CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4736 |
1.4719 |
-0.0017 |
-0.1% |
1.4925 |
| High |
1.4818 |
1.4727 |
-0.0091 |
-0.6% |
1.4938 |
| Low |
1.4665 |
1.4638 |
-0.0027 |
-0.2% |
1.4726 |
| Close |
1.4713 |
1.4665 |
-0.0048 |
-0.3% |
1.4734 |
| Range |
0.0153 |
0.0089 |
-0.0064 |
-41.8% |
0.0212 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
95,959 |
75,130 |
-20,829 |
-21.7% |
179,750 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4944 |
1.4893 |
1.4714 |
|
| R3 |
1.4855 |
1.4804 |
1.4689 |
|
| R2 |
1.4766 |
1.4766 |
1.4681 |
|
| R1 |
1.4715 |
1.4715 |
1.4673 |
1.4696 |
| PP |
1.4677 |
1.4677 |
1.4677 |
1.4667 |
| S1 |
1.4626 |
1.4626 |
1.4657 |
1.4607 |
| S2 |
1.4588 |
1.4588 |
1.4649 |
|
| S3 |
1.4499 |
1.4537 |
1.4641 |
|
| S4 |
1.4410 |
1.4448 |
1.4616 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5435 |
1.5297 |
1.4851 |
|
| R3 |
1.5223 |
1.5085 |
1.4792 |
|
| R2 |
1.5011 |
1.5011 |
1.4773 |
|
| R1 |
1.4873 |
1.4873 |
1.4753 |
1.4836 |
| PP |
1.4799 |
1.4799 |
1.4799 |
1.4781 |
| S1 |
1.4661 |
1.4661 |
1.4715 |
1.4624 |
| S2 |
1.4587 |
1.4587 |
1.4695 |
|
| S3 |
1.4375 |
1.4449 |
1.4676 |
|
| S4 |
1.4163 |
1.4237 |
1.4617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4917 |
1.4638 |
0.0279 |
1.9% |
0.0109 |
0.7% |
10% |
False |
True |
64,061 |
| 10 |
1.4949 |
1.4638 |
0.0311 |
2.1% |
0.0092 |
0.6% |
9% |
False |
True |
53,327 |
| 20 |
1.5242 |
1.4638 |
0.0604 |
4.1% |
0.0105 |
0.7% |
4% |
False |
True |
63,232 |
| 40 |
1.5337 |
1.4638 |
0.0699 |
4.8% |
0.0100 |
0.7% |
4% |
False |
True |
32,452 |
| 60 |
1.5496 |
1.4638 |
0.0858 |
5.9% |
0.0101 |
0.7% |
3% |
False |
True |
21,654 |
| 80 |
1.5640 |
1.4638 |
0.1002 |
6.8% |
0.0102 |
0.7% |
3% |
False |
True |
16,248 |
| 100 |
1.5789 |
1.4638 |
0.1151 |
7.8% |
0.0096 |
0.7% |
2% |
False |
True |
13,000 |
| 120 |
1.5789 |
1.4638 |
0.1151 |
7.8% |
0.0089 |
0.6% |
2% |
False |
True |
10,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5105 |
|
2.618 |
1.4960 |
|
1.618 |
1.4871 |
|
1.000 |
1.4816 |
|
0.618 |
1.4782 |
|
HIGH |
1.4727 |
|
0.618 |
1.4693 |
|
0.500 |
1.4683 |
|
0.382 |
1.4672 |
|
LOW |
1.4638 |
|
0.618 |
1.4583 |
|
1.000 |
1.4549 |
|
1.618 |
1.4494 |
|
2.618 |
1.4405 |
|
4.250 |
1.4260 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4683 |
1.4742 |
| PP |
1.4677 |
1.4716 |
| S1 |
1.4671 |
1.4691 |
|