CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3359 |
1.3464 |
0.0105 |
0.8% |
1.4491 |
| High |
1.3548 |
1.3510 |
-0.0038 |
-0.3% |
1.5000 |
| Low |
1.3309 |
1.3230 |
-0.0079 |
-0.6% |
1.3270 |
| Close |
1.3444 |
1.3261 |
-0.0183 |
-1.4% |
1.3672 |
| Range |
0.0239 |
0.0280 |
0.0041 |
17.2% |
0.1730 |
| ATR |
0.0264 |
0.0265 |
0.0001 |
0.4% |
0.0000 |
| Volume |
272 |
592 |
320 |
117.6% |
1,725 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4174 |
1.3997 |
1.3415 |
|
| R3 |
1.3894 |
1.3717 |
1.3338 |
|
| R2 |
1.3614 |
1.3614 |
1.3312 |
|
| R1 |
1.3437 |
1.3437 |
1.3287 |
1.3386 |
| PP |
1.3334 |
1.3334 |
1.3334 |
1.3308 |
| S1 |
1.3157 |
1.3157 |
1.3235 |
1.3106 |
| S2 |
1.3054 |
1.3054 |
1.3210 |
|
| S3 |
1.2774 |
1.2877 |
1.3184 |
|
| S4 |
1.2494 |
1.2597 |
1.3107 |
|
|
| 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% |
0.0559 |
4.2% |
6% |
False |
False |
489 |
| 10 |
1.5000 |
1.3148 |
0.1852 |
14.0% |
0.0362 |
2.7% |
6% |
False |
False |
339 |
| 20 |
1.5000 |
1.3148 |
0.1852 |
14.0% |
0.0235 |
1.8% |
6% |
False |
False |
215 |
| 40 |
1.5000 |
1.3148 |
0.1852 |
14.0% |
0.0129 |
1.0% |
6% |
False |
False |
112 |
| 60 |
1.5000 |
1.3148 |
0.1852 |
14.0% |
0.0100 |
0.8% |
6% |
False |
False |
83 |
| 80 |
1.5000 |
1.3148 |
0.1852 |
14.0% |
0.0080 |
0.6% |
6% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4700 |
|
2.618 |
1.4243 |
|
1.618 |
1.3963 |
|
1.000 |
1.3790 |
|
0.618 |
1.3683 |
|
HIGH |
1.3510 |
|
0.618 |
1.3403 |
|
0.500 |
1.3370 |
|
0.382 |
1.3337 |
|
LOW |
1.3230 |
|
0.618 |
1.3057 |
|
1.000 |
1.2950 |
|
1.618 |
1.2777 |
|
2.618 |
1.2497 |
|
4.250 |
1.2040 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3370 |
1.3389 |
| PP |
1.3334 |
1.3346 |
| S1 |
1.3297 |
1.3304 |
|