CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4293 |
1.4120 |
-0.0173 |
-1.2% |
1.4242 |
| High |
1.4293 |
1.4250 |
-0.0043 |
-0.3% |
1.4428 |
| Low |
1.4168 |
1.4079 |
-0.0089 |
-0.6% |
1.4180 |
| Close |
1.4172 |
1.4239 |
0.0067 |
0.5% |
1.4402 |
| Range |
0.0125 |
0.0171 |
0.0046 |
36.8% |
0.0248 |
| ATR |
0.0093 |
0.0099 |
0.0006 |
5.9% |
0.0000 |
| Volume |
36 |
371 |
335 |
930.6% |
155 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4702 |
1.4642 |
1.4333 |
|
| R3 |
1.4531 |
1.4471 |
1.4286 |
|
| R2 |
1.4360 |
1.4360 |
1.4270 |
|
| R1 |
1.4300 |
1.4300 |
1.4255 |
1.4330 |
| PP |
1.4189 |
1.4189 |
1.4189 |
1.4205 |
| S1 |
1.4129 |
1.4129 |
1.4223 |
1.4159 |
| S2 |
1.4018 |
1.4018 |
1.4208 |
|
| S3 |
1.3847 |
1.3958 |
1.4192 |
|
| S4 |
1.3676 |
1.3787 |
1.4145 |
|
|
| 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 |
1.4079 |
0.0349 |
2.5% |
0.0096 |
0.7% |
46% |
False |
True |
95 |
| 10 |
1.4428 |
1.4079 |
0.0349 |
2.5% |
0.0077 |
0.5% |
46% |
False |
True |
64 |
| 20 |
1.4428 |
1.3880 |
0.0548 |
3.8% |
0.0063 |
0.4% |
66% |
False |
False |
53 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0045 |
0.3% |
49% |
False |
False |
30 |
| 60 |
1.4957 |
1.3880 |
0.1077 |
7.6% |
0.0034 |
0.2% |
33% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4977 |
|
2.618 |
1.4698 |
|
1.618 |
1.4527 |
|
1.000 |
1.4421 |
|
0.618 |
1.4356 |
|
HIGH |
1.4250 |
|
0.618 |
1.4185 |
|
0.500 |
1.4165 |
|
0.382 |
1.4144 |
|
LOW |
1.4079 |
|
0.618 |
1.3973 |
|
1.000 |
1.3908 |
|
1.618 |
1.3802 |
|
2.618 |
1.3631 |
|
4.250 |
1.3352 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4214 |
1.4228 |
| PP |
1.4189 |
1.4218 |
| S1 |
1.4165 |
1.4207 |
|