CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4686 |
1.4699 |
0.0013 |
0.1% |
1.4200 |
| High |
1.4782 |
1.4780 |
-0.0002 |
0.0% |
1.4384 |
| Low |
1.4650 |
1.4665 |
0.0015 |
0.1% |
1.4059 |
| Close |
1.4683 |
1.4706 |
0.0023 |
0.2% |
1.4371 |
| Range |
0.0132 |
0.0115 |
-0.0017 |
-12.9% |
0.0325 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
274 |
179 |
-95 |
-34.7% |
317 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5062 |
1.4999 |
1.4769 |
|
| R3 |
1.4947 |
1.4884 |
1.4738 |
|
| R2 |
1.4832 |
1.4832 |
1.4727 |
|
| R1 |
1.4769 |
1.4769 |
1.4717 |
1.4801 |
| PP |
1.4717 |
1.4717 |
1.4717 |
1.4733 |
| S1 |
1.4654 |
1.4654 |
1.4695 |
1.4686 |
| S2 |
1.4602 |
1.4602 |
1.4685 |
|
| S3 |
1.4487 |
1.4539 |
1.4674 |
|
| S4 |
1.4372 |
1.4424 |
1.4643 |
|
|
| 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% |
0.0163 |
1.1% |
89% |
False |
False |
142 |
| 10 |
1.4782 |
1.4059 |
0.0723 |
4.9% |
0.0145 |
1.0% |
89% |
False |
False |
99 |
| 20 |
1.4782 |
1.4059 |
0.0723 |
4.9% |
0.0098 |
0.7% |
89% |
False |
False |
80 |
| 40 |
1.4782 |
1.4059 |
0.0723 |
4.9% |
0.0060 |
0.4% |
89% |
False |
False |
44 |
| 60 |
1.4782 |
1.4059 |
0.0723 |
4.9% |
0.0049 |
0.3% |
89% |
False |
False |
38 |
| 80 |
1.4782 |
1.3984 |
0.0798 |
5.4% |
0.0043 |
0.3% |
90% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5269 |
|
2.618 |
1.5081 |
|
1.618 |
1.4966 |
|
1.000 |
1.4895 |
|
0.618 |
1.4851 |
|
HIGH |
1.4780 |
|
0.618 |
1.4736 |
|
0.500 |
1.4723 |
|
0.382 |
1.4709 |
|
LOW |
1.4665 |
|
0.618 |
1.4594 |
|
1.000 |
1.4550 |
|
1.618 |
1.4479 |
|
2.618 |
1.4364 |
|
4.250 |
1.4176 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4723 |
1.4683 |
| PP |
1.4717 |
1.4660 |
| S1 |
1.4712 |
1.4637 |
|