CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4118 |
1.4203 |
0.0085 |
0.6% |
1.4496 |
| High |
1.4231 |
1.4264 |
0.0033 |
0.2% |
1.4681 |
| Low |
1.4116 |
1.4021 |
-0.0095 |
-0.7% |
1.4187 |
| Close |
1.4185 |
1.4216 |
0.0031 |
0.2% |
1.4269 |
| Range |
0.0115 |
0.0243 |
0.0128 |
111.3% |
0.0494 |
| ATR |
0.0142 |
0.0149 |
0.0007 |
5.1% |
0.0000 |
| Volume |
120,103 |
162,247 |
42,144 |
35.1% |
417,268 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4896 |
1.4799 |
1.4350 |
|
| R3 |
1.4653 |
1.4556 |
1.4283 |
|
| R2 |
1.4410 |
1.4410 |
1.4261 |
|
| R1 |
1.4313 |
1.4313 |
1.4238 |
1.4362 |
| PP |
1.4167 |
1.4167 |
1.4167 |
1.4191 |
| S1 |
1.4070 |
1.4070 |
1.4194 |
1.4119 |
| S2 |
1.3924 |
1.3924 |
1.4171 |
|
| S3 |
1.3681 |
1.3827 |
1.4149 |
|
| S4 |
1.3438 |
1.3584 |
1.4082 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5861 |
1.5559 |
1.4541 |
|
| R3 |
1.5367 |
1.5065 |
1.4405 |
|
| R2 |
1.4873 |
1.4873 |
1.4360 |
|
| R1 |
1.4571 |
1.4571 |
1.4314 |
1.4475 |
| PP |
1.4379 |
1.4379 |
1.4379 |
1.4331 |
| S1 |
1.4077 |
1.4077 |
1.4224 |
1.3981 |
| S2 |
1.3885 |
1.3885 |
1.4178 |
|
| S3 |
1.3391 |
1.3583 |
1.4133 |
|
| S4 |
1.2897 |
1.3089 |
1.3997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4481 |
1.4021 |
0.0460 |
3.2% |
0.0200 |
1.4% |
42% |
False |
True |
163,119 |
| 10 |
1.4681 |
1.4021 |
0.0660 |
4.6% |
0.0172 |
1.2% |
30% |
False |
True |
107,056 |
| 20 |
1.4750 |
1.4021 |
0.0729 |
5.1% |
0.0146 |
1.0% |
27% |
False |
True |
54,366 |
| 40 |
1.4767 |
1.4021 |
0.0746 |
5.2% |
0.0127 |
0.9% |
26% |
False |
True |
27,411 |
| 60 |
1.4767 |
1.4021 |
0.0746 |
5.2% |
0.0120 |
0.8% |
26% |
False |
True |
18,296 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0110 |
0.8% |
38% |
False |
False |
13,742 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.2% |
0.0095 |
0.7% |
38% |
False |
False |
10,994 |
| 120 |
1.4957 |
1.3880 |
0.1077 |
7.6% |
0.0081 |
0.6% |
31% |
False |
False |
9,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5297 |
|
2.618 |
1.4900 |
|
1.618 |
1.4657 |
|
1.000 |
1.4507 |
|
0.618 |
1.4414 |
|
HIGH |
1.4264 |
|
0.618 |
1.4171 |
|
0.500 |
1.4143 |
|
0.382 |
1.4114 |
|
LOW |
1.4021 |
|
0.618 |
1.3871 |
|
1.000 |
1.3778 |
|
1.618 |
1.3628 |
|
2.618 |
1.3385 |
|
4.250 |
1.2988 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4192 |
1.4192 |
| PP |
1.4167 |
1.4167 |
| S1 |
1.4143 |
1.4143 |
|