CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4908 |
1.3490 |
-0.1418 |
-9.5% |
1.4491 |
| High |
1.5000 |
1.3500 |
-0.1500 |
-10.0% |
1.5000 |
| Low |
1.3270 |
1.3148 |
-0.0122 |
-0.9% |
1.3270 |
| Close |
1.3672 |
1.3203 |
-0.0469 |
-3.4% |
1.3672 |
| Range |
0.1730 |
0.0352 |
-0.1378 |
-79.7% |
0.1730 |
| ATR |
0.0249 |
0.0269 |
0.0020 |
7.9% |
0.0000 |
| Volume |
807 |
408 |
-399 |
-49.4% |
1,725 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4340 |
1.4123 |
1.3397 |
|
| R3 |
1.3988 |
1.3771 |
1.3300 |
|
| R2 |
1.3636 |
1.3636 |
1.3268 |
|
| R1 |
1.3419 |
1.3419 |
1.3235 |
1.3352 |
| PP |
1.3284 |
1.3284 |
1.3284 |
1.3250 |
| S1 |
1.3067 |
1.3067 |
1.3171 |
1.3000 |
| S2 |
1.2932 |
1.2932 |
1.3138 |
|
| S3 |
1.2580 |
1.2715 |
1.3106 |
|
| S4 |
1.2228 |
1.2363 |
1.3009 |
|
|
| 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 |
1.3148 |
0.1852 |
14.0% |
0.0508 |
3.8% |
3% |
False |
True |
397 |
| 10 |
1.5000 |
1.3148 |
0.1852 |
14.0% |
0.0328 |
2.5% |
3% |
False |
True |
235 |
| 20 |
1.5000 |
1.3148 |
0.1852 |
14.0% |
0.0206 |
1.6% |
3% |
False |
True |
155 |
| 40 |
1.5000 |
1.3148 |
0.1852 |
14.0% |
0.0117 |
0.9% |
3% |
False |
True |
82 |
| 60 |
1.5000 |
1.3148 |
0.1852 |
14.0% |
0.0088 |
0.7% |
3% |
False |
True |
63 |
| 80 |
1.5000 |
1.3148 |
0.1852 |
14.0% |
0.0071 |
0.5% |
3% |
False |
True |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4996 |
|
2.618 |
1.4422 |
|
1.618 |
1.4070 |
|
1.000 |
1.3852 |
|
0.618 |
1.3718 |
|
HIGH |
1.3500 |
|
0.618 |
1.3366 |
|
0.500 |
1.3324 |
|
0.382 |
1.3282 |
|
LOW |
1.3148 |
|
0.618 |
1.2930 |
|
1.000 |
1.2796 |
|
1.618 |
1.2578 |
|
2.618 |
1.2226 |
|
4.250 |
1.1652 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3324 |
1.4074 |
| PP |
1.3284 |
1.3784 |
| S1 |
1.3243 |
1.3493 |
|