CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4706 |
1.4671 |
-0.0035 |
-0.2% |
1.4501 |
| High |
1.4741 |
1.4690 |
-0.0051 |
-0.3% |
1.4741 |
| Low |
1.4642 |
1.4606 |
-0.0036 |
-0.2% |
1.4442 |
| Close |
1.4665 |
1.4637 |
-0.0028 |
-0.2% |
1.4637 |
| Range |
0.0099 |
0.0084 |
-0.0015 |
-15.2% |
0.0299 |
| ATR |
0.0128 |
0.0125 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
80,011 |
66,009 |
-14,002 |
-17.5% |
429,600 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4896 |
1.4851 |
1.4683 |
|
| R3 |
1.4812 |
1.4767 |
1.4660 |
|
| R2 |
1.4728 |
1.4728 |
1.4652 |
|
| R1 |
1.4683 |
1.4683 |
1.4645 |
1.4664 |
| PP |
1.4644 |
1.4644 |
1.4644 |
1.4635 |
| S1 |
1.4599 |
1.4599 |
1.4629 |
1.4580 |
| S2 |
1.4560 |
1.4560 |
1.4622 |
|
| S3 |
1.4476 |
1.4515 |
1.4614 |
|
| S4 |
1.4392 |
1.4431 |
1.4591 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5504 |
1.5369 |
1.4801 |
|
| R3 |
1.5205 |
1.5070 |
1.4719 |
|
| R2 |
1.4906 |
1.4906 |
1.4692 |
|
| R1 |
1.4771 |
1.4771 |
1.4664 |
1.4839 |
| PP |
1.4607 |
1.4607 |
1.4607 |
1.4640 |
| S1 |
1.4472 |
1.4472 |
1.4610 |
1.4540 |
| S2 |
1.4308 |
1.4308 |
1.4582 |
|
| S3 |
1.4009 |
1.4173 |
1.4555 |
|
| S4 |
1.3710 |
1.3874 |
1.4473 |
|
|
| 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% |
0.0117 |
0.8% |
65% |
False |
False |
85,920 |
| 10 |
1.4741 |
1.4333 |
0.0408 |
2.8% |
0.0125 |
0.9% |
75% |
False |
False |
91,296 |
| 20 |
1.4771 |
1.4333 |
0.0438 |
3.0% |
0.0123 |
0.8% |
69% |
False |
False |
87,562 |
| 40 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0127 |
0.9% |
82% |
False |
False |
89,552 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0136 |
0.9% |
82% |
False |
False |
87,718 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.3% |
0.0138 |
0.9% |
86% |
False |
False |
66,226 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.3% |
0.0135 |
0.9% |
86% |
False |
False |
53,002 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.5% |
0.0124 |
0.8% |
57% |
False |
False |
44,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5047 |
|
2.618 |
1.4910 |
|
1.618 |
1.4826 |
|
1.000 |
1.4774 |
|
0.618 |
1.4742 |
|
HIGH |
1.4690 |
|
0.618 |
1.4658 |
|
0.500 |
1.4648 |
|
0.382 |
1.4638 |
|
LOW |
1.4606 |
|
0.618 |
1.4554 |
|
1.000 |
1.4522 |
|
1.618 |
1.4470 |
|
2.618 |
1.4386 |
|
4.250 |
1.4249 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4648 |
1.4672 |
| PP |
1.4644 |
1.4660 |
| S1 |
1.4641 |
1.4649 |
|