
0.0028 |
0.2% |
87% |
False |
False |
17 |
| 60 |
1.4745 |
1.4085 |
0.0660 |
4.5% |
0.0026 |
0.2% |
87% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4797 |
|
2.618 |
1.4745 |
|
1.618 |
1.4713 |
|
1.000 |
1.4693 |
|
0.618 |
1.4681 |
|
HIGH |
1.4661 |
|
0.618 |
1.4649 |
|
0.500 |
1.4645 |
|
0.382 |
1.4641 |
|
LOW |
1.4629 |
|
0.618 |
1.4609 |
|
1.000 |
1.4597 |
|
1.618 |
1.4577 |
|
2.618 |
1.4545 |
|
4.250 |
1.4493 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4656 |
1.4687 |
| PP |
1.4650 |
1.4678 |
| S1 |
1.4645 |
1.4670 |
|