CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4318 |
1.4453 |
0.0135 |
0.9% |
1.4183 |
| High |
1.4453 |
1.4525 |
0.0072 |
0.5% |
1.4453 |
| Low |
1.4314 |
1.4404 |
0.0090 |
0.6% |
1.4133 |
| Close |
1.4408 |
1.4479 |
0.0071 |
0.5% |
1.4408 |
| Range |
0.0139 |
0.0121 |
-0.0018 |
-12.9% |
0.0320 |
| ATR |
0.0140 |
0.0139 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
98,800 |
90,028 |
-8,772 |
-8.9% |
477,176 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4832 |
1.4777 |
1.4546 |
|
| R3 |
1.4711 |
1.4656 |
1.4512 |
|
| R2 |
1.4590 |
1.4590 |
1.4501 |
|
| R1 |
1.4535 |
1.4535 |
1.4490 |
1.4563 |
| PP |
1.4469 |
1.4469 |
1.4469 |
1.4483 |
| S1 |
1.4414 |
1.4414 |
1.4468 |
1.4442 |
| S2 |
1.4348 |
1.4348 |
1.4457 |
|
| S3 |
1.4227 |
1.4293 |
1.4446 |
|
| S4 |
1.4106 |
1.4172 |
1.4412 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5291 |
1.5170 |
1.4584 |
|
| R3 |
1.4971 |
1.4850 |
1.4496 |
|
| R2 |
1.4651 |
1.4651 |
1.4467 |
|
| R1 |
1.4530 |
1.4530 |
1.4437 |
1.4591 |
| PP |
1.4331 |
1.4331 |
1.4331 |
1.4362 |
| S1 |
1.4210 |
1.4210 |
1.4379 |
1.4271 |
| S2 |
1.4011 |
1.4011 |
1.4349 |
|
| S3 |
1.3691 |
1.3890 |
1.4320 |
|
| S4 |
1.3371 |
1.3570 |
1.4232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4525 |
1.4272 |
0.0253 |
1.7% |
0.0130 |
0.9% |
82% |
True |
False |
97,201 |
| 10 |
1.4525 |
1.4092 |
0.0433 |
3.0% |
0.0128 |
0.9% |
89% |
True |
False |
89,540 |
| 20 |
1.4525 |
1.4008 |
0.0517 |
3.6% |
0.0137 |
0.9% |
91% |
True |
False |
92,606 |
| 40 |
1.4525 |
1.3844 |
0.0681 |
4.7% |
0.0144 |
1.0% |
93% |
True |
False |
78,651 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.7% |
0.0147 |
1.0% |
77% |
False |
False |
52,585 |
| 80 |
1.4844 |
1.3844 |
0.1000 |
6.9% |
0.0136 |
0.9% |
64% |
False |
False |
39,457 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0123 |
0.9% |
46% |
False |
False |
31,573 |
| 120 |
1.5463 |
1.3844 |
0.1619 |
11.2% |
0.0112 |
0.8% |
39% |
False |
False |
26,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5039 |
|
2.618 |
1.4842 |
|
1.618 |
1.4721 |
|
1.000 |
1.4646 |
|
0.618 |
1.4600 |
|
HIGH |
1.4525 |
|
0.618 |
1.4479 |
|
0.500 |
1.4465 |
|
0.382 |
1.4450 |
|
LOW |
1.4404 |
|
0.618 |
1.4329 |
|
1.000 |
1.4283 |
|
1.618 |
1.4208 |
|
2.618 |
1.4087 |
|
4.250 |
1.3890 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4474 |
1.4454 |
| PP |
1.4469 |
1.4430 |
| S1 |
1.4465 |
1.4405 |
|