CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4117 |
1.4140 |
0.0023 |
0.2% |
1.4465 |
| High |
1.4164 |
1.4275 |
0.0111 |
0.8% |
1.4465 |
| Low |
1.4090 |
1.4135 |
0.0045 |
0.3% |
1.4090 |
| Close |
1.4164 |
1.4264 |
0.0100 |
0.7% |
1.4164 |
| Range |
0.0074 |
0.0140 |
0.0066 |
89.2% |
0.0375 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.0% |
0.0000 |
| Volume |
37 |
43 |
6 |
16.2% |
393 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4645 |
1.4594 |
1.4341 |
|
| R3 |
1.4505 |
1.4454 |
1.4303 |
|
| R2 |
1.4365 |
1.4365 |
1.4290 |
|
| R1 |
1.4314 |
1.4314 |
1.4277 |
1.4340 |
| PP |
1.4225 |
1.4225 |
1.4225 |
1.4237 |
| S1 |
1.4174 |
1.4174 |
1.4251 |
1.4200 |
| S2 |
1.4085 |
1.4085 |
1.4238 |
|
| S3 |
1.3945 |
1.4034 |
1.4226 |
|
| S4 |
1.3805 |
1.3894 |
1.4187 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5365 |
1.5139 |
1.4370 |
|
| R3 |
1.4990 |
1.4764 |
1.4267 |
|
| R2 |
1.4615 |
1.4615 |
1.4233 |
|
| R1 |
1.4389 |
1.4389 |
1.4198 |
1.4315 |
| PP |
1.4240 |
1.4240 |
1.4240 |
1.4202 |
| S1 |
1.4014 |
1.4014 |
1.4130 |
1.3940 |
| S2 |
1.3865 |
1.3865 |
1.4095 |
|
| S3 |
1.3490 |
1.3639 |
1.4061 |
|
| S4 |
1.3115 |
1.3264 |
1.3958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4465 |
1.4090 |
0.0375 |
2.6% |
0.0116 |
0.8% |
46% |
False |
False |
87 |
| 10 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0119 |
0.8% |
43% |
False |
False |
114 |
| 20 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0090 |
0.6% |
61% |
False |
False |
75 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0066 |
0.5% |
52% |
False |
False |
44 |
| 60 |
1.4847 |
1.3880 |
0.0967 |
6.8% |
0.0048 |
0.3% |
40% |
False |
False |
33 |
| 80 |
1.5239 |
1.3880 |
0.1359 |
9.5% |
0.0037 |
0.3% |
28% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4870 |
|
2.618 |
1.4642 |
|
1.618 |
1.4502 |
|
1.000 |
1.4415 |
|
0.618 |
1.4362 |
|
HIGH |
1.4275 |
|
0.618 |
1.4222 |
|
0.500 |
1.4205 |
|
0.382 |
1.4188 |
|
LOW |
1.4135 |
|
0.618 |
1.4048 |
|
1.000 |
1.3995 |
|
1.618 |
1.3908 |
|
2.618 |
1.3768 |
|
4.250 |
1.3540 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4244 |
1.4237 |
| PP |
1.4225 |
1.4210 |
| S1 |
1.4205 |
1.4183 |
|