CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4444 |
1.4446 |
0.0002 |
0.0% |
1.4421 |
| High |
1.4532 |
1.4453 |
-0.0079 |
-0.5% |
1.4532 |
| Low |
1.4407 |
1.4340 |
-0.0067 |
-0.5% |
1.4340 |
| Close |
1.4454 |
1.4368 |
-0.0086 |
-0.6% |
1.4368 |
| Range |
0.0125 |
0.0113 |
-0.0012 |
-9.6% |
0.0192 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
96,228 |
91,781 |
-4,447 |
-4.6% |
394,612 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4726 |
1.4660 |
1.4430 |
|
| R3 |
1.4613 |
1.4547 |
1.4399 |
|
| R2 |
1.4500 |
1.4500 |
1.4389 |
|
| R1 |
1.4434 |
1.4434 |
1.4378 |
1.4411 |
| PP |
1.4387 |
1.4387 |
1.4387 |
1.4375 |
| S1 |
1.4321 |
1.4321 |
1.4358 |
1.4298 |
| S2 |
1.4274 |
1.4274 |
1.4347 |
|
| S3 |
1.4161 |
1.4208 |
1.4337 |
|
| S4 |
1.4048 |
1.4095 |
1.4306 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4989 |
1.4871 |
1.4474 |
|
| R3 |
1.4797 |
1.4679 |
1.4421 |
|
| R2 |
1.4605 |
1.4605 |
1.4403 |
|
| R1 |
1.4487 |
1.4487 |
1.4386 |
1.4450 |
| PP |
1.4413 |
1.4413 |
1.4413 |
1.4395 |
| S1 |
1.4295 |
1.4295 |
1.4350 |
1.4258 |
| S2 |
1.4221 |
1.4221 |
1.4333 |
|
| S3 |
1.4029 |
1.4103 |
1.4315 |
|
| S4 |
1.3837 |
1.3911 |
1.4262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4532 |
1.4340 |
0.0192 |
1.3% |
0.0105 |
0.7% |
15% |
False |
True |
78,922 |
| 10 |
1.4771 |
1.4340 |
0.0431 |
3.0% |
0.0121 |
0.8% |
6% |
False |
True |
83,829 |
| 20 |
1.4771 |
1.4133 |
0.0638 |
4.4% |
0.0126 |
0.9% |
37% |
False |
False |
89,908 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0133 |
0.9% |
47% |
False |
False |
88,129 |
| 60 |
1.4771 |
1.3844 |
0.0927 |
6.5% |
0.0140 |
1.0% |
57% |
False |
False |
73,017 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.5% |
0.0141 |
1.0% |
57% |
False |
False |
54,833 |
| 100 |
1.4950 |
1.3844 |
0.1106 |
7.7% |
0.0130 |
0.9% |
47% |
False |
False |
43,877 |
| 120 |
1.5235 |
1.3844 |
0.1391 |
9.7% |
0.0119 |
0.8% |
38% |
False |
False |
36,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4933 |
|
2.618 |
1.4749 |
|
1.618 |
1.4636 |
|
1.000 |
1.4566 |
|
0.618 |
1.4523 |
|
HIGH |
1.4453 |
|
0.618 |
1.4410 |
|
0.500 |
1.4397 |
|
0.382 |
1.4383 |
|
LOW |
1.4340 |
|
0.618 |
1.4270 |
|
1.000 |
1.4227 |
|
1.618 |
1.4157 |
|
2.618 |
1.4044 |
|
4.250 |
1.3860 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4397 |
1.4436 |
| PP |
1.4387 |
1.4413 |
| S1 |
1.4378 |
1.4391 |
|