CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4409 |
1.4462 |
0.0053 |
0.4% |
1.4421 |
| High |
1.4525 |
1.4637 |
0.0112 |
0.8% |
1.4532 |
| Low |
1.4405 |
1.4405 |
0.0000 |
0.0% |
1.4340 |
| Close |
1.4457 |
1.4598 |
0.0141 |
1.0% |
1.4368 |
| Range |
0.0120 |
0.0232 |
0.0112 |
93.3% |
0.0192 |
| ATR |
0.0124 |
0.0131 |
0.0008 |
6.3% |
0.0000 |
| Volume |
99,137 |
145,690 |
46,553 |
47.0% |
394,612 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5243 |
1.5152 |
1.4726 |
|
| R3 |
1.5011 |
1.4920 |
1.4662 |
|
| R2 |
1.4779 |
1.4779 |
1.4641 |
|
| R1 |
1.4688 |
1.4688 |
1.4619 |
1.4734 |
| PP |
1.4547 |
1.4547 |
1.4547 |
1.4569 |
| S1 |
1.4456 |
1.4456 |
1.4577 |
1.4502 |
| S2 |
1.4315 |
1.4315 |
1.4555 |
|
| S3 |
1.4083 |
1.4224 |
1.4534 |
|
| S4 |
1.3851 |
1.3992 |
1.4470 |
|
|
| 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 |
1.4637 |
1.4333 |
0.0304 |
2.1% |
0.0135 |
0.9% |
87% |
True |
False |
97,890 |
| 10 |
1.4637 |
1.4333 |
0.0304 |
2.1% |
0.0118 |
0.8% |
87% |
True |
False |
86,656 |
| 20 |
1.4771 |
1.4285 |
0.0486 |
3.3% |
0.0128 |
0.9% |
64% |
False |
False |
91,329 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0133 |
0.9% |
77% |
False |
False |
89,768 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0139 |
0.9% |
81% |
False |
False |
78,015 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0142 |
1.0% |
81% |
False |
False |
58,597 |
| 100 |
1.4950 |
1.3844 |
0.1106 |
7.6% |
0.0133 |
0.9% |
68% |
False |
False |
46,890 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.5% |
0.0121 |
0.8% |
54% |
False |
False |
39,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5623 |
|
2.618 |
1.5244 |
|
1.618 |
1.5012 |
|
1.000 |
1.4869 |
|
0.618 |
1.4780 |
|
HIGH |
1.4637 |
|
0.618 |
1.4548 |
|
0.500 |
1.4521 |
|
0.382 |
1.4494 |
|
LOW |
1.4405 |
|
0.618 |
1.4262 |
|
1.000 |
1.4173 |
|
1.618 |
1.4030 |
|
2.618 |
1.3798 |
|
4.250 |
1.3419 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4572 |
1.4560 |
| PP |
1.4547 |
1.4523 |
| S1 |
1.4521 |
1.4485 |
|