CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4537 |
1.4502 |
-0.0035 |
-0.2% |
1.4453 |
| High |
1.4573 |
1.4531 |
-0.0042 |
-0.3% |
1.4675 |
| Low |
1.4462 |
1.4445 |
-0.0017 |
-0.1% |
1.4404 |
| Close |
1.4501 |
1.4478 |
-0.0023 |
-0.2% |
1.4613 |
| Range |
0.0111 |
0.0086 |
-0.0025 |
-22.5% |
0.0271 |
| ATR |
0.0138 |
0.0135 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
95,738 |
79,399 |
-16,339 |
-17.1% |
482,704 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4743 |
1.4696 |
1.4525 |
|
| R3 |
1.4657 |
1.4610 |
1.4502 |
|
| R2 |
1.4571 |
1.4571 |
1.4494 |
|
| R1 |
1.4524 |
1.4524 |
1.4486 |
1.4505 |
| PP |
1.4485 |
1.4485 |
1.4485 |
1.4475 |
| S1 |
1.4438 |
1.4438 |
1.4470 |
1.4419 |
| S2 |
1.4399 |
1.4399 |
1.4462 |
|
| S3 |
1.4313 |
1.4352 |
1.4454 |
|
| S4 |
1.4227 |
1.4266 |
1.4431 |
|
|
| 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 |
1.4771 |
1.4445 |
0.0326 |
2.3% |
0.0128 |
0.9% |
10% |
False |
True |
91,951 |
| 10 |
1.4771 |
1.4314 |
0.0457 |
3.2% |
0.0131 |
0.9% |
36% |
False |
False |
93,407 |
| 20 |
1.4771 |
1.4042 |
0.0729 |
5.0% |
0.0130 |
0.9% |
60% |
False |
False |
90,442 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0145 |
1.0% |
62% |
False |
False |
91,271 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0143 |
1.0% |
68% |
False |
False |
64,949 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0142 |
1.0% |
68% |
False |
False |
48,768 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0128 |
0.9% |
46% |
False |
False |
39,024 |
| 120 |
1.5326 |
1.3844 |
0.1482 |
10.2% |
0.0115 |
0.8% |
43% |
False |
False |
32,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4897 |
|
2.618 |
1.4756 |
|
1.618 |
1.4670 |
|
1.000 |
1.4617 |
|
0.618 |
1.4584 |
|
HIGH |
1.4531 |
|
0.618 |
1.4498 |
|
0.500 |
1.4488 |
|
0.382 |
1.4478 |
|
LOW |
1.4445 |
|
0.618 |
1.4392 |
|
1.000 |
1.4359 |
|
1.618 |
1.4306 |
|
2.618 |
1.4220 |
|
4.250 |
1.4080 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4488 |
1.4608 |
| PP |
1.4485 |
1.4565 |
| S1 |
1.4481 |
1.4521 |
|