CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4215 |
1.4467 |
0.0252 |
1.8% |
1.4237 |
| High |
1.4398 |
1.4730 |
0.0332 |
2.3% |
1.4398 |
| Low |
1.4213 |
1.4444 |
0.0231 |
1.6% |
1.4021 |
| Close |
1.4360 |
1.4702 |
0.0342 |
2.4% |
1.4360 |
| Range |
0.0185 |
0.0286 |
0.0101 |
54.6% |
0.0377 |
| ATR |
0.0152 |
0.0167 |
0.0016 |
10.3% |
0.0000 |
| Volume |
132,886 |
177,248 |
44,362 |
33.4% |
773,761 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5483 |
1.5379 |
1.4859 |
|
| R3 |
1.5197 |
1.5093 |
1.4781 |
|
| R2 |
1.4911 |
1.4911 |
1.4754 |
|
| R1 |
1.4807 |
1.4807 |
1.4728 |
1.4859 |
| PP |
1.4625 |
1.4625 |
1.4625 |
1.4652 |
| S1 |
1.4521 |
1.4521 |
1.4676 |
1.4573 |
| S2 |
1.4339 |
1.4339 |
1.4650 |
|
| S3 |
1.4053 |
1.4235 |
1.4623 |
|
| S4 |
1.3767 |
1.3949 |
1.4545 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5391 |
1.5252 |
1.4567 |
|
| R3 |
1.5014 |
1.4875 |
1.4464 |
|
| R2 |
1.4637 |
1.4637 |
1.4429 |
|
| R1 |
1.4498 |
1.4498 |
1.4395 |
1.4568 |
| PP |
1.4260 |
1.4260 |
1.4260 |
1.4294 |
| S1 |
1.4121 |
1.4121 |
1.4325 |
1.4191 |
| S2 |
1.3883 |
1.3883 |
1.4291 |
|
| S3 |
1.3506 |
1.3744 |
1.4256 |
|
| S4 |
1.3129 |
1.3367 |
1.4153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4730 |
1.4021 |
0.0709 |
4.8% |
0.0192 |
1.3% |
96% |
True |
False |
147,151 |
| 10 |
1.4730 |
1.4021 |
0.0709 |
4.8% |
0.0188 |
1.3% |
96% |
True |
False |
134,069 |
| 20 |
1.4750 |
1.4021 |
0.0729 |
5.0% |
0.0159 |
1.1% |
93% |
False |
False |
69,621 |
| 40 |
1.4767 |
1.4021 |
0.0746 |
5.1% |
0.0133 |
0.9% |
91% |
False |
False |
35,158 |
| 60 |
1.4767 |
1.4021 |
0.0746 |
5.1% |
0.0124 |
0.8% |
91% |
False |
False |
23,464 |
| 80 |
1.4767 |
1.3880 |
0.0887 |
6.0% |
0.0116 |
0.8% |
93% |
False |
False |
17,619 |
| 100 |
1.4767 |
1.3880 |
0.0887 |
6.0% |
0.0100 |
0.7% |
93% |
False |
False |
14,096 |
| 120 |
1.4847 |
1.3880 |
0.0967 |
6.6% |
0.0085 |
0.6% |
85% |
False |
False |
11,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5946 |
|
2.618 |
1.5479 |
|
1.618 |
1.5193 |
|
1.000 |
1.5016 |
|
0.618 |
1.4907 |
|
HIGH |
1.4730 |
|
0.618 |
1.4621 |
|
0.500 |
1.4587 |
|
0.382 |
1.4553 |
|
LOW |
1.4444 |
|
0.618 |
1.4267 |
|
1.000 |
1.4158 |
|
1.618 |
1.3981 |
|
2.618 |
1.3695 |
|
4.250 |
1.3229 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4664 |
1.4593 |
| PP |
1.4625 |
1.4484 |
| S1 |
1.4587 |
1.4376 |
|