CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4184 |
1.4262 |
0.0078 |
0.5% |
1.4200 |
| High |
1.4256 |
1.4384 |
0.0128 |
0.9% |
1.4384 |
| Low |
1.4059 |
1.4262 |
0.0203 |
1.4% |
1.4059 |
| Close |
1.4227 |
1.4371 |
0.0144 |
1.0% |
1.4371 |
| Range |
0.0197 |
0.0122 |
-0.0075 |
-38.1% |
0.0325 |
| ATR |
0.0105 |
0.0108 |
0.0004 |
3.6% |
0.0000 |
| Volume |
80 |
34 |
-46 |
-57.5% |
317 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4705 |
1.4660 |
1.4438 |
|
| R3 |
1.4583 |
1.4538 |
1.4405 |
|
| R2 |
1.4461 |
1.4461 |
1.4393 |
|
| R1 |
1.4416 |
1.4416 |
1.4382 |
1.4439 |
| PP |
1.4339 |
1.4339 |
1.4339 |
1.4350 |
| S1 |
1.4294 |
1.4294 |
1.4360 |
1.4317 |
| S2 |
1.4217 |
1.4217 |
1.4349 |
|
| S3 |
1.4095 |
1.4172 |
1.4337 |
|
| S4 |
1.3973 |
1.4050 |
1.4304 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5246 |
1.5134 |
1.4550 |
|
| R3 |
1.4921 |
1.4809 |
1.4460 |
|
| R2 |
1.4596 |
1.4596 |
1.4431 |
|
| R1 |
1.4484 |
1.4484 |
1.4401 |
1.4540 |
| PP |
1.4271 |
1.4271 |
1.4271 |
1.4300 |
| S1 |
1.4159 |
1.4159 |
1.4341 |
1.4215 |
| S2 |
1.3946 |
1.3946 |
1.4311 |
|
| S3 |
1.3621 |
1.3834 |
1.4282 |
|
| S4 |
1.3296 |
1.3509 |
1.4192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4384 |
1.4059 |
0.0325 |
2.3% |
0.0134 |
0.9% |
96% |
True |
False |
63 |
| 10 |
1.4596 |
1.4059 |
0.0537 |
3.7% |
0.0120 |
0.8% |
58% |
False |
False |
93 |
| 20 |
1.4745 |
1.4059 |
0.0686 |
4.8% |
0.0080 |
0.6% |
45% |
False |
False |
50 |
| 40 |
1.4745 |
1.4059 |
0.0686 |
4.8% |
0.0052 |
0.4% |
45% |
False |
False |
30 |
| 60 |
1.4745 |
1.4059 |
0.0686 |
4.8% |
0.0042 |
0.3% |
45% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4903 |
|
2.618 |
1.4703 |
|
1.618 |
1.4581 |
|
1.000 |
1.4506 |
|
0.618 |
1.4459 |
|
HIGH |
1.4384 |
|
0.618 |
1.4337 |
|
0.500 |
1.4323 |
|
0.382 |
1.4309 |
|
LOW |
1.4262 |
|
0.618 |
1.4187 |
|
1.000 |
1.4140 |
|
1.618 |
1.4065 |
|
2.618 |
1.3943 |
|
4.250 |
1.3744 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4355 |
1.4321 |
| PP |
1.4339 |
1.4271 |
| S1 |
1.4323 |
1.4222 |
|