CME British Pound Future December 2016
Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
1.4635 |
1.4629 |
-0.0006 |
0.0% |
1.4553 |
High |
1.4661 |
1.4629 |
-0.0032 |
-0.2% |
1.4745 |
Low |
1.4629 |
1.4492 |
-0.0137 |
-0.9% |
1.4511 |
Close |
1.4661 |
1.4492 |
-0.0169 |
-1.2% |
1.4661 |
Range |
0.0032 |
0.0137 |
0.0105 |
328.1% |
0.0234 |
ATR |
0.0071 |
0.0078 |
0.0007 |
9.9% |
0.0000 |
Volume |
7 |
11 |
4 |
57.1% |
35 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4949 |
1.4857 |
1.4567 |
|
R3 |
1.4812 |
1.4720 |
1.4530 |
|
R2 |
1.4675 |
1.4675 |
1.4517 |
|
R1 |
1.4583 |
1.4583 |
1.4505 |
1.4561 |
PP |
1.4538 |
1.4538 |
1.4538 |
1.4526 |
S1 |
1.4446 |
1.4446 |
1.4479 |
1.4424 |
S2 |
1.4401 |
1.4401 |
1.4467 |
|
S3 |
1.4264 |
1.4309 |
1.4454 |
|
S4 |
1.4127 |
1.4172 |
1.4417 |
|
|
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 |
1.4492 |
0.0253 |
1.7% |
0.0070 |
0.5% |
0% |
False |
True |
8 |
10 |
1.4745 |
1.4476 |
0.0269 |
1.9% |
0.0043 |
0.3% |
6% |
False |
False |
14 |
20 |
1.4745 |
1.4385 |
0.0360 |
2.5% |
0.0034 |
0.2% |
30% |
False |
False |
8 |
40 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0032 |
0.2% |
62% |
False |
False |
17 |
60 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0029 |
0.2% |
62% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5211 |
2.618 |
1.4988 |
1.618 |
1.4851 |
1.000 |
1.4766 |
0.618 |
1.4714 |
HIGH |
1.4629 |
0.618 |
1.4577 |
0.500 |
1.4561 |
0.382 |
1.4544 |
LOW |
1.4492 |
0.618 |
1.4407 |
1.000 |
1.4355 |
1.618 |
1.4270 |
2.618 |
1.4133 |
4.250 |
1.3910 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4561 |
1.4616 |
PP |
1.4538 |
1.4575 |
S1 |
1.4515 |
1.4533 |
|