CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4579 |
1.4536 |
-0.0043 |
-0.3% |
1.4183 |
| High |
1.4623 |
1.4626 |
0.0003 |
0.0% |
1.4453 |
| Low |
1.4475 |
1.4525 |
0.0050 |
0.3% |
1.4133 |
| Close |
1.4541 |
1.4611 |
0.0070 |
0.5% |
1.4408 |
| Range |
0.0148 |
0.0101 |
-0.0047 |
-31.8% |
0.0320 |
| ATR |
0.0141 |
0.0138 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
97,062 |
83,017 |
-14,045 |
-14.5% |
477,176 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4890 |
1.4852 |
1.4667 |
|
| R3 |
1.4789 |
1.4751 |
1.4639 |
|
| R2 |
1.4688 |
1.4688 |
1.4630 |
|
| R1 |
1.4650 |
1.4650 |
1.4620 |
1.4669 |
| PP |
1.4587 |
1.4587 |
1.4587 |
1.4597 |
| S1 |
1.4549 |
1.4549 |
1.4602 |
1.4568 |
| S2 |
1.4486 |
1.4486 |
1.4592 |
|
| S3 |
1.4385 |
1.4448 |
1.4583 |
|
| S4 |
1.4284 |
1.4347 |
1.4555 |
|
|
| 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 |
1.4314 |
0.0327 |
2.2% |
0.0134 |
0.9% |
91% |
False |
False |
94,863 |
| 10 |
1.4641 |
1.4133 |
0.0508 |
3.5% |
0.0133 |
0.9% |
94% |
False |
False |
92,115 |
| 20 |
1.4641 |
1.4008 |
0.0633 |
4.3% |
0.0137 |
0.9% |
95% |
False |
False |
92,867 |
| 40 |
1.4641 |
1.4008 |
0.0633 |
4.3% |
0.0144 |
1.0% |
95% |
False |
False |
85,428 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.7% |
0.0145 |
1.0% |
93% |
False |
False |
57,332 |
| 80 |
1.4718 |
1.3844 |
0.0874 |
6.0% |
0.0138 |
0.9% |
88% |
False |
False |
43,023 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.5% |
0.0124 |
0.8% |
55% |
False |
False |
34,427 |
| 120 |
1.5391 |
1.3844 |
0.1547 |
10.6% |
0.0114 |
0.8% |
50% |
False |
False |
28,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5055 |
|
2.618 |
1.4890 |
|
1.618 |
1.4789 |
|
1.000 |
1.4727 |
|
0.618 |
1.4688 |
|
HIGH |
1.4626 |
|
0.618 |
1.4587 |
|
0.500 |
1.4576 |
|
0.382 |
1.4564 |
|
LOW |
1.4525 |
|
0.618 |
1.4463 |
|
1.000 |
1.4424 |
|
1.618 |
1.4362 |
|
2.618 |
1.4261 |
|
4.250 |
1.4096 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4599 |
1.4593 |
| PP |
1.4587 |
1.4576 |
| S1 |
1.4576 |
1.4558 |
|