CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4160 |
1.4125 |
-0.0035 |
-0.2% |
1.4140 |
| High |
1.4174 |
1.4160 |
-0.0014 |
-0.1% |
1.4462 |
| Low |
1.4008 |
1.4051 |
0.0043 |
0.3% |
1.4124 |
| Close |
1.4129 |
1.4063 |
-0.0066 |
-0.5% |
1.4217 |
| Range |
0.0166 |
0.0109 |
-0.0057 |
-34.3% |
0.0338 |
| ATR |
0.0153 |
0.0150 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
123,625 |
86,642 |
-36,983 |
-29.9% |
463,542 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4418 |
1.4350 |
1.4123 |
|
| R3 |
1.4309 |
1.4241 |
1.4093 |
|
| R2 |
1.4200 |
1.4200 |
1.4083 |
|
| R1 |
1.4132 |
1.4132 |
1.4073 |
1.4112 |
| PP |
1.4091 |
1.4091 |
1.4091 |
1.4081 |
| S1 |
1.4023 |
1.4023 |
1.4053 |
1.4003 |
| S2 |
1.3982 |
1.3982 |
1.4043 |
|
| S3 |
1.3873 |
1.3914 |
1.4033 |
|
| S4 |
1.3764 |
1.3805 |
1.4003 |
|
|
| 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 |
1.4375 |
1.4008 |
0.0367 |
2.6% |
0.0153 |
1.1% |
15% |
False |
False |
101,649 |
| 10 |
1.4462 |
1.4008 |
0.0454 |
3.2% |
0.0147 |
1.0% |
12% |
False |
False |
91,326 |
| 20 |
1.4519 |
1.4008 |
0.0511 |
3.6% |
0.0159 |
1.1% |
11% |
False |
False |
92,099 |
| 40 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0150 |
1.1% |
30% |
False |
False |
52,202 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.9% |
0.0146 |
1.0% |
26% |
False |
False |
34,877 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.9% |
0.0128 |
0.9% |
16% |
False |
False |
26,169 |
| 100 |
1.5326 |
1.3844 |
0.1482 |
10.5% |
0.0112 |
0.8% |
15% |
False |
False |
20,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4623 |
|
2.618 |
1.4445 |
|
1.618 |
1.4336 |
|
1.000 |
1.4269 |
|
0.618 |
1.4227 |
|
HIGH |
1.4160 |
|
0.618 |
1.4118 |
|
0.500 |
1.4106 |
|
0.382 |
1.4093 |
|
LOW |
1.4051 |
|
0.618 |
1.3984 |
|
1.000 |
1.3942 |
|
1.618 |
1.3875 |
|
2.618 |
1.3766 |
|
4.250 |
1.3588 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4106 |
1.4145 |
| PP |
1.4091 |
1.4117 |
| S1 |
1.4077 |
1.4090 |
|