CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4629 |
1.4428 |
-0.0201 |
-1.4% |
1.4553 |
| High |
1.4629 |
1.4433 |
-0.0196 |
-1.3% |
1.4745 |
| Low |
1.4492 |
1.4428 |
-0.0064 |
-0.4% |
1.4511 |
| Close |
1.4492 |
1.4433 |
-0.0059 |
-0.4% |
1.4661 |
| Range |
0.0137 |
0.0005 |
-0.0132 |
-96.4% |
0.0234 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
11 |
30 |
19 |
172.7% |
35 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4446 |
1.4445 |
1.4436 |
|
| R3 |
1.4441 |
1.4440 |
1.4434 |
|
| R2 |
1.4436 |
1.4436 |
1.4434 |
|
| R1 |
1.4435 |
1.4435 |
1.4433 |
1.4436 |
| PP |
1.4431 |
1.4431 |
1.4431 |
1.4432 |
| S1 |
1.4430 |
1.4430 |
1.4433 |
1.4431 |
| S2 |
1.4426 |
1.4426 |
1.4432 |
|
| S3 |
1.4421 |
1.4425 |
1.4432 |
|
| S4 |
1.4416 |
1.4420 |
1.4430 |
|
|
| 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 |
1.4428 |
0.0317 |
2.2% |
0.0052 |
0.4% |
2% |
False |
True |
13 |
| 10 |
1.4745 |
1.4428 |
0.0317 |
2.2% |
0.0043 |
0.3% |
2% |
False |
True |
17 |
| 20 |
1.4745 |
1.4385 |
0.0360 |
2.5% |
0.0025 |
0.2% |
13% |
False |
False |
9 |
| 40 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0032 |
0.2% |
53% |
False |
False |
18 |
| 60 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0029 |
0.2% |
53% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4454 |
|
2.618 |
1.4446 |
|
1.618 |
1.4441 |
|
1.000 |
1.4438 |
|
0.618 |
1.4436 |
|
HIGH |
1.4433 |
|
0.618 |
1.4431 |
|
0.500 |
1.4431 |
|
0.382 |
1.4430 |
|
LOW |
1.4428 |
|
0.618 |
1.4425 |
|
1.000 |
1.4423 |
|
1.618 |
1.4420 |
|
2.618 |
1.4415 |
|
4.250 |
1.4407 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4432 |
1.4545 |
| PP |
1.4431 |
1.4507 |
| S1 |
1.4431 |
1.4470 |
|