CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4125 |
1.4237 |
0.0112 |
0.8% |
1.4224 |
| High |
1.4289 |
1.4351 |
0.0062 |
0.4% |
1.4324 |
| Low |
1.4109 |
1.4198 |
0.0089 |
0.6% |
1.4008 |
| Close |
1.4244 |
1.4278 |
0.0034 |
0.2% |
1.4123 |
| Range |
0.0180 |
0.0153 |
-0.0027 |
-15.0% |
0.0316 |
| ATR |
0.0149 |
0.0149 |
0.0000 |
0.2% |
0.0000 |
| Volume |
89,599 |
91,320 |
1,721 |
1.9% |
453,182 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4735 |
1.4659 |
1.4362 |
|
| R3 |
1.4582 |
1.4506 |
1.4320 |
|
| R2 |
1.4429 |
1.4429 |
1.4306 |
|
| R1 |
1.4353 |
1.4353 |
1.4292 |
1.4391 |
| PP |
1.4276 |
1.4276 |
1.4276 |
1.4295 |
| S1 |
1.4200 |
1.4200 |
1.4264 |
1.4238 |
| S2 |
1.4123 |
1.4123 |
1.4250 |
|
| S3 |
1.3970 |
1.4047 |
1.4236 |
|
| S4 |
1.3817 |
1.3894 |
1.4194 |
|
|
| 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 |
1.4351 |
1.4008 |
0.0343 |
2.4% |
0.0142 |
1.0% |
79% |
True |
False |
93,958 |
| 10 |
1.4462 |
1.4008 |
0.0454 |
3.2% |
0.0140 |
1.0% |
59% |
False |
False |
95,377 |
| 20 |
1.4519 |
1.4008 |
0.0511 |
3.6% |
0.0157 |
1.1% |
53% |
False |
False |
90,688 |
| 40 |
1.4538 |
1.3844 |
0.0694 |
4.9% |
0.0151 |
1.1% |
63% |
False |
False |
58,674 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0147 |
1.0% |
52% |
False |
False |
39,198 |
| 80 |
1.5071 |
1.3844 |
0.1227 |
8.6% |
0.0130 |
0.9% |
35% |
False |
False |
29,411 |
| 100 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0116 |
0.8% |
29% |
False |
False |
23,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5001 |
|
2.618 |
1.4752 |
|
1.618 |
1.4599 |
|
1.000 |
1.4504 |
|
0.618 |
1.4446 |
|
HIGH |
1.4351 |
|
0.618 |
1.4293 |
|
0.500 |
1.4275 |
|
0.382 |
1.4256 |
|
LOW |
1.4198 |
|
0.618 |
1.4103 |
|
1.000 |
1.4045 |
|
1.618 |
1.3950 |
|
2.618 |
1.3797 |
|
4.250 |
1.3548 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4277 |
1.4251 |
| PP |
1.4276 |
1.4224 |
| S1 |
1.4275 |
1.4197 |
|