CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4453 |
1.4482 |
0.0029 |
0.2% |
1.4183 |
| High |
1.4525 |
1.4641 |
0.0116 |
0.8% |
1.4453 |
| Low |
1.4404 |
1.4480 |
0.0076 |
0.5% |
1.4133 |
| Close |
1.4479 |
1.4580 |
0.0101 |
0.7% |
1.4408 |
| Range |
0.0121 |
0.0161 |
0.0040 |
33.1% |
0.0320 |
| ATR |
0.0139 |
0.0140 |
0.0002 |
1.2% |
0.0000 |
| Volume |
90,028 |
105,410 |
15,382 |
17.1% |
477,176 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5050 |
1.4976 |
1.4669 |
|
| R3 |
1.4889 |
1.4815 |
1.4624 |
|
| R2 |
1.4728 |
1.4728 |
1.4610 |
|
| R1 |
1.4654 |
1.4654 |
1.4595 |
1.4691 |
| PP |
1.4567 |
1.4567 |
1.4567 |
1.4586 |
| S1 |
1.4493 |
1.4493 |
1.4565 |
1.4530 |
| S2 |
1.4406 |
1.4406 |
1.4550 |
|
| S3 |
1.4245 |
1.4332 |
1.4536 |
|
| S4 |
1.4084 |
1.4171 |
1.4491 |
|
|
| 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 |
1.4641 |
1.4285 |
0.0356 |
2.4% |
0.0133 |
0.9% |
83% |
True |
False |
97,846 |
| 10 |
1.4641 |
1.4092 |
0.0549 |
3.8% |
0.0129 |
0.9% |
89% |
True |
False |
90,949 |
| 20 |
1.4641 |
1.4008 |
0.0633 |
4.3% |
0.0134 |
0.9% |
90% |
True |
False |
93,163 |
| 40 |
1.4641 |
1.3910 |
0.0731 |
5.0% |
0.0145 |
1.0% |
92% |
True |
False |
81,173 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.7% |
0.0145 |
1.0% |
89% |
False |
False |
54,340 |
| 80 |
1.4831 |
1.3844 |
0.0987 |
6.8% |
0.0138 |
0.9% |
75% |
False |
False |
40,774 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.5% |
0.0125 |
0.9% |
53% |
False |
False |
32,627 |
| 120 |
1.5434 |
1.3844 |
0.1590 |
10.9% |
0.0113 |
0.8% |
46% |
False |
False |
27,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5325 |
|
2.618 |
1.5062 |
|
1.618 |
1.4901 |
|
1.000 |
1.4802 |
|
0.618 |
1.4740 |
|
HIGH |
1.4641 |
|
0.618 |
1.4579 |
|
0.500 |
1.4561 |
|
0.382 |
1.4542 |
|
LOW |
1.4480 |
|
0.618 |
1.4381 |
|
1.000 |
1.4319 |
|
1.618 |
1.4220 |
|
2.618 |
1.4059 |
|
4.250 |
1.3796 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4574 |
1.4546 |
| PP |
1.4567 |
1.4512 |
| S1 |
1.4561 |
1.4478 |
|