CME British Pound Future September 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 |
1.4427 |
1.4496 |
0.0069 |
0.5% |
1.4618 |
| High |
1.4590 |
1.4496 |
-0.0094 |
-0.6% |
1.4736 |
| Low |
1.4412 |
1.4363 |
-0.0049 |
-0.3% |
1.4399 |
| Close |
1.4525 |
1.4470 |
-0.0055 |
-0.4% |
1.4525 |
| Range |
0.0178 |
0.0133 |
-0.0045 |
-25.3% |
0.0337 |
| ATR |
0.0122 |
0.0125 |
0.0003 |
2.3% |
0.0000 |
| Volume |
12,421 |
27,587 |
15,166 |
122.1% |
18,941 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4842 |
1.4789 |
1.4543 |
|
| R3 |
1.4709 |
1.4656 |
1.4507 |
|
| R2 |
1.4576 |
1.4576 |
1.4494 |
|
| R1 |
1.4523 |
1.4523 |
1.4482 |
1.4483 |
| PP |
1.4443 |
1.4443 |
1.4443 |
1.4423 |
| S1 |
1.4390 |
1.4390 |
1.4458 |
1.4350 |
| S2 |
1.4310 |
1.4310 |
1.4446 |
|
| S3 |
1.4177 |
1.4257 |
1.4433 |
|
| S4 |
1.4044 |
1.4124 |
1.4397 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5564 |
1.5382 |
1.4710 |
|
| R3 |
1.5227 |
1.5045 |
1.4618 |
|
| R2 |
1.4890 |
1.4890 |
1.4587 |
|
| R1 |
1.4708 |
1.4708 |
1.4556 |
1.4631 |
| PP |
1.4553 |
1.4553 |
1.4553 |
1.4515 |
| S1 |
1.4371 |
1.4371 |
1.4494 |
1.4294 |
| S2 |
1.4216 |
1.4216 |
1.4463 |
|
| S3 |
1.3879 |
1.4034 |
1.4432 |
|
| S4 |
1.3542 |
1.3697 |
1.4340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4736 |
1.4363 |
0.0373 |
2.6% |
0.0150 |
1.0% |
29% |
False |
True |
9,305 |
| 10 |
1.4750 |
1.4363 |
0.0387 |
2.7% |
0.0131 |
0.9% |
28% |
False |
True |
5,174 |
| 20 |
1.4750 |
1.4343 |
0.0407 |
2.8% |
0.0116 |
0.8% |
31% |
False |
False |
3,238 |
| 40 |
1.4767 |
1.4112 |
0.0655 |
4.5% |
0.0111 |
0.8% |
55% |
False |
False |
1,669 |
| 60 |
1.4767 |
1.4030 |
0.0737 |
5.1% |
0.0113 |
0.8% |
60% |
False |
False |
1,138 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0097 |
0.7% |
67% |
False |
False |
861 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.1% |
0.0082 |
0.6% |
67% |
False |
False |
691 |
| 120 |
1.5152 |
1.3880 |
0.1272 |
8.8% |
0.0070 |
0.5% |
46% |
False |
False |
576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5061 |
|
2.618 |
1.4844 |
|
1.618 |
1.4711 |
|
1.000 |
1.4629 |
|
0.618 |
1.4578 |
|
HIGH |
1.4496 |
|
0.618 |
1.4445 |
|
0.500 |
1.4430 |
|
0.382 |
1.4414 |
|
LOW |
1.4363 |
|
0.618 |
1.4281 |
|
1.000 |
1.4230 |
|
1.618 |
1.4148 |
|
2.618 |
1.4015 |
|
4.250 |
1.3798 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4457 |
1.4477 |
| PP |
1.4443 |
1.4474 |
| S1 |
1.4430 |
1.4472 |
|