CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4699 |
1.4826 |
0.0127 |
0.9% |
1.4200 |
| High |
1.4780 |
1.4960 |
0.0180 |
1.2% |
1.4384 |
| Low |
1.4665 |
1.4750 |
0.0085 |
0.6% |
1.4059 |
| Close |
1.4706 |
1.4822 |
0.0116 |
0.8% |
1.4371 |
| Range |
0.0115 |
0.0210 |
0.0095 |
82.6% |
0.0325 |
| ATR |
0.0126 |
0.0136 |
0.0009 |
7.2% |
0.0000 |
| Volume |
179 |
318 |
139 |
77.7% |
317 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5474 |
1.5358 |
1.4938 |
|
| R3 |
1.5264 |
1.5148 |
1.4880 |
|
| R2 |
1.5054 |
1.5054 |
1.4861 |
|
| R1 |
1.4938 |
1.4938 |
1.4841 |
1.4891 |
| PP |
1.4844 |
1.4844 |
1.4844 |
1.4821 |
| S1 |
1.4728 |
1.4728 |
1.4803 |
1.4681 |
| S2 |
1.4634 |
1.4634 |
1.4784 |
|
| S3 |
1.4424 |
1.4518 |
1.4764 |
|
| S4 |
1.4214 |
1.4308 |
1.4707 |
|
|
| 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 |
1.4960 |
1.4262 |
0.0698 |
4.7% |
0.0165 |
1.1% |
80% |
True |
False |
190 |
| 10 |
1.4960 |
1.4059 |
0.0901 |
6.1% |
0.0158 |
1.1% |
85% |
True |
False |
128 |
| 20 |
1.4960 |
1.4059 |
0.0901 |
6.1% |
0.0106 |
0.7% |
85% |
True |
False |
96 |
| 40 |
1.4960 |
1.4059 |
0.0901 |
6.1% |
0.0066 |
0.4% |
85% |
True |
False |
52 |
| 60 |
1.4960 |
1.4059 |
0.0901 |
6.1% |
0.0053 |
0.4% |
85% |
True |
False |
43 |
| 80 |
1.4960 |
1.4059 |
0.0901 |
6.1% |
0.0046 |
0.3% |
85% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5853 |
|
2.618 |
1.5510 |
|
1.618 |
1.5300 |
|
1.000 |
1.5170 |
|
0.618 |
1.5090 |
|
HIGH |
1.4960 |
|
0.618 |
1.4880 |
|
0.500 |
1.4855 |
|
0.382 |
1.4830 |
|
LOW |
1.4750 |
|
0.618 |
1.4620 |
|
1.000 |
1.4540 |
|
1.618 |
1.4410 |
|
2.618 |
1.4200 |
|
4.250 |
1.3858 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4855 |
1.4816 |
| PP |
1.4844 |
1.4811 |
| S1 |
1.4833 |
1.4805 |
|