CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3240 |
1.3359 |
0.0119 |
0.9% |
1.4491 |
| High |
1.3432 |
1.3548 |
0.0116 |
0.9% |
1.5000 |
| Low |
1.3238 |
1.3309 |
0.0071 |
0.5% |
1.3270 |
| Close |
1.3366 |
1.3444 |
0.0078 |
0.6% |
1.3672 |
| Range |
0.0194 |
0.0239 |
0.0045 |
23.2% |
0.1730 |
| ATR |
0.0266 |
0.0264 |
-0.0002 |
-0.7% |
0.0000 |
| Volume |
368 |
272 |
-96 |
-26.1% |
1,725 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4151 |
1.4036 |
1.3575 |
|
| R3 |
1.3912 |
1.3797 |
1.3510 |
|
| R2 |
1.3673 |
1.3673 |
1.3488 |
|
| R1 |
1.3558 |
1.3558 |
1.3466 |
1.3616 |
| PP |
1.3434 |
1.3434 |
1.3434 |
1.3462 |
| S1 |
1.3319 |
1.3319 |
1.3422 |
1.3377 |
| S2 |
1.3195 |
1.3195 |
1.3400 |
|
| S3 |
1.2956 |
1.3080 |
1.3378 |
|
| S4 |
1.2717 |
1.2841 |
1.3313 |
|
|
| 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 |
13.8% |
0.0545 |
4.1% |
16% |
False |
False |
434 |
| 10 |
1.5000 |
1.3148 |
0.1852 |
13.8% |
0.0354 |
2.6% |
16% |
False |
False |
288 |
| 20 |
1.5000 |
1.3148 |
0.1852 |
13.8% |
0.0221 |
1.6% |
16% |
False |
False |
185 |
| 40 |
1.5000 |
1.3148 |
0.1852 |
13.8% |
0.0123 |
0.9% |
16% |
False |
False |
97 |
| 60 |
1.5000 |
1.3148 |
0.1852 |
13.8% |
0.0095 |
0.7% |
16% |
False |
False |
73 |
| 80 |
1.5000 |
1.3148 |
0.1852 |
13.8% |
0.0077 |
0.6% |
16% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4564 |
|
2.618 |
1.4174 |
|
1.618 |
1.3935 |
|
1.000 |
1.3787 |
|
0.618 |
1.3696 |
|
HIGH |
1.3548 |
|
0.618 |
1.3457 |
|
0.500 |
1.3429 |
|
0.382 |
1.3400 |
|
LOW |
1.3309 |
|
0.618 |
1.3161 |
|
1.000 |
1.3070 |
|
1.618 |
1.2922 |
|
2.618 |
1.2683 |
|
4.250 |
1.2293 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3439 |
1.3412 |
| PP |
1.3434 |
1.3380 |
| S1 |
1.3429 |
1.3348 |
|