CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4353 |
1.4409 |
0.0056 |
0.4% |
1.4421 |
| High |
1.4416 |
1.4525 |
0.0109 |
0.8% |
1.4532 |
| Low |
1.4333 |
1.4405 |
0.0072 |
0.5% |
1.4340 |
| Close |
1.4391 |
1.4457 |
0.0066 |
0.5% |
1.4368 |
| Range |
0.0083 |
0.0120 |
0.0037 |
44.6% |
0.0192 |
| ATR |
0.0123 |
0.0124 |
0.0001 |
0.6% |
0.0000 |
| Volume |
56,617 |
99,137 |
42,520 |
75.1% |
394,612 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4822 |
1.4760 |
1.4523 |
|
| R3 |
1.4702 |
1.4640 |
1.4490 |
|
| R2 |
1.4582 |
1.4582 |
1.4479 |
|
| R1 |
1.4520 |
1.4520 |
1.4468 |
1.4551 |
| PP |
1.4462 |
1.4462 |
1.4462 |
1.4478 |
| S1 |
1.4400 |
1.4400 |
1.4446 |
1.4431 |
| S2 |
1.4342 |
1.4342 |
1.4435 |
|
| S3 |
1.4222 |
1.4280 |
1.4424 |
|
| S4 |
1.4102 |
1.4160 |
1.4391 |
|
|
| 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% |
0.0107 |
0.7% |
62% |
False |
False |
82,467 |
| 10 |
1.4573 |
1.4333 |
0.0240 |
1.7% |
0.0106 |
0.7% |
52% |
False |
False |
81,661 |
| 20 |
1.4771 |
1.4285 |
0.0486 |
3.4% |
0.0121 |
0.8% |
35% |
False |
False |
88,527 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0132 |
0.9% |
59% |
False |
False |
88,894 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0137 |
0.9% |
66% |
False |
False |
75,599 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
66% |
False |
False |
56,778 |
| 100 |
1.4950 |
1.3844 |
0.1106 |
7.7% |
0.0131 |
0.9% |
55% |
False |
False |
45,434 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0120 |
0.8% |
44% |
False |
False |
37,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5035 |
|
2.618 |
1.4839 |
|
1.618 |
1.4719 |
|
1.000 |
1.4645 |
|
0.618 |
1.4599 |
|
HIGH |
1.4525 |
|
0.618 |
1.4479 |
|
0.500 |
1.4465 |
|
0.382 |
1.4451 |
|
LOW |
1.4405 |
|
0.618 |
1.4331 |
|
1.000 |
1.4285 |
|
1.618 |
1.4211 |
|
2.618 |
1.4091 |
|
4.250 |
1.3895 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4465 |
1.4448 |
| PP |
1.4462 |
1.4438 |
| S1 |
1.4460 |
1.4429 |
|