CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4412 |
1.4419 |
0.0007 |
0.0% |
1.4608 |
| High |
1.4473 |
1.4584 |
0.0111 |
0.8% |
1.4729 |
| Low |
1.4407 |
1.4400 |
-0.0007 |
0.0% |
1.4387 |
| Close |
1.4429 |
1.4515 |
0.0086 |
0.6% |
1.4515 |
| Range |
0.0066 |
0.0184 |
0.0118 |
178.8% |
0.0342 |
| ATR |
0.0129 |
0.0133 |
0.0004 |
3.0% |
0.0000 |
| Volume |
74,882 |
123,917 |
49,035 |
65.5% |
510,185 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5052 |
1.4967 |
1.4616 |
|
| R3 |
1.4868 |
1.4783 |
1.4566 |
|
| R2 |
1.4684 |
1.4684 |
1.4549 |
|
| R1 |
1.4599 |
1.4599 |
1.4532 |
1.4642 |
| PP |
1.4500 |
1.4500 |
1.4500 |
1.4521 |
| S1 |
1.4415 |
1.4415 |
1.4498 |
1.4458 |
| S2 |
1.4316 |
1.4316 |
1.4481 |
|
| S3 |
1.4132 |
1.4231 |
1.4464 |
|
| S4 |
1.3948 |
1.4047 |
1.4414 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5570 |
1.5384 |
1.4703 |
|
| R3 |
1.5228 |
1.5042 |
1.4609 |
|
| R2 |
1.4886 |
1.4886 |
1.4578 |
|
| R1 |
1.4700 |
1.4700 |
1.4546 |
1.4622 |
| PP |
1.4544 |
1.4544 |
1.4544 |
1.4505 |
| S1 |
1.4358 |
1.4358 |
1.4484 |
1.4280 |
| S2 |
1.4202 |
1.4202 |
1.4452 |
|
| S3 |
1.3860 |
1.4016 |
1.4421 |
|
| S4 |
1.3518 |
1.3674 |
1.4327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4729 |
1.4387 |
0.0342 |
2.4% |
0.0144 |
1.0% |
37% |
False |
False |
115,238 |
| 10 |
1.4741 |
1.4387 |
0.0354 |
2.4% |
0.0135 |
0.9% |
36% |
False |
False |
102,381 |
| 20 |
1.4741 |
1.4333 |
0.0408 |
2.8% |
0.0127 |
0.9% |
45% |
False |
False |
95,443 |
| 40 |
1.4771 |
1.4042 |
0.0729 |
5.0% |
0.0129 |
0.9% |
65% |
False |
False |
92,943 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0139 |
1.0% |
66% |
False |
False |
92,661 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0139 |
1.0% |
72% |
False |
False |
72,572 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0139 |
1.0% |
72% |
False |
False |
58,103 |
| 120 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0128 |
0.9% |
48% |
False |
False |
48,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5366 |
|
2.618 |
1.5066 |
|
1.618 |
1.4882 |
|
1.000 |
1.4768 |
|
0.618 |
1.4698 |
|
HIGH |
1.4584 |
|
0.618 |
1.4514 |
|
0.500 |
1.4492 |
|
0.382 |
1.4470 |
|
LOW |
1.4400 |
|
0.618 |
1.4286 |
|
1.000 |
1.4216 |
|
1.618 |
1.4102 |
|
2.618 |
1.3918 |
|
4.250 |
1.3618 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4507 |
1.4505 |
| PP |
1.4500 |
1.4495 |
| S1 |
1.4492 |
1.4486 |
|