CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4421 |
1.4409 |
-0.0012 |
-0.1% |
1.4599 |
| High |
1.4481 |
1.4480 |
-0.0001 |
0.0% |
1.4771 |
| Low |
1.4376 |
1.4391 |
0.0015 |
0.1% |
1.4416 |
| Close |
1.4413 |
1.4436 |
0.0023 |
0.2% |
1.4421 |
| Range |
0.0105 |
0.0089 |
-0.0016 |
-15.2% |
0.0355 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
74,279 |
63,751 |
-10,528 |
-14.2% |
443,680 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4703 |
1.4658 |
1.4485 |
|
| R3 |
1.4614 |
1.4569 |
1.4460 |
|
| R2 |
1.4525 |
1.4525 |
1.4452 |
|
| R1 |
1.4480 |
1.4480 |
1.4444 |
1.4503 |
| PP |
1.4436 |
1.4436 |
1.4436 |
1.4447 |
| S1 |
1.4391 |
1.4391 |
1.4428 |
1.4414 |
| S2 |
1.4347 |
1.4347 |
1.4420 |
|
| S3 |
1.4258 |
1.4302 |
1.4412 |
|
| S4 |
1.4169 |
1.4213 |
1.4387 |
|
|
| 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 |
1.4573 |
1.4376 |
0.0197 |
1.4% |
0.0106 |
0.7% |
30% |
False |
False |
80,855 |
| 10 |
1.4771 |
1.4376 |
0.0395 |
2.7% |
0.0122 |
0.8% |
15% |
False |
False |
86,897 |
| 20 |
1.4771 |
1.4092 |
0.0679 |
4.7% |
0.0125 |
0.9% |
51% |
False |
False |
88,923 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0141 |
1.0% |
56% |
False |
False |
89,806 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0143 |
1.0% |
64% |
False |
False |
68,757 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0142 |
1.0% |
64% |
False |
False |
51,629 |
| 100 |
1.5071 |
1.3844 |
0.1227 |
8.5% |
0.0129 |
0.9% |
48% |
False |
False |
41,314 |
| 120 |
1.5326 |
1.3844 |
0.1482 |
10.3% |
0.0117 |
0.8% |
40% |
False |
False |
34,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4858 |
|
2.618 |
1.4713 |
|
1.618 |
1.4624 |
|
1.000 |
1.4569 |
|
0.618 |
1.4535 |
|
HIGH |
1.4480 |
|
0.618 |
1.4446 |
|
0.500 |
1.4436 |
|
0.382 |
1.4425 |
|
LOW |
1.4391 |
|
0.618 |
1.4336 |
|
1.000 |
1.4302 |
|
1.618 |
1.4247 |
|
2.618 |
1.4158 |
|
4.250 |
1.4013 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4436 |
1.4465 |
| PP |
1.4436 |
1.4455 |
| S1 |
1.4436 |
1.4446 |
|