CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4501 |
1.4485 |
-0.0016 |
-0.1% |
1.4353 |
| High |
1.4550 |
1.4644 |
0.0094 |
0.6% |
1.4665 |
| Low |
1.4442 |
1.4479 |
0.0037 |
0.3% |
1.4333 |
| Close |
1.4487 |
1.4632 |
0.0145 |
1.0% |
1.4506 |
| Range |
0.0108 |
0.0165 |
0.0057 |
52.8% |
0.0332 |
| ATR |
0.0128 |
0.0131 |
0.0003 |
2.1% |
0.0000 |
| Volume |
76,499 |
105,308 |
28,809 |
37.7% |
483,361 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5080 |
1.5021 |
1.4723 |
|
| R3 |
1.4915 |
1.4856 |
1.4677 |
|
| R2 |
1.4750 |
1.4750 |
1.4662 |
|
| R1 |
1.4691 |
1.4691 |
1.4647 |
1.4721 |
| PP |
1.4585 |
1.4585 |
1.4585 |
1.4600 |
| S1 |
1.4526 |
1.4526 |
1.4617 |
1.4556 |
| S2 |
1.4420 |
1.4420 |
1.4602 |
|
| S3 |
1.4255 |
1.4361 |
1.4587 |
|
| S4 |
1.4090 |
1.4196 |
1.4541 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5497 |
1.5334 |
1.4689 |
|
| R3 |
1.5165 |
1.5002 |
1.4597 |
|
| R2 |
1.4833 |
1.4833 |
1.4567 |
|
| R1 |
1.4670 |
1.4670 |
1.4536 |
1.4752 |
| PP |
1.4501 |
1.4501 |
1.4501 |
1.4542 |
| S1 |
1.4338 |
1.4338 |
1.4476 |
1.4420 |
| S2 |
1.4169 |
1.4169 |
1.4445 |
|
| S3 |
1.3837 |
1.4006 |
1.4415 |
|
| S4 |
1.3505 |
1.3674 |
1.4323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4665 |
1.4405 |
0.0260 |
1.8% |
0.0147 |
1.0% |
87% |
False |
False |
101,882 |
| 10 |
1.4665 |
1.4333 |
0.0332 |
2.3% |
0.0127 |
0.9% |
90% |
False |
False |
92,175 |
| 20 |
1.4771 |
1.4333 |
0.0438 |
3.0% |
0.0125 |
0.9% |
68% |
False |
False |
89,536 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0129 |
0.9% |
82% |
False |
False |
91,350 |
| 60 |
1.4771 |
1.3910 |
0.0861 |
5.9% |
0.0138 |
0.9% |
84% |
False |
False |
83,960 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.3% |
0.0140 |
1.0% |
85% |
False |
False |
63,139 |
| 100 |
1.4831 |
1.3844 |
0.0987 |
6.7% |
0.0135 |
0.9% |
80% |
False |
False |
50,526 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.5% |
0.0125 |
0.9% |
57% |
False |
False |
42,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5345 |
|
2.618 |
1.5076 |
|
1.618 |
1.4911 |
|
1.000 |
1.4809 |
|
0.618 |
1.4746 |
|
HIGH |
1.4644 |
|
0.618 |
1.4581 |
|
0.500 |
1.4562 |
|
0.382 |
1.4542 |
|
LOW |
1.4479 |
|
0.618 |
1.4377 |
|
1.000 |
1.4314 |
|
1.618 |
1.4212 |
|
2.618 |
1.4047 |
|
4.250 |
1.3778 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4609 |
1.4602 |
| PP |
1.4585 |
1.4573 |
| S1 |
1.4562 |
1.4543 |
|