CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4502 |
1.4485 |
-0.0017 |
-0.1% |
1.4599 |
| High |
1.4531 |
1.4554 |
0.0023 |
0.2% |
1.4771 |
| Low |
1.4445 |
1.4416 |
-0.0029 |
-0.2% |
1.4416 |
| Close |
1.4478 |
1.4421 |
-0.0057 |
-0.4% |
1.4421 |
| Range |
0.0086 |
0.0138 |
0.0052 |
60.5% |
0.0355 |
| ATR |
0.0135 |
0.0135 |
0.0000 |
0.2% |
0.0000 |
| Volume |
79,399 |
91,111 |
11,712 |
14.8% |
443,680 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4878 |
1.4787 |
1.4497 |
|
| R3 |
1.4740 |
1.4649 |
1.4459 |
|
| R2 |
1.4602 |
1.4602 |
1.4446 |
|
| R1 |
1.4511 |
1.4511 |
1.4434 |
1.4488 |
| PP |
1.4464 |
1.4464 |
1.4464 |
1.4452 |
| S1 |
1.4373 |
1.4373 |
1.4408 |
1.4350 |
| S2 |
1.4326 |
1.4326 |
1.4396 |
|
| S3 |
1.4188 |
1.4235 |
1.4383 |
|
| S4 |
1.4050 |
1.4097 |
1.4345 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5601 |
1.5366 |
1.4616 |
|
| R3 |
1.5246 |
1.5011 |
1.4519 |
|
| R2 |
1.4891 |
1.4891 |
1.4486 |
|
| R1 |
1.4656 |
1.4656 |
1.4454 |
1.4596 |
| PP |
1.4536 |
1.4536 |
1.4536 |
1.4506 |
| S1 |
1.4301 |
1.4301 |
1.4388 |
1.4241 |
| S2 |
1.4181 |
1.4181 |
1.4356 |
|
| S3 |
1.3826 |
1.3946 |
1.4323 |
|
| S4 |
1.3471 |
1.3591 |
1.4226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4771 |
1.4416 |
0.0355 |
2.5% |
0.0136 |
0.9% |
1% |
False |
True |
88,736 |
| 10 |
1.4771 |
1.4404 |
0.0367 |
2.5% |
0.0131 |
0.9% |
5% |
False |
False |
92,638 |
| 20 |
1.4771 |
1.4092 |
0.0679 |
4.7% |
0.0132 |
0.9% |
48% |
False |
False |
91,068 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0143 |
1.0% |
54% |
False |
False |
90,526 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0144 |
1.0% |
62% |
False |
False |
66,464 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0141 |
1.0% |
62% |
False |
False |
49,905 |
| 100 |
1.5173 |
1.3844 |
0.1329 |
9.2% |
0.0129 |
0.9% |
43% |
False |
False |
39,934 |
| 120 |
1.5326 |
1.3844 |
0.1482 |
10.3% |
0.0116 |
0.8% |
39% |
False |
False |
33,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5141 |
|
2.618 |
1.4915 |
|
1.618 |
1.4777 |
|
1.000 |
1.4692 |
|
0.618 |
1.4639 |
|
HIGH |
1.4554 |
|
0.618 |
1.4501 |
|
0.500 |
1.4485 |
|
0.382 |
1.4469 |
|
LOW |
1.4416 |
|
0.618 |
1.4331 |
|
1.000 |
1.4278 |
|
1.618 |
1.4193 |
|
2.618 |
1.4055 |
|
4.250 |
1.3830 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4485 |
1.4495 |
| PP |
1.4464 |
1.4470 |
| S1 |
1.4442 |
1.4446 |
|