CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4671 |
1.4537 |
-0.0134 |
-0.9% |
1.4453 |
| High |
1.4771 |
1.4573 |
-0.0198 |
-1.3% |
1.4675 |
| Low |
1.4531 |
1.4462 |
-0.0069 |
-0.5% |
1.4404 |
| Close |
1.4543 |
1.4501 |
-0.0042 |
-0.3% |
1.4613 |
| Range |
0.0240 |
0.0111 |
-0.0129 |
-53.8% |
0.0271 |
| ATR |
0.0141 |
0.0138 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
125,142 |
95,738 |
-29,404 |
-23.5% |
482,704 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4845 |
1.4784 |
1.4562 |
|
| R3 |
1.4734 |
1.4673 |
1.4532 |
|
| R2 |
1.4623 |
1.4623 |
1.4521 |
|
| R1 |
1.4562 |
1.4562 |
1.4511 |
1.4537 |
| PP |
1.4512 |
1.4512 |
1.4512 |
1.4500 |
| S1 |
1.4451 |
1.4451 |
1.4491 |
1.4426 |
| S2 |
1.4401 |
1.4401 |
1.4481 |
|
| S3 |
1.4290 |
1.4340 |
1.4470 |
|
| S4 |
1.4179 |
1.4229 |
1.4440 |
|
|
| 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 |
1.4462 |
0.0309 |
2.1% |
0.0131 |
0.9% |
13% |
False |
True |
92,674 |
| 10 |
1.4771 |
1.4285 |
0.0486 |
3.4% |
0.0138 |
1.0% |
44% |
False |
False |
96,002 |
| 20 |
1.4771 |
1.4042 |
0.0729 |
5.0% |
0.0132 |
0.9% |
63% |
False |
False |
90,804 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0144 |
1.0% |
65% |
False |
False |
91,143 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0144 |
1.0% |
71% |
False |
False |
63,636 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0141 |
1.0% |
71% |
False |
False |
47,776 |
| 100 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0128 |
0.9% |
47% |
False |
False |
38,230 |
| 120 |
1.5326 |
1.3844 |
0.1482 |
10.2% |
0.0115 |
0.8% |
44% |
False |
False |
31,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5045 |
|
2.618 |
1.4864 |
|
1.618 |
1.4753 |
|
1.000 |
1.4684 |
|
0.618 |
1.4642 |
|
HIGH |
1.4573 |
|
0.618 |
1.4531 |
|
0.500 |
1.4518 |
|
0.382 |
1.4504 |
|
LOW |
1.4462 |
|
0.618 |
1.4393 |
|
1.000 |
1.4351 |
|
1.618 |
1.4282 |
|
2.618 |
1.4171 |
|
4.250 |
1.3990 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4518 |
1.4617 |
| PP |
1.4512 |
1.4578 |
| S1 |
1.4507 |
1.4540 |
|