CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4183 |
1.4276 |
0.0093 |
0.7% |
1.4125 |
| High |
1.4294 |
1.4422 |
0.0128 |
0.9% |
1.4351 |
| Low |
1.4133 |
1.4272 |
0.0139 |
1.0% |
1.4092 |
| Close |
1.4278 |
1.4406 |
0.0128 |
0.9% |
1.4205 |
| Range |
0.0161 |
0.0150 |
-0.0011 |
-6.8% |
0.0259 |
| ATR |
0.0142 |
0.0143 |
0.0001 |
0.4% |
0.0000 |
| Volume |
81,199 |
102,185 |
20,986 |
25.8% |
417,802 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4817 |
1.4761 |
1.4489 |
|
| R3 |
1.4667 |
1.4611 |
1.4447 |
|
| R2 |
1.4517 |
1.4517 |
1.4434 |
|
| R1 |
1.4461 |
1.4461 |
1.4420 |
1.4489 |
| PP |
1.4367 |
1.4367 |
1.4367 |
1.4381 |
| S1 |
1.4311 |
1.4311 |
1.4392 |
1.4339 |
| S2 |
1.4217 |
1.4217 |
1.4379 |
|
| S3 |
1.4067 |
1.4161 |
1.4365 |
|
| S4 |
1.3917 |
1.4011 |
1.4324 |
|
|
| 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 |
1.4422 |
1.4092 |
0.0330 |
2.3% |
0.0125 |
0.9% |
95% |
True |
False |
84,053 |
| 10 |
1.4422 |
1.4008 |
0.0414 |
2.9% |
0.0133 |
0.9% |
96% |
True |
False |
89,005 |
| 20 |
1.4462 |
1.4008 |
0.0454 |
3.2% |
0.0144 |
1.0% |
88% |
False |
False |
89,262 |
| 40 |
1.4519 |
1.3844 |
0.0675 |
4.7% |
0.0145 |
1.0% |
83% |
False |
False |
69,135 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0147 |
1.0% |
68% |
False |
False |
46,195 |
| 80 |
1.4950 |
1.3844 |
0.1106 |
7.7% |
0.0134 |
0.9% |
51% |
False |
False |
34,661 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0119 |
0.8% |
40% |
False |
False |
27,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5060 |
|
2.618 |
1.4815 |
|
1.618 |
1.4665 |
|
1.000 |
1.4572 |
|
0.618 |
1.4515 |
|
HIGH |
1.4422 |
|
0.618 |
1.4365 |
|
0.500 |
1.4347 |
|
0.382 |
1.4329 |
|
LOW |
1.4272 |
|
0.618 |
1.4179 |
|
1.000 |
1.4122 |
|
1.618 |
1.4029 |
|
2.618 |
1.3879 |
|
4.250 |
1.3635 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4386 |
1.4363 |
| PP |
1.4367 |
1.4320 |
| S1 |
1.4347 |
1.4278 |
|