CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4409 |
1.4446 |
0.0037 |
0.3% |
1.4599 |
| High |
1.4480 |
1.4490 |
0.0010 |
0.1% |
1.4771 |
| Low |
1.4391 |
1.4397 |
0.0006 |
0.0% |
1.4416 |
| Close |
1.4436 |
1.4454 |
0.0018 |
0.1% |
1.4421 |
| Range |
0.0089 |
0.0093 |
0.0004 |
4.5% |
0.0355 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
63,751 |
68,573 |
4,822 |
7.6% |
443,680 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4726 |
1.4683 |
1.4505 |
|
| R3 |
1.4633 |
1.4590 |
1.4480 |
|
| R2 |
1.4540 |
1.4540 |
1.4471 |
|
| R1 |
1.4497 |
1.4497 |
1.4463 |
1.4519 |
| PP |
1.4447 |
1.4447 |
1.4447 |
1.4458 |
| S1 |
1.4404 |
1.4404 |
1.4445 |
1.4426 |
| S2 |
1.4354 |
1.4354 |
1.4437 |
|
| S3 |
1.4261 |
1.4311 |
1.4428 |
|
| S4 |
1.4168 |
1.4218 |
1.4403 |
|
|
| 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 |
1.4554 |
1.4376 |
0.0178 |
1.2% |
0.0102 |
0.7% |
44% |
False |
False |
75,422 |
| 10 |
1.4771 |
1.4376 |
0.0395 |
2.7% |
0.0117 |
0.8% |
20% |
False |
False |
84,048 |
| 20 |
1.4771 |
1.4092 |
0.0679 |
4.7% |
0.0126 |
0.9% |
53% |
False |
False |
88,455 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0139 |
1.0% |
58% |
False |
False |
89,687 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
66% |
False |
False |
69,893 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0141 |
1.0% |
66% |
False |
False |
52,485 |
| 100 |
1.4978 |
1.3844 |
0.1134 |
7.8% |
0.0129 |
0.9% |
54% |
False |
False |
41,999 |
| 120 |
1.5326 |
1.3844 |
0.1482 |
10.3% |
0.0118 |
0.8% |
41% |
False |
False |
35,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4885 |
|
2.618 |
1.4733 |
|
1.618 |
1.4640 |
|
1.000 |
1.4583 |
|
0.618 |
1.4547 |
|
HIGH |
1.4490 |
|
0.618 |
1.4454 |
|
0.500 |
1.4444 |
|
0.382 |
1.4433 |
|
LOW |
1.4397 |
|
0.618 |
1.4340 |
|
1.000 |
1.4304 |
|
1.618 |
1.4247 |
|
2.618 |
1.4154 |
|
4.250 |
1.4002 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4451 |
1.4447 |
| PP |
1.4447 |
1.4440 |
| S1 |
1.4444 |
1.4433 |
|