CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4215 |
1.4297 |
0.0082 |
0.6% |
1.3880 |
| High |
1.4250 |
1.4314 |
0.0064 |
0.4% |
1.4231 |
| Low |
1.4215 |
1.4290 |
0.0075 |
0.5% |
1.3880 |
| Close |
1.4243 |
1.4303 |
0.0060 |
0.4% |
1.4231 |
| Range |
0.0035 |
0.0024 |
-0.0011 |
-31.4% |
0.0351 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
111 |
15 |
-96 |
-86.5% |
205 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4374 |
1.4363 |
1.4316 |
|
| R3 |
1.4350 |
1.4339 |
1.4310 |
|
| R2 |
1.4326 |
1.4326 |
1.4307 |
|
| R1 |
1.4315 |
1.4315 |
1.4305 |
1.4321 |
| PP |
1.4302 |
1.4302 |
1.4302 |
1.4305 |
| S1 |
1.4291 |
1.4291 |
1.4301 |
1.4297 |
| S2 |
1.4278 |
1.4278 |
1.4299 |
|
| S3 |
1.4254 |
1.4267 |
1.4296 |
|
| S4 |
1.4230 |
1.4243 |
1.4290 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5167 |
1.5050 |
1.4424 |
|
| R3 |
1.4816 |
1.4699 |
1.4328 |
|
| R2 |
1.4465 |
1.4465 |
1.4295 |
|
| R1 |
1.4348 |
1.4348 |
1.4263 |
1.4407 |
| PP |
1.4114 |
1.4114 |
1.4114 |
1.4143 |
| S1 |
1.3997 |
1.3997 |
1.4199 |
1.4056 |
| S2 |
1.3763 |
1.3763 |
1.4167 |
|
| S3 |
1.3412 |
1.3646 |
1.4134 |
|
| S4 |
1.3061 |
1.3295 |
1.4038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4314 |
1.4164 |
0.0150 |
1.0% |
0.0049 |
0.3% |
93% |
True |
False |
33 |
| 10 |
1.4314 |
1.3880 |
0.0434 |
3.0% |
0.0060 |
0.4% |
97% |
True |
False |
55 |
| 20 |
1.4535 |
1.3880 |
0.0655 |
4.6% |
0.0049 |
0.3% |
65% |
False |
False |
31 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0035 |
0.2% |
58% |
False |
False |
20 |
| 60 |
1.5152 |
1.3880 |
0.1272 |
8.9% |
0.0027 |
0.2% |
33% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4416 |
|
2.618 |
1.4377 |
|
1.618 |
1.4353 |
|
1.000 |
1.4338 |
|
0.618 |
1.4329 |
|
HIGH |
1.4314 |
|
0.618 |
1.4305 |
|
0.500 |
1.4302 |
|
0.382 |
1.4299 |
|
LOW |
1.4290 |
|
0.618 |
1.4275 |
|
1.000 |
1.4266 |
|
1.618 |
1.4251 |
|
2.618 |
1.4227 |
|
4.250 |
1.4188 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4303 |
1.4290 |
| PP |
1.4302 |
1.4277 |
| S1 |
1.4302 |
1.4265 |
|