CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4602 |
1.4604 |
0.0002 |
0.0% |
1.4353 |
| High |
1.4665 |
1.4614 |
-0.0051 |
-0.3% |
1.4665 |
| Low |
1.4563 |
1.4486 |
-0.0077 |
-0.5% |
1.4333 |
| Close |
1.4618 |
1.4506 |
-0.0112 |
-0.8% |
1.4506 |
| Range |
0.0102 |
0.0128 |
0.0026 |
25.5% |
0.0332 |
| ATR |
0.0129 |
0.0130 |
0.0000 |
0.1% |
0.0000 |
| Volume |
97,890 |
84,027 |
-13,863 |
-14.2% |
483,361 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4919 |
1.4841 |
1.4576 |
|
| R3 |
1.4791 |
1.4713 |
1.4541 |
|
| R2 |
1.4663 |
1.4663 |
1.4529 |
|
| R1 |
1.4585 |
1.4585 |
1.4518 |
1.4560 |
| PP |
1.4535 |
1.4535 |
1.4535 |
1.4523 |
| S1 |
1.4457 |
1.4457 |
1.4494 |
1.4432 |
| S2 |
1.4407 |
1.4407 |
1.4483 |
|
| S3 |
1.4279 |
1.4329 |
1.4471 |
|
| S4 |
1.4151 |
1.4201 |
1.4436 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5497 |
1.5334 |
1.4689 |
|
| R3 |
1.5165 |
1.5002 |
1.4597 |
|
| R2 |
1.4833 |
1.4833 |
1.4567 |
|
| R1 |
1.4670 |
1.4670 |
1.4536 |
1.4752 |
| PP |
1.4501 |
1.4501 |
1.4501 |
1.4542 |
| S1 |
1.4338 |
1.4338 |
1.4476 |
1.4420 |
| S2 |
1.4169 |
1.4169 |
1.4445 |
|
| S3 |
1.3837 |
1.4006 |
1.4415 |
|
| S4 |
1.3505 |
1.3674 |
1.4323 |
|
|
| 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% |
0.0133 |
0.9% |
52% |
False |
False |
96,672 |
| 10 |
1.4665 |
1.4333 |
0.0332 |
2.3% |
0.0119 |
0.8% |
52% |
False |
False |
87,797 |
| 20 |
1.4771 |
1.4333 |
0.0438 |
3.0% |
0.0125 |
0.9% |
39% |
False |
False |
90,217 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0132 |
0.9% |
65% |
False |
False |
90,401 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0139 |
1.0% |
71% |
False |
False |
81,023 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0142 |
1.0% |
71% |
False |
False |
60,869 |
| 100 |
1.4902 |
1.3844 |
0.1058 |
7.3% |
0.0134 |
0.9% |
63% |
False |
False |
48,709 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0123 |
0.8% |
48% |
False |
False |
40,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5158 |
|
2.618 |
1.4949 |
|
1.618 |
1.4821 |
|
1.000 |
1.4742 |
|
0.618 |
1.4693 |
|
HIGH |
1.4614 |
|
0.618 |
1.4565 |
|
0.500 |
1.4550 |
|
0.382 |
1.4535 |
|
LOW |
1.4486 |
|
0.618 |
1.4407 |
|
1.000 |
1.4358 |
|
1.618 |
1.4279 |
|
2.618 |
1.4151 |
|
4.250 |
1.3942 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4550 |
1.4535 |
| PP |
1.4535 |
1.4525 |
| S1 |
1.4521 |
1.4516 |
|