CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4484 |
1.4412 |
-0.0072 |
-0.5% |
1.4501 |
| High |
1.4508 |
1.4473 |
-0.0035 |
-0.2% |
1.4741 |
| Low |
1.4387 |
1.4407 |
0.0020 |
0.1% |
1.4442 |
| Close |
1.4406 |
1.4429 |
0.0023 |
0.2% |
1.4637 |
| Range |
0.0121 |
0.0066 |
-0.0055 |
-45.5% |
0.0299 |
| ATR |
0.0134 |
0.0129 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
130,964 |
74,882 |
-56,082 |
-42.8% |
429,600 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4634 |
1.4598 |
1.4465 |
|
| R3 |
1.4568 |
1.4532 |
1.4447 |
|
| R2 |
1.4502 |
1.4502 |
1.4441 |
|
| R1 |
1.4466 |
1.4466 |
1.4435 |
1.4484 |
| PP |
1.4436 |
1.4436 |
1.4436 |
1.4446 |
| S1 |
1.4400 |
1.4400 |
1.4423 |
1.4418 |
| S2 |
1.4370 |
1.4370 |
1.4417 |
|
| S3 |
1.4304 |
1.4334 |
1.4411 |
|
| S4 |
1.4238 |
1.4268 |
1.4393 |
|
|
| 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 |
1.4387 |
0.0354 |
2.5% |
0.0127 |
0.9% |
12% |
False |
False |
106,457 |
| 10 |
1.4741 |
1.4387 |
0.0354 |
2.5% |
0.0127 |
0.9% |
12% |
False |
False |
99,778 |
| 20 |
1.4741 |
1.4333 |
0.0408 |
2.8% |
0.0123 |
0.8% |
24% |
False |
False |
93,217 |
| 40 |
1.4771 |
1.4042 |
0.0729 |
5.1% |
0.0127 |
0.9% |
53% |
False |
False |
92,011 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0137 |
0.9% |
55% |
False |
False |
91,834 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0139 |
1.0% |
63% |
False |
False |
71,031 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0137 |
1.0% |
63% |
False |
False |
56,864 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0127 |
0.9% |
42% |
False |
False |
47,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4754 |
|
2.618 |
1.4646 |
|
1.618 |
1.4580 |
|
1.000 |
1.4539 |
|
0.618 |
1.4514 |
|
HIGH |
1.4473 |
|
0.618 |
1.4448 |
|
0.500 |
1.4440 |
|
0.382 |
1.4432 |
|
LOW |
1.4407 |
|
0.618 |
1.4366 |
|
1.000 |
1.4341 |
|
1.618 |
1.4300 |
|
2.618 |
1.4234 |
|
4.250 |
1.4127 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4440 |
1.4558 |
| PP |
1.4436 |
1.4515 |
| S1 |
1.4433 |
1.4472 |
|