CME British Pound Future December 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3490 |
1.3240 |
-0.0250 |
-1.9% |
1.4491 |
| High |
1.3500 |
1.3432 |
-0.0068 |
-0.5% |
1.5000 |
| Low |
1.3148 |
1.3238 |
0.0090 |
0.7% |
1.3270 |
| Close |
1.3203 |
1.3366 |
0.0163 |
1.2% |
1.3672 |
| Range |
0.0352 |
0.0194 |
-0.0158 |
-44.9% |
0.1730 |
| ATR |
0.0269 |
0.0266 |
-0.0003 |
-1.1% |
0.0000 |
| Volume |
408 |
368 |
-40 |
-9.8% |
1,725 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3927 |
1.3841 |
1.3473 |
|
| R3 |
1.3733 |
1.3647 |
1.3419 |
|
| R2 |
1.3539 |
1.3539 |
1.3402 |
|
| R1 |
1.3453 |
1.3453 |
1.3384 |
1.3496 |
| PP |
1.3345 |
1.3345 |
1.3345 |
1.3367 |
| S1 |
1.3259 |
1.3259 |
1.3348 |
1.3302 |
| S2 |
1.3151 |
1.3151 |
1.3330 |
|
| S3 |
1.2957 |
1.3065 |
1.3313 |
|
| S4 |
1.2763 |
1.2871 |
1.3259 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9171 |
1.8151 |
1.4624 |
|
| R3 |
1.7441 |
1.6421 |
1.4148 |
|
| R2 |
1.5711 |
1.5711 |
1.3989 |
|
| R1 |
1.4691 |
1.4691 |
1.3831 |
1.4336 |
| PP |
1.3981 |
1.3981 |
1.3981 |
1.3803 |
| S1 |
1.2961 |
1.2961 |
1.3513 |
1.2606 |
| S2 |
1.2251 |
1.2251 |
1.3355 |
|
| S3 |
1.0521 |
1.1231 |
1.3196 |
|
| S4 |
0.8791 |
0.9501 |
1.2721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0520 |
3.9% |
12% |
False |
False |
416 |
| 10 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0337 |
2.5% |
12% |
False |
False |
265 |
| 20 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0209 |
1.6% |
12% |
False |
False |
173 |
| 40 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0121 |
0.9% |
12% |
False |
False |
91 |
| 60 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0091 |
0.7% |
12% |
False |
False |
69 |
| 80 |
1.5000 |
1.3148 |
0.1852 |
13.9% |
0.0074 |
0.6% |
12% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4257 |
|
2.618 |
1.3940 |
|
1.618 |
1.3746 |
|
1.000 |
1.3626 |
|
0.618 |
1.3552 |
|
HIGH |
1.3432 |
|
0.618 |
1.3358 |
|
0.500 |
1.3335 |
|
0.382 |
1.3312 |
|
LOW |
1.3238 |
|
0.618 |
1.3118 |
|
1.000 |
1.3044 |
|
1.618 |
1.2924 |
|
2.618 |
1.2730 |
|
4.250 |
1.2414 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3356 |
1.4074 |
| PP |
1.3345 |
1.3838 |
| S1 |
1.3335 |
1.3602 |
|