CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4545 |
1.4509 |
-0.0036 |
-0.2% |
1.4608 |
| High |
1.4602 |
1.4527 |
-0.0075 |
-0.5% |
1.4729 |
| Low |
1.4500 |
1.4446 |
-0.0054 |
-0.4% |
1.4387 |
| Close |
1.4504 |
1.4483 |
-0.0021 |
-0.1% |
1.4515 |
| Range |
0.0102 |
0.0081 |
-0.0021 |
-20.6% |
0.0342 |
| ATR |
0.0139 |
0.0135 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
149,155 |
123,600 |
-25,555 |
-17.1% |
510,185 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4728 |
1.4687 |
1.4528 |
|
| R3 |
1.4647 |
1.4606 |
1.4505 |
|
| R2 |
1.4566 |
1.4566 |
1.4498 |
|
| R1 |
1.4525 |
1.4525 |
1.4490 |
1.4505 |
| PP |
1.4485 |
1.4485 |
1.4485 |
1.4476 |
| S1 |
1.4444 |
1.4444 |
1.4476 |
1.4424 |
| S2 |
1.4404 |
1.4404 |
1.4468 |
|
| S3 |
1.4323 |
1.4363 |
1.4461 |
|
| S4 |
1.4242 |
1.4282 |
1.4438 |
|
|
| 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% |
0.0145 |
1.0% |
42% |
False |
False |
138,499 |
| 10 |
1.4741 |
1.4351 |
0.0390 |
2.7% |
0.0136 |
0.9% |
34% |
False |
False |
122,478 |
| 20 |
1.4741 |
1.4333 |
0.0408 |
2.8% |
0.0133 |
0.9% |
37% |
False |
False |
108,986 |
| 40 |
1.4771 |
1.4092 |
0.0679 |
4.7% |
0.0129 |
0.9% |
58% |
False |
False |
98,721 |
| 60 |
1.4771 |
1.4008 |
0.0763 |
5.3% |
0.0137 |
0.9% |
62% |
False |
False |
96,120 |
| 80 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0138 |
1.0% |
69% |
False |
False |
79,666 |
| 100 |
1.4771 |
1.3844 |
0.0927 |
6.4% |
0.0140 |
1.0% |
69% |
False |
False |
63,785 |
| 120 |
1.4978 |
1.3844 |
0.1134 |
7.8% |
0.0130 |
0.9% |
56% |
False |
False |
53,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4871 |
|
2.618 |
1.4739 |
|
1.618 |
1.4658 |
|
1.000 |
1.4608 |
|
0.618 |
1.4577 |
|
HIGH |
1.4527 |
|
0.618 |
1.4496 |
|
0.500 |
1.4487 |
|
0.382 |
1.4477 |
|
LOW |
1.4446 |
|
0.618 |
1.4396 |
|
1.000 |
1.4365 |
|
1.618 |
1.4315 |
|
2.618 |
1.4234 |
|
4.250 |
1.4102 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4487 |
1.4557 |
| PP |
1.4485 |
1.4532 |
| S1 |
1.4484 |
1.4508 |
|