CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4485 |
1.4421 |
-0.0064 |
-0.4% |
1.4599 |
| High |
1.4554 |
1.4481 |
-0.0073 |
-0.5% |
1.4771 |
| Low |
1.4416 |
1.4376 |
-0.0040 |
-0.3% |
1.4416 |
| Close |
1.4421 |
1.4413 |
-0.0008 |
-0.1% |
1.4421 |
| Range |
0.0138 |
0.0105 |
-0.0033 |
-23.9% |
0.0355 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
91,111 |
74,279 |
-16,832 |
-18.5% |
443,680 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4738 |
1.4681 |
1.4471 |
|
| R3 |
1.4633 |
1.4576 |
1.4442 |
|
| R2 |
1.4528 |
1.4528 |
1.4432 |
|
| R1 |
1.4471 |
1.4471 |
1.4423 |
1.4447 |
| PP |
1.4423 |
1.4423 |
1.4423 |
1.4412 |
| S1 |
1.4366 |
1.4366 |
1.4403 |
1.4342 |
| S2 |
1.4318 |
1.4318 |
1.4394 |
|
| S3 |
1.4213 |
1.4261 |
1.4384 |
|
| S4 |
1.4108 |
1.4156 |
1.4355 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5601 |
1.5366 |
1.4616 |
|
| R3 |
1.5246 |
1.5011 |
1.4519 |
|
| R2 |
1.4891 |
1.4891 |
1.4486 |
|
| R1 |
1.4656 |
1.4656 |
1.4454 |
1.4596 |
| PP |
1.4536 |
1.4536 |
1.4536 |
1.4506 |
| S1 |
1.4301 |
1.4301 |
1.4388 |
1.4241 |
| S2 |
1.4181 |
1.4181 |
1.4356 |
|
| S3 |
1.3826 |
1.3946 |
1.4323 |
|
| S4 |
1.3471 |
1.3591 |
1.4226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4771 |
1.4376 |
0.0395 |
2.7% |
0.0136 |
0.9% |
9% |
False |
True |
93,133 |
| 10 |
1.4771 |
1.4376 |
0.0395 |
2.7% |
0.0129 |
0.9% |
9% |
False |
True |
91,063 |
| 20 |
1.4771 |
1.4092 |
0.0679 |
4.7% |
0.0129 |
0.9% |
47% |
False |
False |
90,302 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0141 |
1.0% |
53% |
False |
False |
89,726 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0143 |
1.0% |
61% |
False |
False |
67,698 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0142 |
1.0% |
61% |
False |
False |
50,833 |
| 100 |
1.5163 |
1.3844 |
0.1319 |
9.2% |
0.0130 |
0.9% |
43% |
False |
False |
40,677 |
| 120 |
1.5326 |
1.3844 |
0.1482 |
10.3% |
0.0117 |
0.8% |
38% |
False |
False |
33,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4927 |
|
2.618 |
1.4756 |
|
1.618 |
1.4651 |
|
1.000 |
1.4586 |
|
0.618 |
1.4546 |
|
HIGH |
1.4481 |
|
0.618 |
1.4441 |
|
0.500 |
1.4429 |
|
0.382 |
1.4416 |
|
LOW |
1.4376 |
|
0.618 |
1.4311 |
|
1.000 |
1.4271 |
|
1.618 |
1.4206 |
|
2.618 |
1.4101 |
|
4.250 |
1.3930 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4429 |
1.4465 |
| PP |
1.4423 |
1.4448 |
| S1 |
1.4418 |
1.4430 |
|