CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4433 |
1.4450 |
0.0017 |
0.1% |
1.4629 |
| High |
1.4483 |
1.4578 |
0.0095 |
0.7% |
1.4629 |
| Low |
1.4433 |
1.4450 |
0.0017 |
0.1% |
1.4428 |
| Close |
1.4483 |
1.4575 |
0.0092 |
0.6% |
1.4538 |
| Range |
0.0050 |
0.0128 |
0.0078 |
156.0% |
0.0201 |
| ATR |
0.0076 |
0.0080 |
0.0004 |
4.9% |
0.0000 |
| Volume |
235 |
295 |
60 |
25.5% |
49 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4918 |
1.4875 |
1.4645 |
|
| R3 |
1.4790 |
1.4747 |
1.4610 |
|
| R2 |
1.4662 |
1.4662 |
1.4598 |
|
| R1 |
1.4619 |
1.4619 |
1.4587 |
1.4641 |
| PP |
1.4534 |
1.4534 |
1.4534 |
1.4545 |
| S1 |
1.4491 |
1.4491 |
1.4563 |
1.4513 |
| S2 |
1.4406 |
1.4406 |
1.4552 |
|
| S3 |
1.4278 |
1.4363 |
1.4540 |
|
| S4 |
1.4150 |
1.4235 |
1.4505 |
|
|
| 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 |
1.4578 |
1.4428 |
0.0150 |
1.0% |
0.0037 |
0.3% |
98% |
True |
False |
113 |
| 10 |
1.4745 |
1.4428 |
0.0317 |
2.2% |
0.0053 |
0.4% |
46% |
False |
False |
61 |
| 20 |
1.4745 |
1.4385 |
0.0360 |
2.5% |
0.0031 |
0.2% |
53% |
False |
False |
36 |
| 40 |
1.4745 |
1.4158 |
0.0587 |
4.0% |
0.0036 |
0.2% |
71% |
False |
False |
26 |
| 60 |
1.4745 |
1.4085 |
0.0660 |
4.5% |
0.0030 |
0.2% |
74% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5122 |
|
2.618 |
1.4913 |
|
1.618 |
1.4785 |
|
1.000 |
1.4706 |
|
0.618 |
1.4657 |
|
HIGH |
1.4578 |
|
0.618 |
1.4529 |
|
0.500 |
1.4514 |
|
0.382 |
1.4499 |
|
LOW |
1.4450 |
|
0.618 |
1.4371 |
|
1.000 |
1.4322 |
|
1.618 |
1.4243 |
|
2.618 |
1.4115 |
|
4.250 |
1.3906 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4555 |
1.4552 |
| PP |
1.4534 |
1.4529 |
| S1 |
1.4514 |
1.4506 |
|