CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4271 |
1.4160 |
-0.0111 |
-0.8% |
1.4140 |
| High |
1.4281 |
1.4174 |
-0.0107 |
-0.7% |
1.4462 |
| Low |
1.4122 |
1.4008 |
-0.0114 |
-0.8% |
1.4124 |
| Close |
1.4158 |
1.4129 |
-0.0029 |
-0.2% |
1.4217 |
| Range |
0.0159 |
0.0166 |
0.0007 |
4.4% |
0.0338 |
| ATR |
0.0152 |
0.0153 |
0.0001 |
0.6% |
0.0000 |
| Volume |
82,650 |
123,625 |
40,975 |
49.6% |
463,542 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4602 |
1.4531 |
1.4220 |
|
| R3 |
1.4436 |
1.4365 |
1.4175 |
|
| R2 |
1.4270 |
1.4270 |
1.4159 |
|
| R1 |
1.4199 |
1.4199 |
1.4144 |
1.4152 |
| PP |
1.4104 |
1.4104 |
1.4104 |
1.4080 |
| S1 |
1.4033 |
1.4033 |
1.4114 |
1.3986 |
| S2 |
1.3938 |
1.3938 |
1.4099 |
|
| S3 |
1.3772 |
1.3867 |
1.4083 |
|
| S4 |
1.3606 |
1.3701 |
1.4038 |
|
|
| 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 |
1.4428 |
1.4008 |
0.0420 |
3.0% |
0.0152 |
1.1% |
29% |
False |
True |
103,566 |
| 10 |
1.4462 |
1.4008 |
0.0454 |
3.2% |
0.0151 |
1.1% |
27% |
False |
True |
90,808 |
| 20 |
1.4519 |
1.4008 |
0.0511 |
3.6% |
0.0157 |
1.1% |
24% |
False |
True |
91,481 |
| 40 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0150 |
1.1% |
39% |
False |
False |
50,051 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.9% |
0.0144 |
1.0% |
34% |
False |
False |
33,433 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.8% |
0.0127 |
0.9% |
21% |
False |
False |
25,087 |
| 100 |
1.5326 |
1.3844 |
0.1482 |
10.5% |
0.0112 |
0.8% |
19% |
False |
False |
20,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4880 |
|
2.618 |
1.4609 |
|
1.618 |
1.4443 |
|
1.000 |
1.4340 |
|
0.618 |
1.4277 |
|
HIGH |
1.4174 |
|
0.618 |
1.4111 |
|
0.500 |
1.4091 |
|
0.382 |
1.4071 |
|
LOW |
1.4008 |
|
0.618 |
1.3905 |
|
1.000 |
1.3842 |
|
1.618 |
1.3739 |
|
2.618 |
1.3573 |
|
4.250 |
1.3303 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4116 |
1.4166 |
| PP |
1.4104 |
1.4154 |
| S1 |
1.4091 |
1.4141 |
|