CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4671 |
1.4608 |
-0.0063 |
-0.4% |
1.4501 |
| High |
1.4690 |
1.4729 |
0.0039 |
0.3% |
1.4741 |
| Low |
1.4606 |
1.4465 |
-0.0141 |
-1.0% |
1.4442 |
| Close |
1.4637 |
1.4467 |
-0.0170 |
-1.2% |
1.4637 |
| Range |
0.0084 |
0.0264 |
0.0180 |
214.3% |
0.0299 |
| ATR |
0.0125 |
0.0135 |
0.0010 |
7.9% |
0.0000 |
| Volume |
66,009 |
180,422 |
114,413 |
173.3% |
429,600 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5346 |
1.5170 |
1.4612 |
|
| R3 |
1.5082 |
1.4906 |
1.4540 |
|
| R2 |
1.4818 |
1.4818 |
1.4515 |
|
| R1 |
1.4642 |
1.4642 |
1.4491 |
1.4598 |
| PP |
1.4554 |
1.4554 |
1.4554 |
1.4532 |
| S1 |
1.4378 |
1.4378 |
1.4443 |
1.4334 |
| S2 |
1.4290 |
1.4290 |
1.4419 |
|
| S3 |
1.4026 |
1.4114 |
1.4394 |
|
| S4 |
1.3762 |
1.3850 |
1.4322 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5504 |
1.5369 |
1.4801 |
|
| R3 |
1.5205 |
1.5070 |
1.4719 |
|
| R2 |
1.4906 |
1.4906 |
1.4692 |
|
| R1 |
1.4771 |
1.4771 |
1.4664 |
1.4839 |
| PP |
1.4607 |
1.4607 |
1.4607 |
1.4640 |
| S1 |
1.4472 |
1.4472 |
1.4610 |
1.4540 |
| S2 |
1.4308 |
1.4308 |
1.4582 |
|
| S3 |
1.4009 |
1.4173 |
1.4555 |
|
| S4 |
1.3710 |
1.3874 |
1.4473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4741 |
1.4465 |
0.0276 |
1.9% |
0.0148 |
1.0% |
1% |
False |
True |
106,704 |
| 10 |
1.4741 |
1.4405 |
0.0336 |
2.3% |
0.0143 |
1.0% |
18% |
False |
False |
103,676 |
| 20 |
1.4771 |
1.4333 |
0.0438 |
3.0% |
0.0131 |
0.9% |
31% |
False |
False |
93,969 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0131 |
0.9% |
60% |
False |
False |
92,021 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0138 |
1.0% |
60% |
False |
False |
90,517 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
67% |
False |
False |
68,470 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0138 |
1.0% |
67% |
False |
False |
54,806 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0126 |
0.9% |
45% |
False |
False |
45,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5851 |
|
2.618 |
1.5420 |
|
1.618 |
1.5156 |
|
1.000 |
1.4993 |
|
0.618 |
1.4892 |
|
HIGH |
1.4729 |
|
0.618 |
1.4628 |
|
0.500 |
1.4597 |
|
0.382 |
1.4566 |
|
LOW |
1.4465 |
|
0.618 |
1.4302 |
|
1.000 |
1.4201 |
|
1.618 |
1.4038 |
|
2.618 |
1.3774 |
|
4.250 |
1.3343 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4597 |
1.4603 |
| PP |
1.4554 |
1.4558 |
| S1 |
1.4510 |
1.4512 |
|