CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4335 |
1.4318 |
-0.0017 |
-0.1% |
1.4183 |
| High |
1.4444 |
1.4453 |
0.0009 |
0.1% |
1.4453 |
| Low |
1.4285 |
1.4314 |
0.0029 |
0.2% |
1.4133 |
| Close |
1.4327 |
1.4408 |
0.0081 |
0.6% |
1.4408 |
| Range |
0.0159 |
0.0139 |
-0.0020 |
-12.6% |
0.0320 |
| ATR |
0.0140 |
0.0140 |
0.0000 |
0.0% |
0.0000 |
| Volume |
105,350 |
98,800 |
-6,550 |
-6.2% |
477,176 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4809 |
1.4747 |
1.4484 |
|
| R3 |
1.4670 |
1.4608 |
1.4446 |
|
| R2 |
1.4531 |
1.4531 |
1.4433 |
|
| R1 |
1.4469 |
1.4469 |
1.4421 |
1.4500 |
| PP |
1.4392 |
1.4392 |
1.4392 |
1.4407 |
| S1 |
1.4330 |
1.4330 |
1.4395 |
1.4361 |
| S2 |
1.4253 |
1.4253 |
1.4383 |
|
| S3 |
1.4114 |
1.4191 |
1.4370 |
|
| S4 |
1.3975 |
1.4052 |
1.4332 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5291 |
1.5170 |
1.4584 |
|
| R3 |
1.4971 |
1.4850 |
1.4496 |
|
| R2 |
1.4651 |
1.4651 |
1.4467 |
|
| R1 |
1.4530 |
1.4530 |
1.4437 |
1.4591 |
| PP |
1.4331 |
1.4331 |
1.4331 |
1.4362 |
| S1 |
1.4210 |
1.4210 |
1.4379 |
1.4271 |
| S2 |
1.4011 |
1.4011 |
1.4349 |
|
| S3 |
1.3691 |
1.3890 |
1.4320 |
|
| S4 |
1.3371 |
1.3570 |
1.4232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4453 |
1.4133 |
0.0320 |
2.2% |
0.0138 |
1.0% |
86% |
True |
False |
95,435 |
| 10 |
1.4453 |
1.4092 |
0.0361 |
2.5% |
0.0134 |
0.9% |
88% |
True |
False |
89,497 |
| 20 |
1.4462 |
1.4008 |
0.0454 |
3.2% |
0.0139 |
1.0% |
88% |
False |
False |
90,585 |
| 40 |
1.4519 |
1.3844 |
0.0675 |
4.7% |
0.0145 |
1.0% |
84% |
False |
False |
76,426 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0148 |
1.0% |
68% |
False |
False |
51,086 |
| 80 |
1.4902 |
1.3844 |
0.1058 |
7.3% |
0.0136 |
0.9% |
53% |
False |
False |
38,332 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0122 |
0.8% |
41% |
False |
False |
30,673 |
| 120 |
1.5463 |
1.3844 |
0.1619 |
11.2% |
0.0112 |
0.8% |
35% |
False |
False |
25,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5044 |
|
2.618 |
1.4817 |
|
1.618 |
1.4678 |
|
1.000 |
1.4592 |
|
0.618 |
1.4539 |
|
HIGH |
1.4453 |
|
0.618 |
1.4400 |
|
0.500 |
1.4384 |
|
0.382 |
1.4367 |
|
LOW |
1.4314 |
|
0.618 |
1.4228 |
|
1.000 |
1.4175 |
|
1.618 |
1.4089 |
|
2.618 |
1.3950 |
|
4.250 |
1.3723 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4400 |
1.4395 |
| PP |
1.4392 |
1.4382 |
| S1 |
1.4384 |
1.4369 |
|