CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4311 |
1.4255 |
-0.0056 |
-0.4% |
1.4280 |
| High |
1.4314 |
1.4406 |
0.0092 |
0.6% |
1.4340 |
| Low |
1.4238 |
1.4248 |
0.0010 |
0.1% |
1.4090 |
| Close |
1.4255 |
1.4368 |
0.0113 |
0.8% |
1.4286 |
| Range |
0.0076 |
0.0158 |
0.0082 |
107.9% |
0.0250 |
| ATR |
0.0108 |
0.0111 |
0.0004 |
3.3% |
0.0000 |
| Volume |
77 |
100 |
23 |
29.9% |
362 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4815 |
1.4749 |
1.4455 |
|
| R3 |
1.4657 |
1.4591 |
1.4411 |
|
| R2 |
1.4499 |
1.4499 |
1.4397 |
|
| R1 |
1.4433 |
1.4433 |
1.4382 |
1.4466 |
| PP |
1.4341 |
1.4341 |
1.4341 |
1.4357 |
| S1 |
1.4275 |
1.4275 |
1.4354 |
1.4308 |
| S2 |
1.4183 |
1.4183 |
1.4339 |
|
| S3 |
1.4025 |
1.4117 |
1.4325 |
|
| S4 |
1.3867 |
1.3959 |
1.4281 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4989 |
1.4887 |
1.4424 |
|
| R3 |
1.4739 |
1.4637 |
1.4355 |
|
| R2 |
1.4489 |
1.4489 |
1.4332 |
|
| R1 |
1.4387 |
1.4387 |
1.4309 |
1.4438 |
| PP |
1.4239 |
1.4239 |
1.4239 |
1.4264 |
| S1 |
1.4137 |
1.4137 |
1.4263 |
1.4188 |
| S2 |
1.3989 |
1.3989 |
1.4240 |
|
| S3 |
1.3739 |
1.3887 |
1.4217 |
|
| S4 |
1.3489 |
1.3637 |
1.4149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4406 |
1.4185 |
0.0221 |
1.5% |
0.0115 |
0.8% |
83% |
True |
False |
92 |
| 10 |
1.4420 |
1.4090 |
0.0330 |
2.3% |
0.0121 |
0.8% |
84% |
False |
False |
93 |
| 20 |
1.4844 |
1.4090 |
0.0754 |
5.2% |
0.0105 |
0.7% |
37% |
False |
False |
72 |
| 40 |
1.5233 |
1.4090 |
0.1143 |
8.0% |
0.0087 |
0.6% |
24% |
False |
False |
55 |
| 60 |
1.5463 |
1.4090 |
0.1373 |
9.6% |
0.0078 |
0.5% |
20% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5078 |
|
2.618 |
1.4820 |
|
1.618 |
1.4662 |
|
1.000 |
1.4564 |
|
0.618 |
1.4504 |
|
HIGH |
1.4406 |
|
0.618 |
1.4346 |
|
0.500 |
1.4327 |
|
0.382 |
1.4308 |
|
LOW |
1.4248 |
|
0.618 |
1.4150 |
|
1.000 |
1.4090 |
|
1.618 |
1.3992 |
|
2.618 |
1.3834 |
|
4.250 |
1.3577 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4354 |
1.4344 |
| PP |
1.4341 |
1.4320 |
| S1 |
1.4327 |
1.4296 |
|