CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4446 |
1.4444 |
-0.0002 |
0.0% |
1.4599 |
| High |
1.4490 |
1.4532 |
0.0042 |
0.3% |
1.4771 |
| Low |
1.4397 |
1.4407 |
0.0010 |
0.1% |
1.4416 |
| Close |
1.4454 |
1.4454 |
0.0000 |
0.0% |
1.4421 |
| Range |
0.0093 |
0.0125 |
0.0032 |
34.4% |
0.0355 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
68,573 |
96,228 |
27,655 |
40.3% |
443,680 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4839 |
1.4772 |
1.4523 |
|
| R3 |
1.4714 |
1.4647 |
1.4488 |
|
| R2 |
1.4589 |
1.4589 |
1.4477 |
|
| R1 |
1.4522 |
1.4522 |
1.4465 |
1.4556 |
| PP |
1.4464 |
1.4464 |
1.4464 |
1.4481 |
| S1 |
1.4397 |
1.4397 |
1.4443 |
1.4431 |
| S2 |
1.4339 |
1.4339 |
1.4431 |
|
| S3 |
1.4214 |
1.4272 |
1.4420 |
|
| S4 |
1.4089 |
1.4147 |
1.4385 |
|
|
| 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% |
0.0110 |
0.8% |
44% |
False |
False |
78,788 |
| 10 |
1.4771 |
1.4376 |
0.0395 |
2.7% |
0.0119 |
0.8% |
20% |
False |
False |
85,369 |
| 20 |
1.4771 |
1.4133 |
0.0638 |
4.4% |
0.0126 |
0.9% |
50% |
False |
False |
88,742 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0137 |
0.9% |
58% |
False |
False |
89,227 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
66% |
False |
False |
71,490 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
66% |
False |
False |
53,687 |
| 100 |
1.4954 |
1.3844 |
0.1110 |
7.7% |
0.0130 |
0.9% |
55% |
False |
False |
42,960 |
| 120 |
1.5326 |
1.3844 |
0.1482 |
10.3% |
0.0118 |
0.8% |
41% |
False |
False |
35,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5063 |
|
2.618 |
1.4859 |
|
1.618 |
1.4734 |
|
1.000 |
1.4657 |
|
0.618 |
1.4609 |
|
HIGH |
1.4532 |
|
0.618 |
1.4484 |
|
0.500 |
1.4470 |
|
0.382 |
1.4455 |
|
LOW |
1.4407 |
|
0.618 |
1.4330 |
|
1.000 |
1.4282 |
|
1.618 |
1.4205 |
|
2.618 |
1.4080 |
|
4.250 |
1.3876 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4470 |
1.4462 |
| PP |
1.4464 |
1.4459 |
| S1 |
1.4459 |
1.4457 |
|