CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4230 |
1.4157 |
-0.0073 |
-0.5% |
1.4433 |
| High |
1.4230 |
1.4222 |
-0.0008 |
-0.1% |
1.4596 |
| Low |
1.4125 |
1.4156 |
0.0031 |
0.2% |
1.4269 |
| Close |
1.4125 |
1.4197 |
0.0072 |
0.5% |
1.4280 |
| Range |
0.0105 |
0.0066 |
-0.0039 |
-37.1% |
0.0327 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.0% |
0.0000 |
| Volume |
76 |
36 |
-40 |
-52.6% |
618 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4390 |
1.4359 |
1.4233 |
|
| R3 |
1.4324 |
1.4293 |
1.4215 |
|
| R2 |
1.4258 |
1.4258 |
1.4209 |
|
| R1 |
1.4227 |
1.4227 |
1.4203 |
1.4243 |
| PP |
1.4192 |
1.4192 |
1.4192 |
1.4199 |
| S1 |
1.4161 |
1.4161 |
1.4191 |
1.4177 |
| S2 |
1.4126 |
1.4126 |
1.4185 |
|
| S3 |
1.4060 |
1.4095 |
1.4179 |
|
| S4 |
1.3994 |
1.4029 |
1.4161 |
|
|
| 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 |
1.4526 |
1.4125 |
0.0401 |
2.8% |
0.0126 |
0.9% |
18% |
False |
False |
56 |
| 10 |
1.4596 |
1.4125 |
0.0471 |
3.3% |
0.0088 |
0.6% |
15% |
False |
False |
82 |
| 20 |
1.4745 |
1.4125 |
0.0620 |
4.4% |
0.0066 |
0.5% |
12% |
False |
False |
50 |
| 40 |
1.4745 |
1.4125 |
0.0620 |
4.4% |
0.0044 |
0.3% |
12% |
False |
False |
27 |
| 60 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0038 |
0.3% |
17% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4503 |
|
2.618 |
1.4395 |
|
1.618 |
1.4329 |
|
1.000 |
1.4288 |
|
0.618 |
1.4263 |
|
HIGH |
1.4222 |
|
0.618 |
1.4197 |
|
0.500 |
1.4189 |
|
0.382 |
1.4181 |
|
LOW |
1.4156 |
|
0.618 |
1.4115 |
|
1.000 |
1.4090 |
|
1.618 |
1.4049 |
|
2.618 |
1.3983 |
|
4.250 |
1.3876 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4194 |
1.4235 |
| PP |
1.4192 |
1.4222 |
| S1 |
1.4189 |
1.4210 |
|