CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4462 |
1.4602 |
0.0140 |
1.0% |
1.4421 |
| High |
1.4637 |
1.4665 |
0.0028 |
0.2% |
1.4532 |
| Low |
1.4405 |
1.4563 |
0.0158 |
1.1% |
1.4340 |
| Close |
1.4598 |
1.4618 |
0.0020 |
0.1% |
1.4368 |
| Range |
0.0232 |
0.0102 |
-0.0130 |
-56.0% |
0.0192 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
145,690 |
97,890 |
-47,800 |
-32.8% |
394,612 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4872 |
1.4674 |
|
| R3 |
1.4819 |
1.4770 |
1.4646 |
|
| R2 |
1.4717 |
1.4717 |
1.4637 |
|
| R1 |
1.4668 |
1.4668 |
1.4627 |
1.4693 |
| PP |
1.4615 |
1.4615 |
1.4615 |
1.4628 |
| S1 |
1.4566 |
1.4566 |
1.4609 |
1.4591 |
| S2 |
1.4513 |
1.4513 |
1.4599 |
|
| S3 |
1.4411 |
1.4464 |
1.4590 |
|
| S4 |
1.4309 |
1.4362 |
1.4562 |
|
|
| 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 |
1.4665 |
1.4333 |
0.0332 |
2.3% |
0.0130 |
0.9% |
86% |
True |
False |
98,223 |
| 10 |
1.4665 |
1.4333 |
0.0332 |
2.3% |
0.0120 |
0.8% |
86% |
True |
False |
88,505 |
| 20 |
1.4771 |
1.4314 |
0.0457 |
3.1% |
0.0126 |
0.9% |
67% |
False |
False |
90,956 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0132 |
0.9% |
80% |
False |
False |
90,179 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.3% |
0.0138 |
0.9% |
83% |
False |
False |
79,633 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.3% |
0.0141 |
1.0% |
83% |
False |
False |
59,820 |
| 100 |
1.4939 |
1.3844 |
0.1095 |
7.5% |
0.0133 |
0.9% |
71% |
False |
False |
47,869 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.5% |
0.0122 |
0.8% |
56% |
False |
False |
39,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5099 |
|
2.618 |
1.4932 |
|
1.618 |
1.4830 |
|
1.000 |
1.4767 |
|
0.618 |
1.4728 |
|
HIGH |
1.4665 |
|
0.618 |
1.4626 |
|
0.500 |
1.4614 |
|
0.382 |
1.4602 |
|
LOW |
1.4563 |
|
0.618 |
1.4500 |
|
1.000 |
1.4461 |
|
1.618 |
1.4398 |
|
2.618 |
1.4296 |
|
4.250 |
1.4130 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4617 |
1.4590 |
| PP |
1.4615 |
1.4563 |
| S1 |
1.4614 |
1.4535 |
|