CME British Pound Future June 2016
Trading Metrics calculated at close of trading on 08-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
1.4125 |
1.4057 |
-0.0068 |
-0.5% |
1.4224 |
High |
1.4160 |
1.4143 |
-0.0017 |
-0.1% |
1.4324 |
Low |
1.4051 |
1.4042 |
-0.0009 |
-0.1% |
1.4008 |
Close |
1.4063 |
1.4123 |
0.0060 |
0.4% |
1.4123 |
Range |
0.0109 |
0.0101 |
-0.0008 |
-7.3% |
0.0316 |
ATR |
0.0150 |
0.0147 |
-0.0004 |
-2.3% |
0.0000 |
Volume |
86,642 |
78,604 |
-8,038 |
-9.3% |
453,182 |
|
Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4406 |
1.4365 |
1.4179 |
|
R3 |
1.4305 |
1.4264 |
1.4151 |
|
R2 |
1.4204 |
1.4204 |
1.4142 |
|
R1 |
1.4163 |
1.4163 |
1.4132 |
1.4184 |
PP |
1.4103 |
1.4103 |
1.4103 |
1.4113 |
S1 |
1.4062 |
1.4062 |
1.4114 |
1.4083 |
S2 |
1.4002 |
1.4002 |
1.4104 |
|
S3 |
1.3901 |
1.3961 |
1.4095 |
|
S4 |
1.3800 |
1.3860 |
1.4067 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5100 |
1.4927 |
1.4297 |
|
R3 |
1.4784 |
1.4611 |
1.4210 |
|
R2 |
1.4468 |
1.4468 |
1.4181 |
|
R1 |
1.4295 |
1.4295 |
1.4152 |
1.4224 |
PP |
1.4152 |
1.4152 |
1.4152 |
1.4116 |
S1 |
1.3979 |
1.3979 |
1.4094 |
1.3908 |
S2 |
1.3836 |
1.3836 |
1.4065 |
|
S3 |
1.3520 |
1.3663 |
1.4036 |
|
S4 |
1.3204 |
1.3347 |
1.3949 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4324 |
1.4008 |
0.0316 |
2.2% |
0.0133 |
0.9% |
36% |
False |
False |
90,636 |
10 |
1.4462 |
1.4008 |
0.0454 |
3.2% |
0.0144 |
1.0% |
25% |
False |
False |
91,672 |
20 |
1.4519 |
1.4008 |
0.0511 |
3.6% |
0.0154 |
1.1% |
23% |
False |
False |
89,983 |
40 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0150 |
1.1% |
39% |
False |
False |
54,162 |
60 |
1.4673 |
1.3844 |
0.0829 |
5.9% |
0.0144 |
1.0% |
34% |
False |
False |
36,184 |
80 |
1.5173 |
1.3844 |
0.1329 |
9.4% |
0.0128 |
0.9% |
21% |
False |
False |
27,151 |
100 |
1.5326 |
1.3844 |
0.1482 |
10.5% |
0.0113 |
0.8% |
19% |
False |
False |
21,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4572 |
2.618 |
1.4407 |
1.618 |
1.4306 |
1.000 |
1.4244 |
0.618 |
1.4205 |
HIGH |
1.4143 |
0.618 |
1.4104 |
0.500 |
1.4093 |
0.382 |
1.4081 |
LOW |
1.4042 |
0.618 |
1.3980 |
1.000 |
1.3941 |
1.618 |
1.3879 |
2.618 |
1.3778 |
4.250 |
1.3613 |
|
|
Fisher Pivots for day following 08-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4113 |
1.4112 |
PP |
1.4103 |
1.4102 |
S1 |
1.4093 |
1.4091 |
|