CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4205 |
1.4152 |
-0.0053 |
-0.4% |
1.4125 |
| High |
1.4209 |
1.4244 |
0.0035 |
0.2% |
1.4351 |
| Low |
1.4092 |
1.4135 |
0.0043 |
0.3% |
1.4092 |
| Close |
1.4154 |
1.4205 |
0.0051 |
0.4% |
1.4205 |
| Range |
0.0117 |
0.0109 |
-0.0008 |
-6.8% |
0.0259 |
| ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
90,492 |
68,463 |
-22,029 |
-24.3% |
417,802 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4522 |
1.4472 |
1.4265 |
|
| R3 |
1.4413 |
1.4363 |
1.4235 |
|
| R2 |
1.4304 |
1.4304 |
1.4225 |
|
| R1 |
1.4254 |
1.4254 |
1.4215 |
1.4279 |
| PP |
1.4195 |
1.4195 |
1.4195 |
1.4207 |
| S1 |
1.4145 |
1.4145 |
1.4195 |
1.4170 |
| S2 |
1.4086 |
1.4086 |
1.4185 |
|
| S3 |
1.3977 |
1.4036 |
1.4175 |
|
| S4 |
1.3868 |
1.3927 |
1.4145 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4993 |
1.4858 |
1.4347 |
|
| R3 |
1.4734 |
1.4599 |
1.4276 |
|
| R2 |
1.4475 |
1.4475 |
1.4252 |
|
| R1 |
1.4340 |
1.4340 |
1.4229 |
1.4408 |
| PP |
1.4216 |
1.4216 |
1.4216 |
1.4250 |
| S1 |
1.4081 |
1.4081 |
1.4181 |
1.4149 |
| S2 |
1.3957 |
1.3957 |
1.4158 |
|
| S3 |
1.3698 |
1.3822 |
1.4134 |
|
| S4 |
1.3439 |
1.3563 |
1.4063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4351 |
1.4092 |
0.0259 |
1.8% |
0.0129 |
0.9% |
44% |
False |
False |
83,560 |
| 10 |
1.4351 |
1.4008 |
0.0343 |
2.4% |
0.0131 |
0.9% |
57% |
False |
False |
87,098 |
| 20 |
1.4519 |
1.4008 |
0.0511 |
3.6% |
0.0139 |
1.0% |
39% |
False |
False |
86,350 |
| 40 |
1.4519 |
1.3844 |
0.0675 |
4.8% |
0.0147 |
1.0% |
53% |
False |
False |
64,572 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0145 |
1.0% |
44% |
False |
False |
43,141 |
| 80 |
1.4950 |
1.3844 |
0.1106 |
7.8% |
0.0131 |
0.9% |
33% |
False |
False |
32,370 |
| 100 |
1.5235 |
1.3844 |
0.1391 |
9.8% |
0.0117 |
0.8% |
26% |
False |
False |
25,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4707 |
|
2.618 |
1.4529 |
|
1.618 |
1.4420 |
|
1.000 |
1.4353 |
|
0.618 |
1.4311 |
|
HIGH |
1.4244 |
|
0.618 |
1.4202 |
|
0.500 |
1.4190 |
|
0.382 |
1.4177 |
|
LOW |
1.4135 |
|
0.618 |
1.4068 |
|
1.000 |
1.4026 |
|
1.618 |
1.3959 |
|
2.618 |
1.3850 |
|
4.250 |
1.3672 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4200 |
1.4199 |
| PP |
1.4195 |
1.4192 |
| S1 |
1.4190 |
1.4186 |
|