CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4152 |
1.4183 |
0.0031 |
0.2% |
1.4125 |
| High |
1.4244 |
1.4294 |
0.0050 |
0.4% |
1.4351 |
| Low |
1.4135 |
1.4133 |
-0.0002 |
0.0% |
1.4092 |
| Close |
1.4205 |
1.4278 |
0.0073 |
0.5% |
1.4205 |
| Range |
0.0109 |
0.0161 |
0.0052 |
47.7% |
0.0259 |
| ATR |
0.0141 |
0.0142 |
0.0001 |
1.0% |
0.0000 |
| Volume |
68,463 |
81,199 |
12,736 |
18.6% |
417,802 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4718 |
1.4659 |
1.4367 |
|
| R3 |
1.4557 |
1.4498 |
1.4322 |
|
| R2 |
1.4396 |
1.4396 |
1.4308 |
|
| R1 |
1.4337 |
1.4337 |
1.4293 |
1.4367 |
| PP |
1.4235 |
1.4235 |
1.4235 |
1.4250 |
| S1 |
1.4176 |
1.4176 |
1.4263 |
1.4206 |
| S2 |
1.4074 |
1.4074 |
1.4248 |
|
| S3 |
1.3913 |
1.4015 |
1.4234 |
|
| S4 |
1.3752 |
1.3854 |
1.4189 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4993 |
1.4858 |
1.4347 |
|
| R3 |
1.4734 |
1.4599 |
1.4276 |
|
| R2 |
1.4475 |
1.4475 |
1.4252 |
|
| R1 |
1.4340 |
1.4340 |
1.4229 |
1.4408 |
| PP |
1.4216 |
1.4216 |
1.4216 |
1.4250 |
| S1 |
1.4081 |
1.4081 |
1.4181 |
1.4149 |
| S2 |
1.3957 |
1.3957 |
1.4158 |
|
| S3 |
1.3698 |
1.3822 |
1.4134 |
|
| S4 |
1.3439 |
1.3563 |
1.4063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4351 |
1.4092 |
0.0259 |
1.8% |
0.0125 |
0.9% |
72% |
False |
False |
81,880 |
| 10 |
1.4351 |
1.4008 |
0.0343 |
2.4% |
0.0134 |
0.9% |
79% |
False |
False |
87,052 |
| 20 |
1.4472 |
1.4008 |
0.0464 |
3.2% |
0.0142 |
1.0% |
58% |
False |
False |
87,163 |
| 40 |
1.4519 |
1.3844 |
0.0675 |
4.7% |
0.0147 |
1.0% |
64% |
False |
False |
66,595 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0146 |
1.0% |
52% |
False |
False |
44,492 |
| 80 |
1.4950 |
1.3844 |
0.1106 |
7.7% |
0.0133 |
0.9% |
39% |
False |
False |
33,384 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.7% |
0.0118 |
0.8% |
31% |
False |
False |
26,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4978 |
|
2.618 |
1.4715 |
|
1.618 |
1.4554 |
|
1.000 |
1.4455 |
|
0.618 |
1.4393 |
|
HIGH |
1.4294 |
|
0.618 |
1.4232 |
|
0.500 |
1.4214 |
|
0.382 |
1.4195 |
|
LOW |
1.4133 |
|
0.618 |
1.4034 |
|
1.000 |
1.3972 |
|
1.618 |
1.3873 |
|
2.618 |
1.3712 |
|
4.250 |
1.3449 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4257 |
1.4250 |
| PP |
1.4235 |
1.4221 |
| S1 |
1.4214 |
1.4193 |
|