CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4381 |
1.4367 |
-0.0014 |
-0.1% |
1.4140 |
| High |
1.4428 |
1.4375 |
-0.0053 |
-0.4% |
1.4462 |
| Low |
1.4327 |
1.4174 |
-0.0153 |
-1.1% |
1.4124 |
| Close |
1.4373 |
1.4217 |
-0.0156 |
-1.1% |
1.4217 |
| Range |
0.0101 |
0.0201 |
0.0100 |
99.0% |
0.0338 |
| ATR |
0.0150 |
0.0153 |
0.0004 |
2.4% |
0.0000 |
| Volume |
96,230 |
133,667 |
37,437 |
38.9% |
463,542 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4858 |
1.4739 |
1.4328 |
|
| R3 |
1.4657 |
1.4538 |
1.4272 |
|
| R2 |
1.4456 |
1.4456 |
1.4254 |
|
| R1 |
1.4337 |
1.4337 |
1.4235 |
1.4296 |
| PP |
1.4255 |
1.4255 |
1.4255 |
1.4235 |
| S1 |
1.4136 |
1.4136 |
1.4199 |
1.4095 |
| S2 |
1.4054 |
1.4054 |
1.4180 |
|
| S3 |
1.3853 |
1.3935 |
1.4162 |
|
| S4 |
1.3652 |
1.3734 |
1.4106 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5282 |
1.5087 |
1.4403 |
|
| R3 |
1.4944 |
1.4749 |
1.4310 |
|
| R2 |
1.4606 |
1.4606 |
1.4279 |
|
| R1 |
1.4411 |
1.4411 |
1.4248 |
1.4509 |
| PP |
1.4268 |
1.4268 |
1.4268 |
1.4316 |
| S1 |
1.4073 |
1.4073 |
1.4186 |
1.4171 |
| S2 |
1.3930 |
1.3930 |
1.4155 |
|
| S3 |
1.3592 |
1.3735 |
1.4124 |
|
| S4 |
1.3254 |
1.3397 |
1.4031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4462 |
1.4124 |
0.0338 |
2.4% |
0.0155 |
1.1% |
28% |
False |
False |
92,708 |
| 10 |
1.4519 |
1.4059 |
0.0460 |
3.2% |
0.0147 |
1.0% |
34% |
False |
False |
85,603 |
| 20 |
1.4519 |
1.4058 |
0.0461 |
3.2% |
0.0154 |
1.1% |
34% |
False |
False |
84,049 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0148 |
1.0% |
45% |
False |
False |
42,900 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0141 |
1.0% |
45% |
False |
False |
28,636 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.8% |
0.0122 |
0.9% |
27% |
False |
False |
21,488 |
| 100 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0110 |
0.8% |
25% |
False |
False |
17,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5229 |
|
2.618 |
1.4901 |
|
1.618 |
1.4700 |
|
1.000 |
1.4576 |
|
0.618 |
1.4499 |
|
HIGH |
1.4375 |
|
0.618 |
1.4298 |
|
0.500 |
1.4275 |
|
0.382 |
1.4251 |
|
LOW |
1.4174 |
|
0.618 |
1.4050 |
|
1.000 |
1.3973 |
|
1.618 |
1.3849 |
|
2.618 |
1.3648 |
|
4.250 |
1.3320 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4275 |
1.4318 |
| PP |
1.4255 |
1.4284 |
| S1 |
1.4236 |
1.4251 |
|