CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4627 |
1.4706 |
0.0079 |
0.5% |
1.4353 |
| High |
1.4731 |
1.4741 |
0.0010 |
0.1% |
1.4665 |
| Low |
1.4602 |
1.4642 |
0.0040 |
0.3% |
1.4333 |
| Close |
1.4722 |
1.4665 |
-0.0057 |
-0.4% |
1.4506 |
| Range |
0.0129 |
0.0099 |
-0.0030 |
-23.3% |
0.0332 |
| ATR |
0.0131 |
0.0128 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
101,773 |
80,011 |
-21,762 |
-21.4% |
483,361 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4980 |
1.4921 |
1.4719 |
|
| R3 |
1.4881 |
1.4822 |
1.4692 |
|
| R2 |
1.4782 |
1.4782 |
1.4683 |
|
| R1 |
1.4723 |
1.4723 |
1.4674 |
1.4703 |
| PP |
1.4683 |
1.4683 |
1.4683 |
1.4673 |
| S1 |
1.4624 |
1.4624 |
1.4656 |
1.4604 |
| S2 |
1.4584 |
1.4584 |
1.4647 |
|
| S3 |
1.4485 |
1.4525 |
1.4638 |
|
| S4 |
1.4386 |
1.4426 |
1.4611 |
|
|
| 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 |
1.4741 |
1.4442 |
0.0299 |
2.0% |
0.0126 |
0.9% |
75% |
True |
False |
89,523 |
| 10 |
1.4741 |
1.4333 |
0.0408 |
2.8% |
0.0128 |
0.9% |
81% |
True |
False |
93,873 |
| 20 |
1.4771 |
1.4333 |
0.0438 |
3.0% |
0.0123 |
0.8% |
76% |
False |
False |
89,621 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0130 |
0.9% |
86% |
False |
False |
91,244 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0137 |
0.9% |
86% |
False |
False |
86,826 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.3% |
0.0140 |
1.0% |
89% |
False |
False |
65,404 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.3% |
0.0135 |
0.9% |
89% |
False |
False |
52,343 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.5% |
0.0124 |
0.8% |
59% |
False |
False |
43,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5162 |
|
2.618 |
1.5000 |
|
1.618 |
1.4901 |
|
1.000 |
1.4840 |
|
0.618 |
1.4802 |
|
HIGH |
1.4741 |
|
0.618 |
1.4703 |
|
0.500 |
1.4692 |
|
0.382 |
1.4680 |
|
LOW |
1.4642 |
|
0.618 |
1.4581 |
|
1.000 |
1.4543 |
|
1.618 |
1.4482 |
|
2.618 |
1.4383 |
|
4.250 |
1.4221 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4692 |
1.4647 |
| PP |
1.4683 |
1.4628 |
| S1 |
1.4674 |
1.4610 |
|