CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4335 |
1.4293 |
-0.0042 |
-0.3% |
1.4242 |
| High |
1.4335 |
1.4293 |
-0.0042 |
-0.3% |
1.4428 |
| Low |
1.4313 |
1.4168 |
-0.0145 |
-1.0% |
1.4180 |
| Close |
1.4313 |
1.4172 |
-0.0141 |
-1.0% |
1.4402 |
| Range |
0.0022 |
0.0125 |
0.0103 |
468.2% |
0.0248 |
| ATR |
0.0090 |
0.0093 |
0.0004 |
4.4% |
0.0000 |
| Volume |
39 |
36 |
-3 |
-7.7% |
155 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4586 |
1.4504 |
1.4241 |
|
| R3 |
1.4461 |
1.4379 |
1.4206 |
|
| R2 |
1.4336 |
1.4336 |
1.4195 |
|
| R1 |
1.4254 |
1.4254 |
1.4183 |
1.4233 |
| PP |
1.4211 |
1.4211 |
1.4211 |
1.4200 |
| S1 |
1.4129 |
1.4129 |
1.4161 |
1.4108 |
| S2 |
1.4086 |
1.4086 |
1.4149 |
|
| S3 |
1.3961 |
1.4004 |
1.4138 |
|
| S4 |
1.3836 |
1.3879 |
1.4103 |
|
|
| 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 |
1.4168 |
0.0260 |
1.8% |
0.0069 |
0.5% |
2% |
False |
True |
43 |
| 10 |
1.4428 |
1.3994 |
0.0434 |
3.1% |
0.0070 |
0.5% |
41% |
False |
False |
43 |
| 20 |
1.4428 |
1.3880 |
0.0548 |
3.9% |
0.0057 |
0.4% |
53% |
False |
False |
34 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0041 |
0.3% |
40% |
False |
False |
20 |
| 60 |
1.4957 |
1.3880 |
0.1077 |
7.6% |
0.0031 |
0.2% |
27% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4824 |
|
2.618 |
1.4620 |
|
1.618 |
1.4495 |
|
1.000 |
1.4418 |
|
0.618 |
1.4370 |
|
HIGH |
1.4293 |
|
0.618 |
1.4245 |
|
0.500 |
1.4231 |
|
0.382 |
1.4216 |
|
LOW |
1.4168 |
|
0.618 |
1.4091 |
|
1.000 |
1.4043 |
|
1.618 |
1.3966 |
|
2.618 |
1.3841 |
|
4.250 |
1.3637 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4231 |
1.4298 |
| PP |
1.4211 |
1.4256 |
| S1 |
1.4192 |
1.4214 |
|