CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4262 |
1.4491 |
0.0229 |
1.6% |
1.4200 |
| High |
1.4384 |
1.4738 |
0.0354 |
2.5% |
1.4384 |
| Low |
1.4262 |
1.4491 |
0.0229 |
1.6% |
1.4059 |
| Close |
1.4371 |
1.4712 |
0.0341 |
2.4% |
1.4371 |
| Range |
0.0122 |
0.0247 |
0.0125 |
102.5% |
0.0325 |
| ATR |
0.0108 |
0.0127 |
0.0018 |
17.0% |
0.0000 |
| Volume |
34 |
147 |
113 |
332.4% |
317 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5388 |
1.5297 |
1.4848 |
|
| R3 |
1.5141 |
1.5050 |
1.4780 |
|
| R2 |
1.4894 |
1.4894 |
1.4757 |
|
| R1 |
1.4803 |
1.4803 |
1.4735 |
1.4849 |
| PP |
1.4647 |
1.4647 |
1.4647 |
1.4670 |
| S1 |
1.4556 |
1.4556 |
1.4689 |
1.4602 |
| S2 |
1.4400 |
1.4400 |
1.4667 |
|
| S3 |
1.4153 |
1.4309 |
1.4644 |
|
| S4 |
1.3906 |
1.4062 |
1.4576 |
|
|
| 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 |
1.4738 |
1.4059 |
0.0679 |
4.6% |
0.0147 |
1.0% |
96% |
True |
False |
74 |
| 10 |
1.4738 |
1.4059 |
0.0679 |
4.6% |
0.0140 |
0.9% |
96% |
True |
False |
84 |
| 20 |
1.4745 |
1.4059 |
0.0686 |
4.7% |
0.0092 |
0.6% |
95% |
False |
False |
58 |
| 40 |
1.4745 |
1.4059 |
0.0686 |
4.7% |
0.0056 |
0.4% |
95% |
False |
False |
33 |
| 60 |
1.4745 |
1.4059 |
0.0686 |
4.7% |
0.0046 |
0.3% |
95% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5788 |
|
2.618 |
1.5385 |
|
1.618 |
1.5138 |
|
1.000 |
1.4985 |
|
0.618 |
1.4891 |
|
HIGH |
1.4738 |
|
0.618 |
1.4644 |
|
0.500 |
1.4615 |
|
0.382 |
1.4585 |
|
LOW |
1.4491 |
|
0.618 |
1.4338 |
|
1.000 |
1.4244 |
|
1.618 |
1.4091 |
|
2.618 |
1.3844 |
|
4.250 |
1.3441 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4680 |
1.4608 |
| PP |
1.4647 |
1.4503 |
| S1 |
1.4615 |
1.4399 |
|