CME British Pound Future December 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1.4526 |
1.4479 |
-0.0047 |
-0.3% |
1.4433 |
High |
1.4526 |
1.4479 |
-0.0047 |
-0.3% |
1.4596 |
Low |
1.4455 |
1.4269 |
-0.0186 |
-1.3% |
1.4269 |
Close |
1.4504 |
1.4280 |
-0.0224 |
-1.5% |
1.4280 |
Range |
0.0071 |
0.0210 |
0.0139 |
195.8% |
0.0327 |
ATR |
0.0078 |
0.0090 |
0.0011 |
14.3% |
0.0000 |
Volume |
31 |
49 |
18 |
58.1% |
618 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4973 |
1.4836 |
1.4396 |
|
R3 |
1.4763 |
1.4626 |
1.4338 |
|
R2 |
1.4553 |
1.4553 |
1.4319 |
|
R1 |
1.4416 |
1.4416 |
1.4299 |
1.4380 |
PP |
1.4343 |
1.4343 |
1.4343 |
1.4324 |
S1 |
1.4206 |
1.4206 |
1.4261 |
1.4170 |
S2 |
1.4133 |
1.4133 |
1.4242 |
|
S3 |
1.3923 |
1.3996 |
1.4222 |
|
S4 |
1.3713 |
1.3786 |
1.4165 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5363 |
1.5148 |
1.4460 |
|
R3 |
1.5036 |
1.4821 |
1.4370 |
|
R2 |
1.4709 |
1.4709 |
1.4340 |
|
R1 |
1.4494 |
1.4494 |
1.4310 |
1.4438 |
PP |
1.4382 |
1.4382 |
1.4382 |
1.4354 |
S1 |
1.4167 |
1.4167 |
1.4250 |
1.4111 |
S2 |
1.4055 |
1.4055 |
1.4220 |
|
S3 |
1.3728 |
1.3840 |
1.4190 |
|
S4 |
1.3401 |
1.3513 |
1.4100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4596 |
1.4269 |
0.0327 |
2.3% |
0.0106 |
0.7% |
3% |
False |
True |
123 |
10 |
1.4661 |
1.4269 |
0.0392 |
2.7% |
0.0070 |
0.5% |
3% |
False |
True |
67 |
20 |
1.4745 |
1.4269 |
0.0476 |
3.3% |
0.0048 |
0.3% |
2% |
False |
True |
40 |
40 |
1.4745 |
1.4178 |
0.0567 |
4.0% |
0.0042 |
0.3% |
18% |
False |
False |
22 |
60 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0035 |
0.2% |
30% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5372 |
2.618 |
1.5029 |
1.618 |
1.4819 |
1.000 |
1.4689 |
0.618 |
1.4609 |
HIGH |
1.4479 |
0.618 |
1.4399 |
0.500 |
1.4374 |
0.382 |
1.4349 |
LOW |
1.4269 |
0.618 |
1.4139 |
1.000 |
1.4059 |
1.618 |
1.3929 |
2.618 |
1.3719 |
4.250 |
1.3377 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4374 |
1.4433 |
PP |
1.4343 |
1.4382 |
S1 |
1.4311 |
1.4331 |
|