CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4397 |
1.4335 |
-0.0062 |
-0.4% |
1.4125 |
| High |
1.4413 |
1.4444 |
0.0031 |
0.2% |
1.4351 |
| Low |
1.4330 |
1.4285 |
-0.0045 |
-0.3% |
1.4092 |
| Close |
1.4368 |
1.4327 |
-0.0041 |
-0.3% |
1.4205 |
| Range |
0.0083 |
0.0159 |
0.0076 |
91.6% |
0.0259 |
| ATR |
0.0138 |
0.0140 |
0.0001 |
1.1% |
0.0000 |
| Volume |
89,642 |
105,350 |
15,708 |
17.5% |
417,802 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4829 |
1.4737 |
1.4414 |
|
| R3 |
1.4670 |
1.4578 |
1.4371 |
|
| R2 |
1.4511 |
1.4511 |
1.4356 |
|
| R1 |
1.4419 |
1.4419 |
1.4342 |
1.4386 |
| PP |
1.4352 |
1.4352 |
1.4352 |
1.4335 |
| S1 |
1.4260 |
1.4260 |
1.4312 |
1.4227 |
| S2 |
1.4193 |
1.4193 |
1.4298 |
|
| S3 |
1.4034 |
1.4101 |
1.4283 |
|
| S4 |
1.3875 |
1.3942 |
1.4240 |
|
|
| 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 |
1.4444 |
1.4133 |
0.0311 |
2.2% |
0.0132 |
0.9% |
62% |
True |
False |
89,367 |
| 10 |
1.4444 |
1.4042 |
0.0402 |
2.8% |
0.0130 |
0.9% |
71% |
True |
False |
87,478 |
| 20 |
1.4462 |
1.4008 |
0.0454 |
3.2% |
0.0138 |
1.0% |
70% |
False |
False |
89,402 |
| 40 |
1.4519 |
1.3844 |
0.0675 |
4.7% |
0.0144 |
1.0% |
72% |
False |
False |
73,971 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0147 |
1.0% |
58% |
False |
False |
49,441 |
| 80 |
1.4939 |
1.3844 |
0.1095 |
7.6% |
0.0135 |
0.9% |
44% |
False |
False |
37,097 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.7% |
0.0121 |
0.8% |
35% |
False |
False |
29,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5120 |
|
2.618 |
1.4860 |
|
1.618 |
1.4701 |
|
1.000 |
1.4603 |
|
0.618 |
1.4542 |
|
HIGH |
1.4444 |
|
0.618 |
1.4383 |
|
0.500 |
1.4365 |
|
0.382 |
1.4346 |
|
LOW |
1.4285 |
|
0.618 |
1.4187 |
|
1.000 |
1.4126 |
|
1.618 |
1.4028 |
|
2.618 |
1.3869 |
|
4.250 |
1.3609 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4365 |
1.4358 |
| PP |
1.4352 |
1.4348 |
| S1 |
1.4340 |
1.4337 |
|