CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4604 |
1.4501 |
-0.0103 |
-0.7% |
1.4353 |
| High |
1.4614 |
1.4550 |
-0.0064 |
-0.4% |
1.4665 |
| Low |
1.4486 |
1.4442 |
-0.0044 |
-0.3% |
1.4333 |
| Close |
1.4506 |
1.4487 |
-0.0019 |
-0.1% |
1.4506 |
| Range |
0.0128 |
0.0108 |
-0.0020 |
-15.6% |
0.0332 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
84,027 |
76,499 |
-7,528 |
-9.0% |
483,361 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4817 |
1.4760 |
1.4546 |
|
| R3 |
1.4709 |
1.4652 |
1.4517 |
|
| R2 |
1.4601 |
1.4601 |
1.4507 |
|
| R1 |
1.4544 |
1.4544 |
1.4497 |
1.4519 |
| PP |
1.4493 |
1.4493 |
1.4493 |
1.4480 |
| S1 |
1.4436 |
1.4436 |
1.4477 |
1.4411 |
| S2 |
1.4385 |
1.4385 |
1.4467 |
|
| S3 |
1.4277 |
1.4328 |
1.4457 |
|
| S4 |
1.4169 |
1.4220 |
1.4428 |
|
|
| 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 |
1.4405 |
0.0260 |
1.8% |
0.0138 |
1.0% |
32% |
False |
False |
100,648 |
| 10 |
1.4665 |
1.4333 |
0.0332 |
2.3% |
0.0119 |
0.8% |
46% |
False |
False |
88,019 |
| 20 |
1.4771 |
1.4333 |
0.0438 |
3.0% |
0.0124 |
0.9% |
35% |
False |
False |
89,541 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0131 |
0.9% |
63% |
False |
False |
91,074 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0137 |
0.9% |
69% |
False |
False |
82,281 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0141 |
1.0% |
69% |
False |
False |
61,824 |
| 100 |
1.4844 |
1.3844 |
0.1000 |
6.9% |
0.0134 |
0.9% |
64% |
False |
False |
49,474 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0123 |
0.9% |
46% |
False |
False |
41,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5009 |
|
2.618 |
1.4833 |
|
1.618 |
1.4725 |
|
1.000 |
1.4658 |
|
0.618 |
1.4617 |
|
HIGH |
1.4550 |
|
0.618 |
1.4509 |
|
0.500 |
1.4496 |
|
0.382 |
1.4483 |
|
LOW |
1.4442 |
|
0.618 |
1.4375 |
|
1.000 |
1.4334 |
|
1.618 |
1.4267 |
|
2.618 |
1.4159 |
|
4.250 |
1.3983 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4496 |
1.4554 |
| PP |
1.4493 |
1.4531 |
| S1 |
1.4490 |
1.4509 |
|