CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4596 |
1.4526 |
-0.0070 |
-0.5% |
1.4629 |
| High |
1.4596 |
1.4526 |
-0.0070 |
-0.5% |
1.4629 |
| Low |
1.4526 |
1.4455 |
-0.0071 |
-0.5% |
1.4428 |
| Close |
1.4526 |
1.4504 |
-0.0022 |
-0.2% |
1.4538 |
| Range |
0.0070 |
0.0071 |
0.0001 |
1.4% |
0.0201 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
8 |
31 |
23 |
287.5% |
49 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4708 |
1.4677 |
1.4543 |
|
| R3 |
1.4637 |
1.4606 |
1.4524 |
|
| R2 |
1.4566 |
1.4566 |
1.4517 |
|
| R1 |
1.4535 |
1.4535 |
1.4511 |
1.4515 |
| PP |
1.4495 |
1.4495 |
1.4495 |
1.4485 |
| S1 |
1.4464 |
1.4464 |
1.4497 |
1.4444 |
| S2 |
1.4424 |
1.4424 |
1.4491 |
|
| S3 |
1.4353 |
1.4393 |
1.4484 |
|
| S4 |
1.4282 |
1.4322 |
1.4465 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5135 |
1.5037 |
1.4649 |
|
| R3 |
1.4934 |
1.4836 |
1.4593 |
|
| R2 |
1.4733 |
1.4733 |
1.4575 |
|
| R1 |
1.4635 |
1.4635 |
1.4556 |
1.4584 |
| PP |
1.4532 |
1.4532 |
1.4532 |
1.4506 |
| S1 |
1.4434 |
1.4434 |
1.4520 |
1.4383 |
| S2 |
1.4331 |
1.4331 |
1.4501 |
|
| S3 |
1.4130 |
1.4233 |
1.4483 |
|
| S4 |
1.3929 |
1.4032 |
1.4427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4596 |
1.4433 |
0.0163 |
1.1% |
0.0064 |
0.4% |
44% |
False |
False |
115 |
| 10 |
1.4740 |
1.4428 |
0.0312 |
2.2% |
0.0055 |
0.4% |
24% |
False |
False |
63 |
| 20 |
1.4745 |
1.4385 |
0.0360 |
2.5% |
0.0038 |
0.3% |
33% |
False |
False |
38 |
| 40 |
1.4745 |
1.4158 |
0.0587 |
4.0% |
0.0038 |
0.3% |
59% |
False |
False |
24 |
| 60 |
1.4745 |
1.4085 |
0.0660 |
4.6% |
0.0032 |
0.2% |
63% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4828 |
|
2.618 |
1.4712 |
|
1.618 |
1.4641 |
|
1.000 |
1.4597 |
|
0.618 |
1.4570 |
|
HIGH |
1.4526 |
|
0.618 |
1.4499 |
|
0.500 |
1.4491 |
|
0.382 |
1.4482 |
|
LOW |
1.4455 |
|
0.618 |
1.4411 |
|
1.000 |
1.4384 |
|
1.618 |
1.4340 |
|
2.618 |
1.4269 |
|
4.250 |
1.4153 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4500 |
1.4523 |
| PP |
1.4495 |
1.4517 |
| S1 |
1.4491 |
1.4510 |
|