CME British Pound Future December 2016
Trading Metrics calculated at close of trading on 16-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1.4157 |
1.4184 |
0.0027 |
0.2% |
1.4433 |
High |
1.4222 |
1.4256 |
0.0034 |
0.2% |
1.4596 |
Low |
1.4156 |
1.4059 |
-0.0097 |
-0.7% |
1.4269 |
Close |
1.4197 |
1.4227 |
0.0030 |
0.2% |
1.4280 |
Range |
0.0066 |
0.0197 |
0.0131 |
198.5% |
0.0327 |
ATR |
0.0098 |
0.0105 |
0.0007 |
7.3% |
0.0000 |
Volume |
36 |
80 |
44 |
122.2% |
618 |
|
Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4772 |
1.4696 |
1.4335 |
|
R3 |
1.4575 |
1.4499 |
1.4281 |
|
R2 |
1.4378 |
1.4378 |
1.4263 |
|
R1 |
1.4302 |
1.4302 |
1.4245 |
1.4340 |
PP |
1.4181 |
1.4181 |
1.4181 |
1.4200 |
S1 |
1.4105 |
1.4105 |
1.4209 |
1.4143 |
S2 |
1.3984 |
1.3984 |
1.4191 |
|
S3 |
1.3787 |
1.3908 |
1.4173 |
|
S4 |
1.3590 |
1.3711 |
1.4119 |
|
|
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 |
1.4479 |
1.4059 |
0.0420 |
3.0% |
0.0152 |
1.1% |
40% |
False |
True |
66 |
10 |
1.4596 |
1.4059 |
0.0537 |
3.8% |
0.0108 |
0.8% |
31% |
False |
True |
90 |
20 |
1.4745 |
1.4059 |
0.0686 |
4.8% |
0.0074 |
0.5% |
24% |
False |
True |
49 |
40 |
1.4745 |
1.4059 |
0.0686 |
4.8% |
0.0049 |
0.3% |
24% |
False |
True |
29 |
60 |
1.4745 |
1.4059 |
0.0686 |
4.8% |
0.0040 |
0.3% |
24% |
False |
True |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5093 |
2.618 |
1.4772 |
1.618 |
1.4575 |
1.000 |
1.4453 |
0.618 |
1.4378 |
HIGH |
1.4256 |
0.618 |
1.4181 |
0.500 |
1.4158 |
0.382 |
1.4134 |
LOW |
1.4059 |
0.618 |
1.3937 |
1.000 |
1.3862 |
1.618 |
1.3740 |
2.618 |
1.3543 |
4.250 |
1.3222 |
|
|
Fisher Pivots for day following 16-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4204 |
1.4204 |
PP |
1.4181 |
1.4181 |
S1 |
1.4158 |
1.4158 |
|