CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4826 |
1.4908 |
0.0082 |
0.6% |
1.4491 |
| High |
1.4960 |
1.5000 |
0.0040 |
0.3% |
1.5000 |
| Low |
1.4750 |
1.3270 |
-0.1480 |
-10.0% |
1.3270 |
| Close |
1.4822 |
1.3672 |
-0.1150 |
-7.8% |
1.3672 |
| Range |
0.0210 |
0.1730 |
0.1520 |
723.8% |
0.1730 |
| ATR |
0.0136 |
0.0249 |
0.0114 |
84.1% |
0.0000 |
| Volume |
318 |
807 |
489 |
153.8% |
1,725 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9171 |
1.8151 |
1.4624 |
|
| R3 |
1.7441 |
1.6421 |
1.4148 |
|
| R2 |
1.5711 |
1.5711 |
1.3989 |
|
| R1 |
1.4691 |
1.4691 |
1.3831 |
1.4336 |
| PP |
1.3981 |
1.3981 |
1.3981 |
1.3803 |
| S1 |
1.2961 |
1.2961 |
1.3513 |
1.2606 |
| S2 |
1.2251 |
1.2251 |
1.3355 |
|
| S3 |
1.0521 |
1.1231 |
1.3196 |
|
| S4 |
0.8791 |
0.9501 |
1.2721 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9171 |
1.8151 |
1.4624 |
|
| R3 |
1.7441 |
1.6421 |
1.4148 |
|
| R2 |
1.5711 |
1.5711 |
1.3989 |
|
| R1 |
1.4691 |
1.4691 |
1.3831 |
1.4336 |
| PP |
1.3981 |
1.3981 |
1.3981 |
1.3803 |
| S1 |
1.2961 |
1.2961 |
1.3513 |
1.2606 |
| S2 |
1.2251 |
1.2251 |
1.3355 |
|
| S3 |
1.0521 |
1.1231 |
1.3196 |
|
| S4 |
0.8791 |
0.9501 |
1.2721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5000 |
1.3270 |
0.1730 |
12.7% |
0.0487 |
3.6% |
23% |
True |
True |
345 |
| 10 |
1.5000 |
1.3270 |
0.1730 |
12.7% |
0.0310 |
2.3% |
23% |
True |
True |
204 |
| 20 |
1.5000 |
1.3270 |
0.1730 |
12.7% |
0.0190 |
1.4% |
23% |
True |
True |
135 |
| 40 |
1.5000 |
1.3270 |
0.1730 |
12.7% |
0.0109 |
0.8% |
23% |
True |
True |
71 |
| 60 |
1.5000 |
1.3270 |
0.1730 |
12.7% |
0.0082 |
0.6% |
23% |
True |
True |
56 |
| 80 |
1.5000 |
1.3270 |
0.1730 |
12.7% |
0.0067 |
0.5% |
23% |
True |
True |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.2353 |
|
2.618 |
1.9529 |
|
1.618 |
1.7799 |
|
1.000 |
1.6730 |
|
0.618 |
1.6069 |
|
HIGH |
1.5000 |
|
0.618 |
1.4339 |
|
0.500 |
1.4135 |
|
0.382 |
1.3931 |
|
LOW |
1.3270 |
|
0.618 |
1.2201 |
|
1.000 |
1.1540 |
|
1.618 |
1.0471 |
|
2.618 |
0.8741 |
|
4.250 |
0.5918 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4135 |
1.4135 |
| PP |
1.3981 |
1.3981 |
| S1 |
1.3826 |
1.3826 |
|