CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4237 |
1.4266 |
0.0029 |
0.2% |
1.4224 |
| High |
1.4351 |
1.4280 |
-0.0071 |
-0.5% |
1.4324 |
| Low |
1.4198 |
1.4194 |
-0.0004 |
0.0% |
1.4008 |
| Close |
1.4278 |
1.4214 |
-0.0064 |
-0.4% |
1.4123 |
| Range |
0.0153 |
0.0086 |
-0.0067 |
-43.8% |
0.0316 |
| ATR |
0.0149 |
0.0145 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
91,320 |
77,928 |
-13,392 |
-14.7% |
453,182 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4487 |
1.4437 |
1.4261 |
|
| R3 |
1.4401 |
1.4351 |
1.4238 |
|
| R2 |
1.4315 |
1.4315 |
1.4230 |
|
| R1 |
1.4265 |
1.4265 |
1.4222 |
1.4247 |
| PP |
1.4229 |
1.4229 |
1.4229 |
1.4221 |
| S1 |
1.4179 |
1.4179 |
1.4206 |
1.4161 |
| S2 |
1.4143 |
1.4143 |
1.4198 |
|
| S3 |
1.4057 |
1.4093 |
1.4190 |
|
| S4 |
1.3971 |
1.4007 |
1.4167 |
|
|
| 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 |
1.4351 |
1.4042 |
0.0309 |
2.2% |
0.0126 |
0.9% |
56% |
False |
False |
84,818 |
| 10 |
1.4428 |
1.4008 |
0.0420 |
3.0% |
0.0139 |
1.0% |
49% |
False |
False |
94,192 |
| 20 |
1.4519 |
1.4008 |
0.0511 |
3.6% |
0.0153 |
1.1% |
40% |
False |
False |
90,919 |
| 40 |
1.4519 |
1.3844 |
0.0675 |
4.7% |
0.0147 |
1.0% |
55% |
False |
False |
60,612 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0146 |
1.0% |
45% |
False |
False |
40,495 |
| 80 |
1.4978 |
1.3844 |
0.1134 |
8.0% |
0.0130 |
0.9% |
33% |
False |
False |
30,385 |
| 100 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0116 |
0.8% |
25% |
False |
False |
24,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4646 |
|
2.618 |
1.4505 |
|
1.618 |
1.4419 |
|
1.000 |
1.4366 |
|
0.618 |
1.4333 |
|
HIGH |
1.4280 |
|
0.618 |
1.4247 |
|
0.500 |
1.4237 |
|
0.382 |
1.4227 |
|
LOW |
1.4194 |
|
0.618 |
1.4141 |
|
1.000 |
1.4108 |
|
1.618 |
1.4055 |
|
2.618 |
1.3969 |
|
4.250 |
1.3829 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4237 |
1.4230 |
| PP |
1.4229 |
1.4225 |
| S1 |
1.4222 |
1.4219 |
|