CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4608 |
1.4484 |
-0.0124 |
-0.8% |
1.4501 |
| High |
1.4729 |
1.4508 |
-0.0221 |
-1.5% |
1.4741 |
| Low |
1.4465 |
1.4387 |
-0.0078 |
-0.5% |
1.4442 |
| Close |
1.4467 |
1.4406 |
-0.0061 |
-0.4% |
1.4637 |
| Range |
0.0264 |
0.0121 |
-0.0143 |
-54.2% |
0.0299 |
| ATR |
0.0135 |
0.0134 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
180,422 |
130,964 |
-49,458 |
-27.4% |
429,600 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4797 |
1.4722 |
1.4473 |
|
| R3 |
1.4676 |
1.4601 |
1.4439 |
|
| R2 |
1.4555 |
1.4555 |
1.4428 |
|
| R1 |
1.4480 |
1.4480 |
1.4417 |
1.4457 |
| PP |
1.4434 |
1.4434 |
1.4434 |
1.4422 |
| S1 |
1.4359 |
1.4359 |
1.4395 |
1.4336 |
| S2 |
1.4313 |
1.4313 |
1.4384 |
|
| S3 |
1.4192 |
1.4238 |
1.4373 |
|
| S4 |
1.4071 |
1.4117 |
1.4339 |
|
|
| 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 |
1.4387 |
0.0354 |
2.5% |
0.0139 |
1.0% |
5% |
False |
True |
111,835 |
| 10 |
1.4741 |
1.4387 |
0.0354 |
2.5% |
0.0143 |
1.0% |
5% |
False |
True |
106,859 |
| 20 |
1.4741 |
1.4333 |
0.0408 |
2.8% |
0.0125 |
0.9% |
18% |
False |
False |
94,260 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0130 |
0.9% |
52% |
False |
False |
93,229 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0138 |
1.0% |
52% |
False |
False |
92,178 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
61% |
False |
False |
70,106 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0138 |
1.0% |
61% |
False |
False |
56,116 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0127 |
0.9% |
40% |
False |
False |
46,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5022 |
|
2.618 |
1.4825 |
|
1.618 |
1.4704 |
|
1.000 |
1.4629 |
|
0.618 |
1.4583 |
|
HIGH |
1.4508 |
|
0.618 |
1.4462 |
|
0.500 |
1.4448 |
|
0.382 |
1.4433 |
|
LOW |
1.4387 |
|
0.618 |
1.4312 |
|
1.000 |
1.4266 |
|
1.618 |
1.4191 |
|
2.618 |
1.4070 |
|
4.250 |
1.3873 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4448 |
1.4558 |
| PP |
1.4434 |
1.4507 |
| S1 |
1.4420 |
1.4457 |
|