CME British Pound Future December 2016
Trading Metrics calculated at close of trading on 21-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1.4491 |
1.4686 |
0.0195 |
1.3% |
1.4200 |
High |
1.4738 |
1.4782 |
0.0044 |
0.3% |
1.4384 |
Low |
1.4491 |
1.4650 |
0.0159 |
1.1% |
1.4059 |
Close |
1.4712 |
1.4683 |
-0.0029 |
-0.2% |
1.4371 |
Range |
0.0247 |
0.0132 |
-0.0115 |
-46.6% |
0.0325 |
ATR |
0.0127 |
0.0127 |
0.0000 |
0.3% |
0.0000 |
Volume |
147 |
274 |
127 |
86.4% |
317 |
|
Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5101 |
1.5024 |
1.4756 |
|
R3 |
1.4969 |
1.4892 |
1.4719 |
|
R2 |
1.4837 |
1.4837 |
1.4707 |
|
R1 |
1.4760 |
1.4760 |
1.4695 |
1.4733 |
PP |
1.4705 |
1.4705 |
1.4705 |
1.4691 |
S1 |
1.4628 |
1.4628 |
1.4671 |
1.4601 |
S2 |
1.4573 |
1.4573 |
1.4659 |
|
S3 |
1.4441 |
1.4496 |
1.4647 |
|
S4 |
1.4309 |
1.4364 |
1.4610 |
|
|
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 |
1.4782 |
1.4059 |
0.0723 |
4.9% |
0.0153 |
1.0% |
86% |
True |
False |
114 |
10 |
1.4782 |
1.4059 |
0.0723 |
4.9% |
0.0140 |
1.0% |
86% |
True |
False |
82 |
20 |
1.4782 |
1.4059 |
0.0723 |
4.9% |
0.0097 |
0.7% |
86% |
True |
False |
71 |
40 |
1.4782 |
1.4059 |
0.0723 |
4.9% |
0.0059 |
0.4% |
86% |
True |
False |
40 |
60 |
1.4782 |
1.4059 |
0.0723 |
4.9% |
0.0048 |
0.3% |
86% |
True |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5343 |
2.618 |
1.5128 |
1.618 |
1.4996 |
1.000 |
1.4914 |
0.618 |
1.4864 |
HIGH |
1.4782 |
0.618 |
1.4732 |
0.500 |
1.4716 |
0.382 |
1.4700 |
LOW |
1.4650 |
0.618 |
1.4568 |
1.000 |
1.4518 |
1.618 |
1.4436 |
2.618 |
1.4304 |
4.250 |
1.4089 |
|
|
Fisher Pivots for day following 21-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4716 |
1.4629 |
PP |
1.4705 |
1.4576 |
S1 |
1.4694 |
1.4522 |
|