CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4481 |
1.4454 |
-0.0027 |
-0.2% |
1.4608 |
| High |
1.4485 |
1.4669 |
0.0184 |
1.3% |
1.4729 |
| Low |
1.4351 |
1.4444 |
0.0093 |
0.6% |
1.4387 |
| Close |
1.4459 |
1.4552 |
0.0093 |
0.6% |
1.4515 |
| Range |
0.0134 |
0.0225 |
0.0091 |
67.9% |
0.0342 |
| ATR |
0.0135 |
0.0142 |
0.0006 |
4.7% |
0.0000 |
| Volume |
151,865 |
143,958 |
-7,907 |
-5.2% |
510,185 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5230 |
1.5116 |
1.4676 |
|
| R3 |
1.5005 |
1.4891 |
1.4614 |
|
| R2 |
1.4780 |
1.4780 |
1.4593 |
|
| R1 |
1.4666 |
1.4666 |
1.4573 |
1.4723 |
| PP |
1.4555 |
1.4555 |
1.4555 |
1.4584 |
| S1 |
1.4441 |
1.4441 |
1.4531 |
1.4498 |
| S2 |
1.4330 |
1.4330 |
1.4511 |
|
| S3 |
1.4105 |
1.4216 |
1.4490 |
|
| S4 |
1.3880 |
1.3991 |
1.4428 |
|
|
| 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 |
1.4669 |
1.4351 |
0.0318 |
2.2% |
0.0146 |
1.0% |
63% |
True |
False |
125,117 |
| 10 |
1.4741 |
1.4351 |
0.0390 |
2.7% |
0.0147 |
1.0% |
52% |
False |
False |
115,910 |
| 20 |
1.4741 |
1.4333 |
0.0408 |
2.8% |
0.0133 |
0.9% |
54% |
False |
False |
101,965 |
| 40 |
1.4771 |
1.4092 |
0.0679 |
4.7% |
0.0131 |
0.9% |
68% |
False |
False |
96,133 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.2% |
0.0139 |
1.0% |
71% |
False |
False |
93,805 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0141 |
1.0% |
76% |
False |
False |
76,265 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
76% |
False |
False |
61,059 |
| 120 |
1.5163 |
1.3844 |
0.1319 |
9.1% |
0.0130 |
0.9% |
54% |
False |
False |
50,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5625 |
|
2.618 |
1.5258 |
|
1.618 |
1.5033 |
|
1.000 |
1.4894 |
|
0.618 |
1.4808 |
|
HIGH |
1.4669 |
|
0.618 |
1.4583 |
|
0.500 |
1.4557 |
|
0.382 |
1.4530 |
|
LOW |
1.4444 |
|
0.618 |
1.4305 |
|
1.000 |
1.4219 |
|
1.618 |
1.4080 |
|
2.618 |
1.3855 |
|
4.250 |
1.3488 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4557 |
1.4538 |
| PP |
1.4555 |
1.4524 |
| S1 |
1.4554 |
1.4510 |
|