CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4509 |
1.4462 |
-0.0047 |
-0.3% |
1.4481 |
| High |
1.4527 |
1.4474 |
-0.0053 |
-0.4% |
1.4669 |
| Low |
1.4446 |
1.4182 |
-0.0264 |
-1.8% |
1.4182 |
| Close |
1.4483 |
1.4260 |
-0.0223 |
-1.5% |
1.4260 |
| Range |
0.0081 |
0.0292 |
0.0211 |
260.5% |
0.0487 |
| ATR |
0.0135 |
0.0147 |
0.0012 |
8.8% |
0.0000 |
| Volume |
123,600 |
56,947 |
-66,653 |
-53.9% |
625,525 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5181 |
1.5013 |
1.4421 |
|
| R3 |
1.4889 |
1.4721 |
1.4340 |
|
| R2 |
1.4597 |
1.4597 |
1.4314 |
|
| R1 |
1.4429 |
1.4429 |
1.4287 |
1.4367 |
| PP |
1.4305 |
1.4305 |
1.4305 |
1.4275 |
| S1 |
1.4137 |
1.4137 |
1.4233 |
1.4075 |
| S2 |
1.4013 |
1.4013 |
1.4206 |
|
| S3 |
1.3721 |
1.3845 |
1.4180 |
|
| S4 |
1.3429 |
1.3553 |
1.4099 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5831 |
1.5533 |
1.4528 |
|
| R3 |
1.5344 |
1.5046 |
1.4394 |
|
| R2 |
1.4857 |
1.4857 |
1.4349 |
|
| R1 |
1.4559 |
1.4559 |
1.4305 |
1.4465 |
| PP |
1.4370 |
1.4370 |
1.4370 |
1.4323 |
| S1 |
1.4072 |
1.4072 |
1.4215 |
1.3978 |
| S2 |
1.3883 |
1.3883 |
1.4171 |
|
| S3 |
1.3396 |
1.3585 |
1.4126 |
|
| S4 |
1.2909 |
1.3098 |
1.3992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4669 |
1.4182 |
0.0487 |
3.4% |
0.0167 |
1.2% |
16% |
False |
True |
125,105 |
| 10 |
1.4729 |
1.4182 |
0.0547 |
3.8% |
0.0155 |
1.1% |
14% |
False |
True |
120,171 |
| 20 |
1.4741 |
1.4182 |
0.0559 |
3.9% |
0.0142 |
1.0% |
14% |
False |
True |
107,022 |
| 40 |
1.4771 |
1.4133 |
0.0638 |
4.5% |
0.0134 |
0.9% |
20% |
False |
False |
97,882 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.4% |
0.0138 |
1.0% |
33% |
False |
False |
95,158 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.5% |
0.0141 |
1.0% |
45% |
False |
False |
80,373 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.5% |
0.0141 |
1.0% |
45% |
False |
False |
64,354 |
| 120 |
1.4954 |
1.3844 |
0.1110 |
7.8% |
0.0132 |
0.9% |
37% |
False |
False |
53,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5715 |
|
2.618 |
1.5238 |
|
1.618 |
1.4946 |
|
1.000 |
1.4766 |
|
0.618 |
1.4654 |
|
HIGH |
1.4474 |
|
0.618 |
1.4362 |
|
0.500 |
1.4328 |
|
0.382 |
1.4294 |
|
LOW |
1.4182 |
|
0.618 |
1.4002 |
|
1.000 |
1.3890 |
|
1.618 |
1.3710 |
|
2.618 |
1.3418 |
|
4.250 |
1.2941 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4328 |
1.4392 |
| PP |
1.4305 |
1.4348 |
| S1 |
1.4283 |
1.4304 |
|