CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4224 |
1.4271 |
0.0047 |
0.3% |
1.4140 |
| High |
1.4324 |
1.4281 |
-0.0043 |
-0.3% |
1.4462 |
| Low |
1.4193 |
1.4122 |
-0.0071 |
-0.5% |
1.4124 |
| Close |
1.4283 |
1.4158 |
-0.0125 |
-0.9% |
1.4217 |
| Range |
0.0131 |
0.0159 |
0.0028 |
21.4% |
0.0338 |
| ATR |
0.0152 |
0.0152 |
0.0001 |
0.4% |
0.0000 |
| Volume |
81,661 |
82,650 |
989 |
1.2% |
463,542 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4664 |
1.4570 |
1.4245 |
|
| R3 |
1.4505 |
1.4411 |
1.4202 |
|
| R2 |
1.4346 |
1.4346 |
1.4187 |
|
| R1 |
1.4252 |
1.4252 |
1.4173 |
1.4220 |
| PP |
1.4187 |
1.4187 |
1.4187 |
1.4171 |
| S1 |
1.4093 |
1.4093 |
1.4143 |
1.4061 |
| S2 |
1.4028 |
1.4028 |
1.4129 |
|
| S3 |
1.3869 |
1.3934 |
1.4114 |
|
| S4 |
1.3710 |
1.3775 |
1.4071 |
|
|
| 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 |
1.4122 |
0.0340 |
2.4% |
0.0138 |
1.0% |
11% |
False |
True |
96,797 |
| 10 |
1.4462 |
1.4059 |
0.0403 |
2.8% |
0.0155 |
1.1% |
25% |
False |
False |
89,518 |
| 20 |
1.4519 |
1.4058 |
0.0461 |
3.3% |
0.0154 |
1.1% |
22% |
False |
False |
90,074 |
| 40 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0151 |
1.1% |
43% |
False |
False |
46,982 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.9% |
0.0143 |
1.0% |
38% |
False |
False |
31,373 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.8% |
0.0126 |
0.9% |
23% |
False |
False |
23,541 |
| 100 |
1.5326 |
1.3844 |
0.1482 |
10.5% |
0.0111 |
0.8% |
21% |
False |
False |
18,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4957 |
|
2.618 |
1.4697 |
|
1.618 |
1.4538 |
|
1.000 |
1.4440 |
|
0.618 |
1.4379 |
|
HIGH |
1.4281 |
|
0.618 |
1.4220 |
|
0.500 |
1.4202 |
|
0.382 |
1.4183 |
|
LOW |
1.4122 |
|
0.618 |
1.4024 |
|
1.000 |
1.3963 |
|
1.618 |
1.3865 |
|
2.618 |
1.3706 |
|
4.250 |
1.3446 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4202 |
1.4249 |
| PP |
1.4187 |
1.4218 |
| S1 |
1.4173 |
1.4188 |
|