CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4367 |
1.4224 |
-0.0143 |
-1.0% |
1.4140 |
| High |
1.4375 |
1.4324 |
-0.0051 |
-0.4% |
1.4462 |
| Low |
1.4174 |
1.4193 |
0.0019 |
0.1% |
1.4124 |
| Close |
1.4217 |
1.4283 |
0.0066 |
0.5% |
1.4217 |
| Range |
0.0201 |
0.0131 |
-0.0070 |
-34.8% |
0.0338 |
| ATR |
0.0153 |
0.0152 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
133,667 |
81,661 |
-52,006 |
-38.9% |
463,542 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4660 |
1.4602 |
1.4355 |
|
| R3 |
1.4529 |
1.4471 |
1.4319 |
|
| R2 |
1.4398 |
1.4398 |
1.4307 |
|
| R1 |
1.4340 |
1.4340 |
1.4295 |
1.4369 |
| PP |
1.4267 |
1.4267 |
1.4267 |
1.4281 |
| S1 |
1.4209 |
1.4209 |
1.4271 |
1.4238 |
| S2 |
1.4136 |
1.4136 |
1.4259 |
|
| S3 |
1.4005 |
1.4078 |
1.4247 |
|
| S4 |
1.3874 |
1.3947 |
1.4211 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5282 |
1.5087 |
1.4403 |
|
| R3 |
1.4944 |
1.4749 |
1.4310 |
|
| R2 |
1.4606 |
1.4606 |
1.4279 |
|
| R1 |
1.4411 |
1.4411 |
1.4248 |
1.4509 |
| PP |
1.4268 |
1.4268 |
1.4268 |
1.4316 |
| S1 |
1.4073 |
1.4073 |
1.4186 |
1.4171 |
| S2 |
1.3930 |
1.3930 |
1.4155 |
|
| S3 |
1.3592 |
1.3735 |
1.4124 |
|
| S4 |
1.3254 |
1.3397 |
1.4031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4462 |
1.4174 |
0.0288 |
2.0% |
0.0148 |
1.0% |
38% |
False |
False |
99,122 |
| 10 |
1.4472 |
1.4059 |
0.0413 |
2.9% |
0.0149 |
1.0% |
54% |
False |
False |
87,273 |
| 20 |
1.4519 |
1.4058 |
0.0461 |
3.2% |
0.0153 |
1.1% |
49% |
False |
False |
87,507 |
| 40 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0149 |
1.0% |
61% |
False |
False |
44,919 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0142 |
1.0% |
53% |
False |
False |
29,996 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.7% |
0.0124 |
0.9% |
32% |
False |
False |
22,508 |
| 100 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0109 |
0.8% |
30% |
False |
False |
18,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4881 |
|
2.618 |
1.4667 |
|
1.618 |
1.4536 |
|
1.000 |
1.4455 |
|
0.618 |
1.4405 |
|
HIGH |
1.4324 |
|
0.618 |
1.4274 |
|
0.500 |
1.4259 |
|
0.382 |
1.4243 |
|
LOW |
1.4193 |
|
0.618 |
1.4112 |
|
1.000 |
1.4062 |
|
1.618 |
1.3981 |
|
2.618 |
1.3850 |
|
4.250 |
1.3636 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4275 |
1.4301 |
| PP |
1.4267 |
1.4295 |
| S1 |
1.4259 |
1.4289 |
|