CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4538 |
1.4433 |
-0.0105 |
-0.7% |
1.4629 |
| High |
1.4538 |
1.4483 |
-0.0055 |
-0.4% |
1.4629 |
| Low |
1.4538 |
1.4433 |
-0.0105 |
-0.7% |
1.4428 |
| Close |
1.4538 |
1.4483 |
-0.0055 |
-0.4% |
1.4538 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0201 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.0% |
0.0000 |
| Volume |
8 |
235 |
227 |
2,837.5% |
49 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4616 |
1.4600 |
1.4511 |
|
| R3 |
1.4566 |
1.4550 |
1.4497 |
|
| R2 |
1.4516 |
1.4516 |
1.4492 |
|
| R1 |
1.4500 |
1.4500 |
1.4488 |
1.4508 |
| PP |
1.4466 |
1.4466 |
1.4466 |
1.4471 |
| S1 |
1.4450 |
1.4450 |
1.4478 |
1.4458 |
| S2 |
1.4416 |
1.4416 |
1.4474 |
|
| S3 |
1.4366 |
1.4400 |
1.4469 |
|
| S4 |
1.4316 |
1.4350 |
1.4456 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5135 |
1.5037 |
1.4649 |
|
| R3 |
1.4934 |
1.4836 |
1.4593 |
|
| R2 |
1.4733 |
1.4733 |
1.4575 |
|
| R1 |
1.4635 |
1.4635 |
1.4556 |
1.4584 |
| PP |
1.4532 |
1.4532 |
1.4532 |
1.4506 |
| S1 |
1.4434 |
1.4434 |
1.4520 |
1.4383 |
| S2 |
1.4331 |
1.4331 |
1.4501 |
|
| S3 |
1.4130 |
1.4233 |
1.4483 |
|
| S4 |
1.3929 |
1.4032 |
1.4427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4629 |
1.4428 |
0.0201 |
1.4% |
0.0038 |
0.3% |
27% |
False |
False |
56 |
| 10 |
1.4745 |
1.4428 |
0.0317 |
2.2% |
0.0045 |
0.3% |
17% |
False |
False |
31 |
| 20 |
1.4745 |
1.4385 |
0.0360 |
2.5% |
0.0025 |
0.2% |
27% |
False |
False |
21 |
| 40 |
1.4745 |
1.4158 |
0.0587 |
4.1% |
0.0033 |
0.2% |
55% |
False |
False |
21 |
| 60 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0029 |
0.2% |
60% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4696 |
|
2.618 |
1.4614 |
|
1.618 |
1.4564 |
|
1.000 |
1.4533 |
|
0.618 |
1.4514 |
|
HIGH |
1.4483 |
|
0.618 |
1.4464 |
|
0.500 |
1.4458 |
|
0.382 |
1.4452 |
|
LOW |
1.4433 |
|
0.618 |
1.4402 |
|
1.000 |
1.4383 |
|
1.618 |
1.4352 |
|
2.618 |
1.4302 |
|
4.250 |
1.4221 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4475 |
1.4486 |
| PP |
1.4466 |
1.4485 |
| S1 |
1.4458 |
1.4484 |
|