CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4276 |
1.4397 |
0.0121 |
0.8% |
1.4125 |
| High |
1.4422 |
1.4413 |
-0.0009 |
-0.1% |
1.4351 |
| Low |
1.4272 |
1.4330 |
0.0058 |
0.4% |
1.4092 |
| Close |
1.4406 |
1.4368 |
-0.0038 |
-0.3% |
1.4205 |
| Range |
0.0150 |
0.0083 |
-0.0067 |
-44.7% |
0.0259 |
| ATR |
0.0143 |
0.0138 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
102,185 |
89,642 |
-12,543 |
-12.3% |
417,802 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4619 |
1.4577 |
1.4414 |
|
| R3 |
1.4536 |
1.4494 |
1.4391 |
|
| R2 |
1.4453 |
1.4453 |
1.4383 |
|
| R1 |
1.4411 |
1.4411 |
1.4376 |
1.4391 |
| PP |
1.4370 |
1.4370 |
1.4370 |
1.4360 |
| S1 |
1.4328 |
1.4328 |
1.4360 |
1.4308 |
| S2 |
1.4287 |
1.4287 |
1.4353 |
|
| S3 |
1.4204 |
1.4245 |
1.4345 |
|
| S4 |
1.4121 |
1.4162 |
1.4322 |
|
|
| 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 |
1.4422 |
1.4092 |
0.0330 |
2.3% |
0.0124 |
0.9% |
84% |
False |
False |
86,396 |
| 10 |
1.4422 |
1.4042 |
0.0380 |
2.6% |
0.0125 |
0.9% |
86% |
False |
False |
85,607 |
| 20 |
1.4462 |
1.4008 |
0.0454 |
3.2% |
0.0138 |
1.0% |
79% |
False |
False |
88,207 |
| 40 |
1.4519 |
1.3844 |
0.0675 |
4.7% |
0.0144 |
1.0% |
78% |
False |
False |
71,358 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0147 |
1.0% |
63% |
False |
False |
47,686 |
| 80 |
1.4950 |
1.3844 |
0.1106 |
7.7% |
0.0134 |
0.9% |
47% |
False |
False |
35,780 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.7% |
0.0120 |
0.8% |
38% |
False |
False |
28,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4766 |
|
2.618 |
1.4630 |
|
1.618 |
1.4547 |
|
1.000 |
1.4496 |
|
0.618 |
1.4464 |
|
HIGH |
1.4413 |
|
0.618 |
1.4381 |
|
0.500 |
1.4372 |
|
0.382 |
1.4362 |
|
LOW |
1.4330 |
|
0.618 |
1.4279 |
|
1.000 |
1.4247 |
|
1.618 |
1.4196 |
|
2.618 |
1.4113 |
|
4.250 |
1.3977 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4372 |
1.4338 |
| PP |
1.4370 |
1.4308 |
| S1 |
1.4369 |
1.4278 |
|