CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4419 |
1.4481 |
0.0062 |
0.4% |
1.4608 |
| High |
1.4584 |
1.4485 |
-0.0099 |
-0.7% |
1.4729 |
| Low |
1.4400 |
1.4351 |
-0.0049 |
-0.3% |
1.4387 |
| Close |
1.4515 |
1.4459 |
-0.0056 |
-0.4% |
1.4515 |
| Range |
0.0184 |
0.0134 |
-0.0050 |
-27.2% |
0.0342 |
| ATR |
0.0133 |
0.0135 |
0.0002 |
1.7% |
0.0000 |
| Volume |
123,917 |
151,865 |
27,948 |
22.6% |
510,185 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4834 |
1.4780 |
1.4533 |
|
| R3 |
1.4700 |
1.4646 |
1.4496 |
|
| R2 |
1.4566 |
1.4566 |
1.4484 |
|
| R1 |
1.4512 |
1.4512 |
1.4471 |
1.4472 |
| PP |
1.4432 |
1.4432 |
1.4432 |
1.4412 |
| S1 |
1.4378 |
1.4378 |
1.4447 |
1.4338 |
| S2 |
1.4298 |
1.4298 |
1.4434 |
|
| S3 |
1.4164 |
1.4244 |
1.4422 |
|
| S4 |
1.4030 |
1.4110 |
1.4385 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5570 |
1.5384 |
1.4703 |
|
| R3 |
1.5228 |
1.5042 |
1.4609 |
|
| R2 |
1.4886 |
1.4886 |
1.4578 |
|
| R1 |
1.4700 |
1.4700 |
1.4546 |
1.4622 |
| PP |
1.4544 |
1.4544 |
1.4544 |
1.4505 |
| S1 |
1.4358 |
1.4358 |
1.4484 |
1.4280 |
| S2 |
1.4202 |
1.4202 |
1.4452 |
|
| S3 |
1.3860 |
1.4016 |
1.4421 |
|
| S4 |
1.3518 |
1.3674 |
1.4327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4729 |
1.4351 |
0.0378 |
2.6% |
0.0154 |
1.1% |
29% |
False |
True |
132,410 |
| 10 |
1.4741 |
1.4351 |
0.0390 |
2.7% |
0.0135 |
0.9% |
28% |
False |
True |
109,165 |
| 20 |
1.4741 |
1.4333 |
0.0408 |
2.8% |
0.0127 |
0.9% |
31% |
False |
False |
98,481 |
| 40 |
1.4771 |
1.4092 |
0.0679 |
4.7% |
0.0130 |
0.9% |
54% |
False |
False |
94,774 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0138 |
1.0% |
59% |
False |
False |
93,177 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
66% |
False |
False |
74,468 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0138 |
1.0% |
66% |
False |
False |
59,620 |
| 120 |
1.5173 |
1.3844 |
0.1329 |
9.2% |
0.0129 |
0.9% |
46% |
False |
False |
49,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5055 |
|
2.618 |
1.4836 |
|
1.618 |
1.4702 |
|
1.000 |
1.4619 |
|
0.618 |
1.4568 |
|
HIGH |
1.4485 |
|
0.618 |
1.4434 |
|
0.500 |
1.4418 |
|
0.382 |
1.4402 |
|
LOW |
1.4351 |
|
0.618 |
1.4268 |
|
1.000 |
1.4217 |
|
1.618 |
1.4134 |
|
2.618 |
1.4000 |
|
4.250 |
1.3782 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4445 |
1.4468 |
| PP |
1.4432 |
1.4465 |
| S1 |
1.4418 |
1.4462 |
|