CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4485 |
1.4627 |
0.0142 |
1.0% |
1.4353 |
| High |
1.4644 |
1.4731 |
0.0087 |
0.6% |
1.4665 |
| Low |
1.4479 |
1.4602 |
0.0123 |
0.8% |
1.4333 |
| Close |
1.4632 |
1.4722 |
0.0090 |
0.6% |
1.4506 |
| Range |
0.0165 |
0.0129 |
-0.0036 |
-21.8% |
0.0332 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
105,308 |
101,773 |
-3,535 |
-3.4% |
483,361 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5072 |
1.5026 |
1.4793 |
|
| R3 |
1.4943 |
1.4897 |
1.4757 |
|
| R2 |
1.4814 |
1.4814 |
1.4746 |
|
| R1 |
1.4768 |
1.4768 |
1.4734 |
1.4791 |
| PP |
1.4685 |
1.4685 |
1.4685 |
1.4697 |
| S1 |
1.4639 |
1.4639 |
1.4710 |
1.4662 |
| S2 |
1.4556 |
1.4556 |
1.4698 |
|
| S3 |
1.4427 |
1.4510 |
1.4687 |
|
| S4 |
1.4298 |
1.4381 |
1.4651 |
|
|
| 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 |
1.4731 |
1.4442 |
0.0289 |
2.0% |
0.0126 |
0.9% |
97% |
True |
False |
93,099 |
| 10 |
1.4731 |
1.4333 |
0.0398 |
2.7% |
0.0131 |
0.9% |
98% |
True |
False |
95,495 |
| 20 |
1.4771 |
1.4333 |
0.0438 |
3.0% |
0.0124 |
0.8% |
89% |
False |
False |
89,771 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0130 |
0.9% |
94% |
False |
False |
91,649 |
| 60 |
1.4771 |
1.3921 |
0.0850 |
5.8% |
0.0139 |
0.9% |
94% |
False |
False |
85,619 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.3% |
0.0139 |
0.9% |
95% |
False |
False |
64,409 |
| 100 |
1.4800 |
1.3844 |
0.0956 |
6.5% |
0.0136 |
0.9% |
92% |
False |
False |
51,544 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.4% |
0.0125 |
0.8% |
63% |
False |
False |
42,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5279 |
|
2.618 |
1.5069 |
|
1.618 |
1.4940 |
|
1.000 |
1.4860 |
|
0.618 |
1.4811 |
|
HIGH |
1.4731 |
|
0.618 |
1.4682 |
|
0.500 |
1.4667 |
|
0.382 |
1.4651 |
|
LOW |
1.4602 |
|
0.618 |
1.4522 |
|
1.000 |
1.4473 |
|
1.618 |
1.4393 |
|
2.618 |
1.4264 |
|
4.250 |
1.4054 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4704 |
1.4677 |
| PP |
1.4685 |
1.4632 |
| S1 |
1.4667 |
1.4587 |
|