CME British Pound Future December 2016
Trading Metrics calculated at close of trading on 02-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1.4428 |
1.4457 |
0.0029 |
0.2% |
1.4553 |
High |
1.4433 |
1.4457 |
0.0024 |
0.2% |
1.4745 |
Low |
1.4428 |
1.4457 |
0.0029 |
0.2% |
1.4511 |
Close |
1.4433 |
1.4457 |
0.0024 |
0.2% |
1.4661 |
Range |
0.0005 |
0.0000 |
-0.0005 |
-100.0% |
0.0234 |
ATR |
0.0077 |
0.0073 |
-0.0004 |
-4.9% |
0.0000 |
Volume |
30 |
0 |
-30 |
-100.0% |
35 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4457 |
1.4457 |
1.4457 |
|
R3 |
1.4457 |
1.4457 |
1.4457 |
|
R2 |
1.4457 |
1.4457 |
1.4457 |
|
R1 |
1.4457 |
1.4457 |
1.4457 |
1.4457 |
PP |
1.4457 |
1.4457 |
1.4457 |
1.4457 |
S1 |
1.4457 |
1.4457 |
1.4457 |
1.4457 |
S2 |
1.4457 |
1.4457 |
1.4457 |
|
S3 |
1.4457 |
1.4457 |
1.4457 |
|
S4 |
1.4457 |
1.4457 |
1.4457 |
|
|
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 |
1.4740 |
1.4428 |
0.0312 |
2.2% |
0.0045 |
0.3% |
9% |
False |
False |
12 |
10 |
1.4745 |
1.4428 |
0.0317 |
2.2% |
0.0041 |
0.3% |
9% |
False |
False |
7 |
20 |
1.4745 |
1.4385 |
0.0360 |
2.5% |
0.0023 |
0.2% |
20% |
False |
False |
9 |
40 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0032 |
0.2% |
56% |
False |
False |
17 |
60 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0028 |
0.2% |
56% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4457 |
2.618 |
1.4457 |
1.618 |
1.4457 |
1.000 |
1.4457 |
0.618 |
1.4457 |
HIGH |
1.4457 |
0.618 |
1.4457 |
0.500 |
1.4457 |
0.382 |
1.4457 |
LOW |
1.4457 |
0.618 |
1.4457 |
1.000 |
1.4457 |
1.618 |
1.4457 |
2.618 |
1.4457 |
4.250 |
1.4457 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4457 |
1.4529 |
PP |
1.4457 |
1.4505 |
S1 |
1.4457 |
1.4481 |
|