CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4057 |
1.4125 |
0.0068 |
0.5% |
1.4224 |
| High |
1.4143 |
1.4289 |
0.0146 |
1.0% |
1.4324 |
| Low |
1.4042 |
1.4109 |
0.0067 |
0.5% |
1.4008 |
| Close |
1.4123 |
1.4244 |
0.0121 |
0.9% |
1.4123 |
| Range |
0.0101 |
0.0180 |
0.0079 |
78.2% |
0.0316 |
| ATR |
0.0147 |
0.0149 |
0.0002 |
1.6% |
0.0000 |
| Volume |
78,604 |
89,599 |
10,995 |
14.0% |
453,182 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4754 |
1.4679 |
1.4343 |
|
| R3 |
1.4574 |
1.4499 |
1.4294 |
|
| R2 |
1.4394 |
1.4394 |
1.4277 |
|
| R1 |
1.4319 |
1.4319 |
1.4261 |
1.4357 |
| PP |
1.4214 |
1.4214 |
1.4214 |
1.4233 |
| S1 |
1.4139 |
1.4139 |
1.4228 |
1.4177 |
| S2 |
1.4034 |
1.4034 |
1.4211 |
|
| S3 |
1.3854 |
1.3959 |
1.4195 |
|
| S4 |
1.3674 |
1.3779 |
1.4145 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5100 |
1.4927 |
1.4297 |
|
| R3 |
1.4784 |
1.4611 |
1.4210 |
|
| R2 |
1.4468 |
1.4468 |
1.4181 |
|
| R1 |
1.4295 |
1.4295 |
1.4152 |
1.4224 |
| PP |
1.4152 |
1.4152 |
1.4152 |
1.4116 |
| S1 |
1.3979 |
1.3979 |
1.4094 |
1.3908 |
| S2 |
1.3836 |
1.3836 |
1.4065 |
|
| S3 |
1.3520 |
1.3663 |
1.4036 |
|
| S4 |
1.3204 |
1.3347 |
1.3949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4289 |
1.4008 |
0.0281 |
2.0% |
0.0143 |
1.0% |
84% |
True |
False |
92,224 |
| 10 |
1.4462 |
1.4008 |
0.0454 |
3.2% |
0.0146 |
1.0% |
52% |
False |
False |
95,673 |
| 20 |
1.4519 |
1.4008 |
0.0511 |
3.6% |
0.0154 |
1.1% |
46% |
False |
False |
89,150 |
| 40 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0150 |
1.1% |
55% |
False |
False |
56,396 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0146 |
1.0% |
48% |
False |
False |
37,677 |
| 80 |
1.5163 |
1.3844 |
0.1319 |
9.3% |
0.0130 |
0.9% |
30% |
False |
False |
28,271 |
| 100 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0114 |
0.8% |
27% |
False |
False |
22,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5054 |
|
2.618 |
1.4760 |
|
1.618 |
1.4580 |
|
1.000 |
1.4469 |
|
0.618 |
1.4400 |
|
HIGH |
1.4289 |
|
0.618 |
1.4220 |
|
0.500 |
1.4199 |
|
0.382 |
1.4178 |
|
LOW |
1.4109 |
|
0.618 |
1.3998 |
|
1.000 |
1.3929 |
|
1.618 |
1.3818 |
|
2.618 |
1.3638 |
|
4.250 |
1.3344 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4229 |
1.4218 |
| PP |
1.4214 |
1.4192 |
| S1 |
1.4199 |
1.4166 |
|