CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4446 |
1.4353 |
-0.0093 |
-0.6% |
1.4421 |
| High |
1.4453 |
1.4416 |
-0.0037 |
-0.3% |
1.4532 |
| Low |
1.4340 |
1.4333 |
-0.0007 |
0.0% |
1.4340 |
| Close |
1.4368 |
1.4391 |
0.0023 |
0.2% |
1.4368 |
| Range |
0.0113 |
0.0083 |
-0.0030 |
-26.5% |
0.0192 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
91,781 |
56,617 |
-35,164 |
-38.3% |
394,612 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4629 |
1.4593 |
1.4437 |
|
| R3 |
1.4546 |
1.4510 |
1.4414 |
|
| R2 |
1.4463 |
1.4463 |
1.4406 |
|
| R1 |
1.4427 |
1.4427 |
1.4399 |
1.4445 |
| PP |
1.4380 |
1.4380 |
1.4380 |
1.4389 |
| S1 |
1.4344 |
1.4344 |
1.4383 |
1.4362 |
| S2 |
1.4297 |
1.4297 |
1.4376 |
|
| S3 |
1.4214 |
1.4261 |
1.4368 |
|
| S4 |
1.4131 |
1.4178 |
1.4345 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4989 |
1.4871 |
1.4474 |
|
| R3 |
1.4797 |
1.4679 |
1.4421 |
|
| R2 |
1.4605 |
1.4605 |
1.4403 |
|
| R1 |
1.4487 |
1.4487 |
1.4386 |
1.4450 |
| PP |
1.4413 |
1.4413 |
1.4413 |
1.4395 |
| S1 |
1.4295 |
1.4295 |
1.4350 |
1.4258 |
| S2 |
1.4221 |
1.4221 |
1.4333 |
|
| S3 |
1.4029 |
1.4103 |
1.4315 |
|
| S4 |
1.3837 |
1.3911 |
1.4262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4532 |
1.4333 |
0.0199 |
1.4% |
0.0101 |
0.7% |
29% |
False |
True |
75,390 |
| 10 |
1.4771 |
1.4333 |
0.0438 |
3.0% |
0.0118 |
0.8% |
13% |
False |
True |
84,261 |
| 20 |
1.4771 |
1.4272 |
0.0499 |
3.5% |
0.0122 |
0.9% |
24% |
False |
False |
88,679 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0132 |
0.9% |
50% |
False |
False |
87,921 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0139 |
1.0% |
59% |
False |
False |
73,956 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
59% |
False |
False |
55,539 |
| 100 |
1.4950 |
1.3844 |
0.1106 |
7.7% |
0.0131 |
0.9% |
49% |
False |
False |
44,443 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.7% |
0.0119 |
0.8% |
39% |
False |
False |
37,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4769 |
|
2.618 |
1.4633 |
|
1.618 |
1.4550 |
|
1.000 |
1.4499 |
|
0.618 |
1.4467 |
|
HIGH |
1.4416 |
|
0.618 |
1.4384 |
|
0.500 |
1.4375 |
|
0.382 |
1.4365 |
|
LOW |
1.4333 |
|
0.618 |
1.4282 |
|
1.000 |
1.4250 |
|
1.618 |
1.4199 |
|
2.618 |
1.4116 |
|
4.250 |
1.3980 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4386 |
1.4433 |
| PP |
1.4380 |
1.4419 |
| S1 |
1.4375 |
1.4405 |
|