CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4610 |
1.4599 |
-0.0011 |
-0.1% |
1.4453 |
| High |
1.4675 |
1.4698 |
0.0023 |
0.2% |
1.4675 |
| Low |
1.4578 |
1.4592 |
0.0014 |
0.1% |
1.4404 |
| Close |
1.4613 |
1.4668 |
0.0055 |
0.4% |
1.4613 |
| Range |
0.0097 |
0.0106 |
0.0009 |
9.3% |
0.0271 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
107,187 |
52,290 |
-54,897 |
-51.2% |
482,704 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4971 |
1.4925 |
1.4726 |
|
| R3 |
1.4865 |
1.4819 |
1.4697 |
|
| R2 |
1.4759 |
1.4759 |
1.4687 |
|
| R1 |
1.4713 |
1.4713 |
1.4678 |
1.4736 |
| PP |
1.4653 |
1.4653 |
1.4653 |
1.4664 |
| S1 |
1.4607 |
1.4607 |
1.4658 |
1.4630 |
| S2 |
1.4547 |
1.4547 |
1.4649 |
|
| S3 |
1.4441 |
1.4501 |
1.4639 |
|
| S4 |
1.4335 |
1.4395 |
1.4610 |
|
|
| 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 |
1.4698 |
1.4475 |
0.0223 |
1.5% |
0.0123 |
0.8% |
87% |
True |
False |
88,993 |
| 10 |
1.4698 |
1.4272 |
0.0426 |
2.9% |
0.0127 |
0.9% |
93% |
True |
False |
93,097 |
| 20 |
1.4698 |
1.4008 |
0.0690 |
4.7% |
0.0130 |
0.9% |
96% |
True |
False |
90,074 |
| 40 |
1.4698 |
1.4008 |
0.0690 |
4.7% |
0.0142 |
1.0% |
96% |
True |
False |
88,791 |
| 60 |
1.4698 |
1.3844 |
0.0854 |
5.8% |
0.0143 |
1.0% |
96% |
True |
False |
59,971 |
| 80 |
1.4698 |
1.3844 |
0.0854 |
5.8% |
0.0139 |
0.9% |
96% |
True |
False |
45,016 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.5% |
0.0125 |
0.9% |
59% |
False |
False |
36,022 |
| 120 |
1.5326 |
1.3844 |
0.1482 |
10.1% |
0.0113 |
0.8% |
56% |
False |
False |
30,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5149 |
|
2.618 |
1.4976 |
|
1.618 |
1.4870 |
|
1.000 |
1.4804 |
|
0.618 |
1.4764 |
|
HIGH |
1.4698 |
|
0.618 |
1.4658 |
|
0.500 |
1.4645 |
|
0.382 |
1.4632 |
|
LOW |
1.4592 |
|
0.618 |
1.4526 |
|
1.000 |
1.4486 |
|
1.618 |
1.4420 |
|
2.618 |
1.4314 |
|
4.250 |
1.4142 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4660 |
1.4649 |
| PP |
1.4653 |
1.4630 |
| S1 |
1.4645 |
1.4612 |
|