CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4454 |
1.4545 |
0.0091 |
0.6% |
1.4608 |
| High |
1.4669 |
1.4602 |
-0.0067 |
-0.5% |
1.4729 |
| Low |
1.4444 |
1.4500 |
0.0056 |
0.4% |
1.4387 |
| Close |
1.4552 |
1.4504 |
-0.0048 |
-0.3% |
1.4515 |
| Range |
0.0225 |
0.0102 |
-0.0123 |
-54.7% |
0.0342 |
| ATR |
0.0142 |
0.0139 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
143,958 |
149,155 |
5,197 |
3.6% |
510,185 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4841 |
1.4775 |
1.4560 |
|
| R3 |
1.4739 |
1.4673 |
1.4532 |
|
| R2 |
1.4637 |
1.4637 |
1.4523 |
|
| R1 |
1.4571 |
1.4571 |
1.4513 |
1.4553 |
| PP |
1.4535 |
1.4535 |
1.4535 |
1.4527 |
| S1 |
1.4469 |
1.4469 |
1.4495 |
1.4451 |
| S2 |
1.4433 |
1.4433 |
1.4485 |
|
| S3 |
1.4331 |
1.4367 |
1.4476 |
|
| S4 |
1.4229 |
1.4265 |
1.4448 |
|
|
| 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% |
0.0142 |
1.0% |
48% |
False |
False |
128,755 |
| 10 |
1.4741 |
1.4351 |
0.0390 |
2.7% |
0.0141 |
1.0% |
39% |
False |
False |
120,295 |
| 20 |
1.4741 |
1.4333 |
0.0408 |
2.8% |
0.0134 |
0.9% |
42% |
False |
False |
106,235 |
| 40 |
1.4771 |
1.4092 |
0.0679 |
4.7% |
0.0130 |
0.9% |
61% |
False |
False |
97,579 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0139 |
1.0% |
65% |
False |
False |
95,282 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
71% |
False |
False |
78,127 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
71% |
False |
False |
62,550 |
| 120 |
1.5071 |
1.3844 |
0.1227 |
8.5% |
0.0130 |
0.9% |
54% |
False |
False |
52,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5036 |
|
2.618 |
1.4869 |
|
1.618 |
1.4767 |
|
1.000 |
1.4704 |
|
0.618 |
1.4665 |
|
HIGH |
1.4602 |
|
0.618 |
1.4563 |
|
0.500 |
1.4551 |
|
0.382 |
1.4539 |
|
LOW |
1.4500 |
|
0.618 |
1.4437 |
|
1.000 |
1.4398 |
|
1.618 |
1.4335 |
|
2.618 |
1.4233 |
|
4.250 |
1.4067 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4551 |
1.4510 |
| PP |
1.4535 |
1.4508 |
| S1 |
1.4520 |
1.4506 |
|