CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4536 |
1.4610 |
0.0074 |
0.5% |
1.4453 |
| High |
1.4626 |
1.4675 |
0.0049 |
0.3% |
1.4675 |
| Low |
1.4525 |
1.4578 |
0.0053 |
0.4% |
1.4404 |
| Close |
1.4611 |
1.4613 |
0.0002 |
0.0% |
1.4613 |
| Range |
0.0101 |
0.0097 |
-0.0004 |
-4.0% |
0.0271 |
| ATR |
0.0138 |
0.0135 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
83,017 |
107,187 |
24,170 |
29.1% |
482,704 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4913 |
1.4860 |
1.4666 |
|
| R3 |
1.4816 |
1.4763 |
1.4640 |
|
| R2 |
1.4719 |
1.4719 |
1.4631 |
|
| R1 |
1.4666 |
1.4666 |
1.4622 |
1.4693 |
| PP |
1.4622 |
1.4622 |
1.4622 |
1.4635 |
| S1 |
1.4569 |
1.4569 |
1.4604 |
1.4596 |
| S2 |
1.4525 |
1.4525 |
1.4595 |
|
| S3 |
1.4428 |
1.4472 |
1.4586 |
|
| S4 |
1.4331 |
1.4375 |
1.4560 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5377 |
1.5266 |
1.4762 |
|
| R3 |
1.5106 |
1.4995 |
1.4688 |
|
| R2 |
1.4835 |
1.4835 |
1.4663 |
|
| R1 |
1.4724 |
1.4724 |
1.4638 |
1.4780 |
| PP |
1.4564 |
1.4564 |
1.4564 |
1.4592 |
| S1 |
1.4453 |
1.4453 |
1.4588 |
1.4509 |
| S2 |
1.4293 |
1.4293 |
1.4563 |
|
| S3 |
1.4022 |
1.4182 |
1.4538 |
|
| S4 |
1.3751 |
1.3911 |
1.4464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4675 |
1.4404 |
0.0271 |
1.9% |
0.0126 |
0.9% |
77% |
True |
False |
96,540 |
| 10 |
1.4675 |
1.4133 |
0.0542 |
3.7% |
0.0132 |
0.9% |
89% |
True |
False |
95,988 |
| 20 |
1.4675 |
1.4008 |
0.0667 |
4.6% |
0.0132 |
0.9% |
91% |
True |
False |
91,543 |
| 40 |
1.4675 |
1.4008 |
0.0667 |
4.6% |
0.0143 |
1.0% |
91% |
True |
False |
87,796 |
| 60 |
1.4675 |
1.3844 |
0.0831 |
5.7% |
0.0143 |
1.0% |
93% |
True |
False |
59,114 |
| 80 |
1.4675 |
1.3844 |
0.0831 |
5.7% |
0.0139 |
0.9% |
93% |
True |
False |
44,362 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.5% |
0.0124 |
0.9% |
55% |
False |
False |
35,499 |
| 120 |
1.5326 |
1.3844 |
0.1482 |
10.1% |
0.0114 |
0.8% |
52% |
False |
False |
29,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5087 |
|
2.618 |
1.4929 |
|
1.618 |
1.4832 |
|
1.000 |
1.4772 |
|
0.618 |
1.4735 |
|
HIGH |
1.4675 |
|
0.618 |
1.4638 |
|
0.500 |
1.4627 |
|
0.382 |
1.4615 |
|
LOW |
1.4578 |
|
0.618 |
1.4518 |
|
1.000 |
1.4481 |
|
1.618 |
1.4421 |
|
2.618 |
1.4324 |
|
4.250 |
1.4166 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4627 |
1.4600 |
| PP |
1.4622 |
1.4588 |
| S1 |
1.4618 |
1.4575 |
|