CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4266 |
1.4205 |
-0.0061 |
-0.4% |
1.4224 |
| High |
1.4280 |
1.4209 |
-0.0071 |
-0.5% |
1.4324 |
| Low |
1.4194 |
1.4092 |
-0.0102 |
-0.7% |
1.4008 |
| Close |
1.4214 |
1.4154 |
-0.0060 |
-0.4% |
1.4123 |
| Range |
0.0086 |
0.0117 |
0.0031 |
36.0% |
0.0316 |
| ATR |
0.0145 |
0.0143 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
77,928 |
90,492 |
12,564 |
16.1% |
453,182 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4503 |
1.4445 |
1.4218 |
|
| R3 |
1.4386 |
1.4328 |
1.4186 |
|
| R2 |
1.4269 |
1.4269 |
1.4175 |
|
| R1 |
1.4211 |
1.4211 |
1.4165 |
1.4182 |
| PP |
1.4152 |
1.4152 |
1.4152 |
1.4137 |
| S1 |
1.4094 |
1.4094 |
1.4143 |
1.4065 |
| S2 |
1.4035 |
1.4035 |
1.4133 |
|
| S3 |
1.3918 |
1.3977 |
1.4122 |
|
| S4 |
1.3801 |
1.3860 |
1.4090 |
|
|
| 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 |
1.4042 |
0.0309 |
2.2% |
0.0127 |
0.9% |
36% |
False |
False |
85,588 |
| 10 |
1.4375 |
1.4008 |
0.0367 |
2.6% |
0.0140 |
1.0% |
40% |
False |
False |
93,618 |
| 20 |
1.4519 |
1.4008 |
0.0511 |
3.6% |
0.0148 |
1.0% |
29% |
False |
False |
89,711 |
| 40 |
1.4519 |
1.3844 |
0.0675 |
4.8% |
0.0148 |
1.0% |
46% |
False |
False |
62,864 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.9% |
0.0145 |
1.0% |
37% |
False |
False |
42,001 |
| 80 |
1.4954 |
1.3844 |
0.1110 |
7.8% |
0.0131 |
0.9% |
28% |
False |
False |
31,514 |
| 100 |
1.5326 |
1.3844 |
0.1482 |
10.5% |
0.0117 |
0.8% |
21% |
False |
False |
25,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4706 |
|
2.618 |
1.4515 |
|
1.618 |
1.4398 |
|
1.000 |
1.4326 |
|
0.618 |
1.4281 |
|
HIGH |
1.4209 |
|
0.618 |
1.4164 |
|
0.500 |
1.4151 |
|
0.382 |
1.4137 |
|
LOW |
1.4092 |
|
0.618 |
1.4020 |
|
1.000 |
1.3975 |
|
1.618 |
1.3903 |
|
2.618 |
1.3786 |
|
4.250 |
1.3595 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4153 |
1.4222 |
| PP |
1.4152 |
1.4199 |
| S1 |
1.4151 |
1.4177 |
|