CME British Pound Future September 2016
Trading Metrics calculated at close of trading on 24-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1.4800 |
1.4995 |
0.0195 |
1.3% |
1.4467 |
High |
1.4954 |
1.5009 |
0.0055 |
0.4% |
1.5009 |
Low |
1.4737 |
1.3246 |
-0.1491 |
-10.1% |
1.3246 |
Close |
1.4813 |
1.3660 |
-0.1153 |
-7.8% |
1.3660 |
Range |
0.0217 |
0.1763 |
0.1546 |
712.4% |
0.1763 |
ATR |
0.0172 |
0.0285 |
0.0114 |
66.1% |
0.0000 |
Volume |
179,340 |
505,283 |
325,943 |
181.7% |
1,172,016 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9261 |
1.8223 |
1.4630 |
|
R3 |
1.7498 |
1.6460 |
1.4145 |
|
R2 |
1.5735 |
1.5735 |
1.3983 |
|
R1 |
1.4697 |
1.4697 |
1.3822 |
1.4335 |
PP |
1.3972 |
1.3972 |
1.3972 |
1.3790 |
S1 |
1.2934 |
1.2934 |
1.3498 |
1.2572 |
S2 |
1.2209 |
1.2209 |
1.3337 |
|
S3 |
1.0446 |
1.1171 |
1.3175 |
|
S4 |
0.8683 |
0.9408 |
1.2690 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9261 |
1.8223 |
1.4630 |
|
R3 |
1.7498 |
1.6460 |
1.4145 |
|
R2 |
1.5735 |
1.5735 |
1.3983 |
|
R1 |
1.4697 |
1.4697 |
1.3822 |
1.4335 |
PP |
1.3972 |
1.3972 |
1.3972 |
1.3790 |
S1 |
1.2934 |
1.2934 |
1.3498 |
1.2572 |
S2 |
1.2209 |
1.2209 |
1.3337 |
|
S3 |
1.0446 |
1.1171 |
1.3175 |
|
S4 |
0.8683 |
0.9408 |
1.2690 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5009 |
1.3246 |
0.1763 |
12.9% |
0.0514 |
3.8% |
23% |
True |
True |
234,403 |
10 |
1.5009 |
1.3246 |
0.1763 |
12.9% |
0.0346 |
2.5% |
23% |
True |
True |
194,577 |
20 |
1.5009 |
1.3246 |
0.1763 |
12.9% |
0.0250 |
1.8% |
23% |
True |
True |
119,232 |
40 |
1.5009 |
1.3246 |
0.1763 |
12.9% |
0.0179 |
1.3% |
23% |
True |
True |
60,017 |
60 |
1.5009 |
1.3246 |
0.1763 |
12.9% |
0.0155 |
1.1% |
23% |
True |
True |
40,041 |
80 |
1.5009 |
1.3246 |
0.1763 |
12.9% |
0.0141 |
1.0% |
23% |
True |
True |
30,049 |
100 |
1.5009 |
1.3246 |
0.1763 |
12.9% |
0.0121 |
0.9% |
23% |
True |
True |
24,043 |
120 |
1.5009 |
1.3246 |
0.1763 |
12.9% |
0.0104 |
0.8% |
23% |
True |
True |
20,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.2502 |
2.618 |
1.9625 |
1.618 |
1.7862 |
1.000 |
1.6772 |
0.618 |
1.6099 |
HIGH |
1.5009 |
0.618 |
1.4336 |
0.500 |
1.4128 |
0.382 |
1.3919 |
LOW |
1.3246 |
0.618 |
1.2156 |
1.000 |
1.1483 |
1.618 |
1.0393 |
2.618 |
0.8630 |
4.250 |
0.5753 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4128 |
1.4128 |
PP |
1.3972 |
1.3972 |
S1 |
1.3816 |
1.3816 |
|