CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4200 |
1.4230 |
0.0030 |
0.2% |
1.4433 |
| High |
1.4345 |
1.4230 |
-0.0115 |
-0.8% |
1.4596 |
| Low |
1.4165 |
1.4125 |
-0.0040 |
-0.3% |
1.4269 |
| Close |
1.4244 |
1.4125 |
-0.0119 |
-0.8% |
1.4280 |
| Range |
0.0180 |
0.0105 |
-0.0075 |
-41.7% |
0.0327 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
1.7% |
0.0000 |
| Volume |
91 |
76 |
-15 |
-16.5% |
618 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4475 |
1.4405 |
1.4183 |
|
| R3 |
1.4370 |
1.4300 |
1.4154 |
|
| R2 |
1.4265 |
1.4265 |
1.4144 |
|
| R1 |
1.4195 |
1.4195 |
1.4135 |
1.4178 |
| PP |
1.4160 |
1.4160 |
1.4160 |
1.4151 |
| S1 |
1.4090 |
1.4090 |
1.4115 |
1.4073 |
| S2 |
1.4055 |
1.4055 |
1.4106 |
|
| S3 |
1.3950 |
1.3985 |
1.4096 |
|
| S4 |
1.3845 |
1.3880 |
1.4067 |
|
|
| 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 |
1.4125 |
0.0471 |
3.3% |
0.0127 |
0.9% |
0% |
False |
True |
51 |
| 10 |
1.4596 |
1.4125 |
0.0471 |
3.3% |
0.0082 |
0.6% |
0% |
False |
True |
82 |
| 20 |
1.4745 |
1.4125 |
0.0620 |
4.4% |
0.0062 |
0.4% |
0% |
False |
True |
48 |
| 40 |
1.4745 |
1.4125 |
0.0620 |
4.4% |
0.0045 |
0.3% |
0% |
False |
True |
26 |
| 60 |
1.4745 |
1.4085 |
0.0660 |
4.7% |
0.0037 |
0.3% |
6% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4676 |
|
2.618 |
1.4505 |
|
1.618 |
1.4400 |
|
1.000 |
1.4335 |
|
0.618 |
1.4295 |
|
HIGH |
1.4230 |
|
0.618 |
1.4190 |
|
0.500 |
1.4178 |
|
0.382 |
1.4165 |
|
LOW |
1.4125 |
|
0.618 |
1.4060 |
|
1.000 |
1.4020 |
|
1.618 |
1.3955 |
|
2.618 |
1.3850 |
|
4.250 |
1.3679 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4178 |
1.4302 |
| PP |
1.4160 |
1.4243 |
| S1 |
1.4143 |
1.4184 |
|