CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4220 |
1.4311 |
0.0091 |
0.6% |
1.4280 |
| High |
1.4368 |
1.4314 |
-0.0054 |
-0.4% |
1.4340 |
| Low |
1.4185 |
1.4238 |
0.0053 |
0.4% |
1.4090 |
| Close |
1.4364 |
1.4255 |
-0.0109 |
-0.8% |
1.4286 |
| Range |
0.0183 |
0.0076 |
-0.0107 |
-58.5% |
0.0250 |
| ATR |
0.0106 |
0.0108 |
0.0001 |
1.3% |
0.0000 |
| Volume |
94 |
77 |
-17 |
-18.1% |
362 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4497 |
1.4452 |
1.4297 |
|
| R3 |
1.4421 |
1.4376 |
1.4276 |
|
| R2 |
1.4345 |
1.4345 |
1.4269 |
|
| R1 |
1.4300 |
1.4300 |
1.4262 |
1.4285 |
| PP |
1.4269 |
1.4269 |
1.4269 |
1.4261 |
| S1 |
1.4224 |
1.4224 |
1.4248 |
1.4209 |
| S2 |
1.4193 |
1.4193 |
1.4241 |
|
| S3 |
1.4117 |
1.4148 |
1.4234 |
|
| S4 |
1.4041 |
1.4072 |
1.4213 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4989 |
1.4887 |
1.4424 |
|
| R3 |
1.4739 |
1.4637 |
1.4355 |
|
| R2 |
1.4489 |
1.4489 |
1.4332 |
|
| R1 |
1.4387 |
1.4387 |
1.4309 |
1.4438 |
| PP |
1.4239 |
1.4239 |
1.4239 |
1.4264 |
| S1 |
1.4137 |
1.4137 |
1.4263 |
1.4188 |
| S2 |
1.3989 |
1.3989 |
1.4240 |
|
| S3 |
1.3739 |
1.3887 |
1.4217 |
|
| S4 |
1.3489 |
1.3637 |
1.4149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4368 |
1.4090 |
0.0278 |
2.0% |
0.0111 |
0.8% |
59% |
False |
False |
94 |
| 10 |
1.4474 |
1.4090 |
0.0384 |
2.7% |
0.0112 |
0.8% |
43% |
False |
False |
87 |
| 20 |
1.4902 |
1.4090 |
0.0812 |
5.7% |
0.0102 |
0.7% |
20% |
False |
False |
70 |
| 40 |
1.5233 |
1.4090 |
0.1143 |
8.0% |
0.0084 |
0.6% |
14% |
False |
False |
52 |
| 60 |
1.5463 |
1.4090 |
0.1373 |
9.6% |
0.0076 |
0.5% |
12% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4637 |
|
2.618 |
1.4513 |
|
1.618 |
1.4437 |
|
1.000 |
1.4390 |
|
0.618 |
1.4361 |
|
HIGH |
1.4314 |
|
0.618 |
1.4285 |
|
0.500 |
1.4276 |
|
0.382 |
1.4267 |
|
LOW |
1.4238 |
|
0.618 |
1.4191 |
|
1.000 |
1.4162 |
|
1.618 |
1.4115 |
|
2.618 |
1.4039 |
|
4.250 |
1.3915 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4276 |
1.4277 |
| PP |
1.4269 |
1.4269 |
| S1 |
1.4262 |
1.4262 |
|