CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4479 |
1.4200 |
-0.0279 |
-1.9% |
1.4433 |
| High |
1.4479 |
1.4345 |
-0.0134 |
-0.9% |
1.4596 |
| Low |
1.4269 |
1.4165 |
-0.0104 |
-0.7% |
1.4269 |
| Close |
1.4280 |
1.4244 |
-0.0036 |
-0.3% |
1.4280 |
| Range |
0.0210 |
0.0180 |
-0.0030 |
-14.3% |
0.0327 |
| ATR |
0.0090 |
0.0096 |
0.0006 |
7.2% |
0.0000 |
| Volume |
49 |
91 |
42 |
85.7% |
618 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4791 |
1.4698 |
1.4343 |
|
| R3 |
1.4611 |
1.4518 |
1.4294 |
|
| R2 |
1.4431 |
1.4431 |
1.4277 |
|
| R1 |
1.4338 |
1.4338 |
1.4261 |
1.4385 |
| PP |
1.4251 |
1.4251 |
1.4251 |
1.4275 |
| S1 |
1.4158 |
1.4158 |
1.4228 |
1.4205 |
| S2 |
1.4071 |
1.4071 |
1.4211 |
|
| S3 |
1.3891 |
1.3978 |
1.4195 |
|
| S4 |
1.3711 |
1.3798 |
1.4145 |
|
|
| 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 |
1.4165 |
0.0431 |
3.0% |
0.0132 |
0.9% |
18% |
False |
True |
94 |
| 10 |
1.4629 |
1.4165 |
0.0464 |
3.3% |
0.0085 |
0.6% |
17% |
False |
True |
75 |
| 20 |
1.4745 |
1.4165 |
0.0580 |
4.1% |
0.0057 |
0.4% |
14% |
False |
True |
45 |
| 40 |
1.4745 |
1.4165 |
0.0580 |
4.1% |
0.0046 |
0.3% |
14% |
False |
True |
25 |
| 60 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0036 |
0.3% |
24% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5110 |
|
2.618 |
1.4816 |
|
1.618 |
1.4636 |
|
1.000 |
1.4525 |
|
0.618 |
1.4456 |
|
HIGH |
1.4345 |
|
0.618 |
1.4276 |
|
0.500 |
1.4255 |
|
0.382 |
1.4234 |
|
LOW |
1.4165 |
|
0.618 |
1.4054 |
|
1.000 |
1.3985 |
|
1.618 |
1.3874 |
|
2.618 |
1.3694 |
|
4.250 |
1.3400 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4255 |
1.4346 |
| PP |
1.4251 |
1.4312 |
| S1 |
1.4248 |
1.4278 |
|