CME British Pound Future September 2016
Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.4297 |
1.4305 |
0.0008 |
0.1% |
1.4242 |
High |
1.4314 |
1.4428 |
0.0114 |
0.8% |
1.4428 |
Low |
1.4290 |
1.4289 |
-0.0001 |
0.0% |
1.4180 |
Close |
1.4303 |
1.4402 |
0.0099 |
0.7% |
1.4402 |
Range |
0.0024 |
0.0139 |
0.0115 |
479.2% |
0.0248 |
ATR |
0.0086 |
0.0090 |
0.0004 |
4.4% |
0.0000 |
Volume |
15 |
18 |
3 |
20.0% |
155 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4790 |
1.4735 |
1.4478 |
|
R3 |
1.4651 |
1.4596 |
1.4440 |
|
R2 |
1.4512 |
1.4512 |
1.4427 |
|
R1 |
1.4457 |
1.4457 |
1.4415 |
1.4485 |
PP |
1.4373 |
1.4373 |
1.4373 |
1.4387 |
S1 |
1.4318 |
1.4318 |
1.4389 |
1.4346 |
S2 |
1.4234 |
1.4234 |
1.4377 |
|
S3 |
1.4095 |
1.4179 |
1.4364 |
|
S4 |
1.3956 |
1.4040 |
1.4326 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5081 |
1.4989 |
1.4538 |
|
R3 |
1.4833 |
1.4741 |
1.4470 |
|
R2 |
1.4585 |
1.4585 |
1.4447 |
|
R1 |
1.4493 |
1.4493 |
1.4425 |
1.4539 |
PP |
1.4337 |
1.4337 |
1.4337 |
1.4360 |
S1 |
1.4245 |
1.4245 |
1.4379 |
1.4291 |
S2 |
1.4089 |
1.4089 |
1.4357 |
|
S3 |
1.3841 |
1.3997 |
1.4334 |
|
S4 |
1.3593 |
1.3749 |
1.4266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4428 |
1.4180 |
0.0248 |
1.7% |
0.0064 |
0.4% |
90% |
True |
False |
31 |
10 |
1.4428 |
1.3880 |
0.0548 |
3.8% |
0.0061 |
0.4% |
95% |
True |
False |
36 |
20 |
1.4535 |
1.3880 |
0.0655 |
4.5% |
0.0051 |
0.4% |
80% |
False |
False |
31 |
40 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0038 |
0.3% |
71% |
False |
False |
20 |
60 |
1.5078 |
1.3880 |
0.1198 |
8.3% |
0.0029 |
0.2% |
44% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5019 |
2.618 |
1.4792 |
1.618 |
1.4653 |
1.000 |
1.4567 |
0.618 |
1.4514 |
HIGH |
1.4428 |
0.618 |
1.4375 |
0.500 |
1.4359 |
0.382 |
1.4342 |
LOW |
1.4289 |
0.618 |
1.4203 |
1.000 |
1.4150 |
1.618 |
1.4064 |
2.618 |
1.3925 |
4.250 |
1.3698 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4388 |
1.4375 |
PP |
1.4373 |
1.4348 |
S1 |
1.4359 |
1.4322 |
|