CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4599 |
1.4671 |
0.0072 |
0.5% |
1.4453 |
| High |
1.4698 |
1.4771 |
0.0073 |
0.5% |
1.4675 |
| Low |
1.4592 |
1.4531 |
-0.0061 |
-0.4% |
1.4404 |
| Close |
1.4668 |
1.4543 |
-0.0125 |
-0.9% |
1.4613 |
| Range |
0.0106 |
0.0240 |
0.0134 |
126.4% |
0.0271 |
| ATR |
0.0133 |
0.0141 |
0.0008 |
5.8% |
0.0000 |
| Volume |
52,290 |
125,142 |
72,852 |
139.3% |
482,704 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5335 |
1.5179 |
1.4675 |
|
| R3 |
1.5095 |
1.4939 |
1.4609 |
|
| R2 |
1.4855 |
1.4855 |
1.4587 |
|
| R1 |
1.4699 |
1.4699 |
1.4565 |
1.4657 |
| PP |
1.4615 |
1.4615 |
1.4615 |
1.4594 |
| S1 |
1.4459 |
1.4459 |
1.4521 |
1.4417 |
| S2 |
1.4375 |
1.4375 |
1.4499 |
|
| S3 |
1.4135 |
1.4219 |
1.4477 |
|
| S4 |
1.3895 |
1.3979 |
1.4411 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5377 |
1.5266 |
1.4762 |
|
| R3 |
1.5106 |
1.4995 |
1.4688 |
|
| R2 |
1.4835 |
1.4835 |
1.4663 |
|
| R1 |
1.4724 |
1.4724 |
1.4638 |
1.4780 |
| PP |
1.4564 |
1.4564 |
1.4564 |
1.4592 |
| S1 |
1.4453 |
1.4453 |
1.4588 |
1.4509 |
| S2 |
1.4293 |
1.4293 |
1.4563 |
|
| S3 |
1.4022 |
1.4182 |
1.4538 |
|
| S4 |
1.3751 |
1.3911 |
1.4464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4771 |
1.4475 |
0.0296 |
2.0% |
0.0138 |
1.0% |
23% |
True |
False |
92,939 |
| 10 |
1.4771 |
1.4285 |
0.0486 |
3.3% |
0.0136 |
0.9% |
53% |
True |
False |
95,392 |
| 20 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0134 |
0.9% |
70% |
True |
False |
92,199 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0144 |
1.0% |
70% |
True |
False |
91,137 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0145 |
1.0% |
75% |
True |
False |
62,055 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0141 |
1.0% |
75% |
True |
False |
46,580 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0128 |
0.9% |
50% |
False |
False |
37,273 |
| 120 |
1.5326 |
1.3844 |
0.1482 |
10.2% |
0.0115 |
0.8% |
47% |
False |
False |
31,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5791 |
|
2.618 |
1.5399 |
|
1.618 |
1.5159 |
|
1.000 |
1.5011 |
|
0.618 |
1.4919 |
|
HIGH |
1.4771 |
|
0.618 |
1.4679 |
|
0.500 |
1.4651 |
|
0.382 |
1.4623 |
|
LOW |
1.4531 |
|
0.618 |
1.4383 |
|
1.000 |
1.4291 |
|
1.618 |
1.4143 |
|
2.618 |
1.3903 |
|
4.250 |
1.3511 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4651 |
1.4651 |
| PP |
1.4615 |
1.4615 |
| S1 |
1.4579 |
1.4579 |
|