CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4482 |
1.4579 |
0.0097 |
0.7% |
1.4183 |
| High |
1.4641 |
1.4623 |
-0.0018 |
-0.1% |
1.4453 |
| Low |
1.4480 |
1.4475 |
-0.0005 |
0.0% |
1.4133 |
| Close |
1.4580 |
1.4541 |
-0.0039 |
-0.3% |
1.4408 |
| Range |
0.0161 |
0.0148 |
-0.0013 |
-8.1% |
0.0320 |
| ATR |
0.0140 |
0.0141 |
0.0001 |
0.4% |
0.0000 |
| Volume |
105,410 |
97,062 |
-8,348 |
-7.9% |
477,176 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4990 |
1.4914 |
1.4622 |
|
| R3 |
1.4842 |
1.4766 |
1.4582 |
|
| R2 |
1.4694 |
1.4694 |
1.4568 |
|
| R1 |
1.4618 |
1.4618 |
1.4555 |
1.4582 |
| PP |
1.4546 |
1.4546 |
1.4546 |
1.4529 |
| S1 |
1.4470 |
1.4470 |
1.4527 |
1.4434 |
| S2 |
1.4398 |
1.4398 |
1.4514 |
|
| S3 |
1.4250 |
1.4322 |
1.4500 |
|
| S4 |
1.4102 |
1.4174 |
1.4460 |
|
|
| 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 |
1.4641 |
1.4285 |
0.0356 |
2.4% |
0.0146 |
1.0% |
72% |
False |
False |
99,330 |
| 10 |
1.4641 |
1.4092 |
0.0549 |
3.8% |
0.0135 |
0.9% |
82% |
False |
False |
92,863 |
| 20 |
1.4641 |
1.4008 |
0.0633 |
4.4% |
0.0137 |
0.9% |
84% |
False |
False |
93,527 |
| 40 |
1.4641 |
1.3921 |
0.0720 |
5.0% |
0.0146 |
1.0% |
86% |
False |
False |
83,543 |
| 60 |
1.4673 |
1.3844 |
0.0829 |
5.7% |
0.0145 |
1.0% |
84% |
False |
False |
55,955 |
| 80 |
1.4800 |
1.3844 |
0.0956 |
6.6% |
0.0139 |
1.0% |
73% |
False |
False |
41,987 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0125 |
0.9% |
50% |
False |
False |
33,597 |
| 120 |
1.5434 |
1.3844 |
0.1590 |
10.9% |
0.0114 |
0.8% |
44% |
False |
False |
28,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5252 |
|
2.618 |
1.5010 |
|
1.618 |
1.4862 |
|
1.000 |
1.4771 |
|
0.618 |
1.4714 |
|
HIGH |
1.4623 |
|
0.618 |
1.4566 |
|
0.500 |
1.4549 |
|
0.382 |
1.4532 |
|
LOW |
1.4475 |
|
0.618 |
1.4384 |
|
1.000 |
1.4327 |
|
1.618 |
1.4236 |
|
2.618 |
1.4088 |
|
4.250 |
1.3846 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4549 |
1.4535 |
| PP |
1.4546 |
1.4529 |
| S1 |
1.4544 |
1.4523 |
|