CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4719 |
1.4678 |
-0.0041 |
-0.3% |
1.4925 |
| High |
1.4727 |
1.4682 |
-0.0045 |
-0.3% |
1.4938 |
| Low |
1.4638 |
1.4602 |
-0.0036 |
-0.2% |
1.4726 |
| Close |
1.4665 |
1.4628 |
-0.0037 |
-0.3% |
1.4734 |
| Range |
0.0089 |
0.0080 |
-0.0009 |
-10.1% |
0.0212 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
75,130 |
72,463 |
-2,667 |
-3.5% |
179,750 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4877 |
1.4833 |
1.4672 |
|
| R3 |
1.4797 |
1.4753 |
1.4650 |
|
| R2 |
1.4717 |
1.4717 |
1.4643 |
|
| R1 |
1.4673 |
1.4673 |
1.4635 |
1.4655 |
| PP |
1.4637 |
1.4637 |
1.4637 |
1.4629 |
| S1 |
1.4593 |
1.4593 |
1.4621 |
1.4575 |
| S2 |
1.4557 |
1.4557 |
1.4613 |
|
| S3 |
1.4477 |
1.4513 |
1.4606 |
|
| S4 |
1.4397 |
1.4433 |
1.4584 |
|
|
| 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 |
1.4849 |
1.4602 |
0.0247 |
1.7% |
0.0099 |
0.7% |
11% |
False |
True |
67,925 |
| 10 |
1.4949 |
1.4602 |
0.0347 |
2.4% |
0.0094 |
0.6% |
7% |
False |
True |
55,254 |
| 20 |
1.5242 |
1.4602 |
0.0640 |
4.4% |
0.0105 |
0.7% |
4% |
False |
True |
65,890 |
| 40 |
1.5337 |
1.4602 |
0.0735 |
5.0% |
0.0098 |
0.7% |
4% |
False |
True |
34,241 |
| 60 |
1.5496 |
1.4602 |
0.0894 |
6.1% |
0.0101 |
0.7% |
3% |
False |
True |
22,862 |
| 80 |
1.5640 |
1.4602 |
0.1038 |
7.1% |
0.0103 |
0.7% |
3% |
False |
True |
17,153 |
| 100 |
1.5789 |
1.4602 |
0.1187 |
8.1% |
0.0096 |
0.7% |
2% |
False |
True |
13,724 |
| 120 |
1.5789 |
1.4602 |
0.1187 |
8.1% |
0.0089 |
0.6% |
2% |
False |
True |
11,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5022 |
|
2.618 |
1.4891 |
|
1.618 |
1.4811 |
|
1.000 |
1.4762 |
|
0.618 |
1.4731 |
|
HIGH |
1.4682 |
|
0.618 |
1.4651 |
|
0.500 |
1.4642 |
|
0.382 |
1.4633 |
|
LOW |
1.4602 |
|
0.618 |
1.4553 |
|
1.000 |
1.4522 |
|
1.618 |
1.4473 |
|
2.618 |
1.4393 |
|
4.250 |
1.4262 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4642 |
1.4710 |
| PP |
1.4637 |
1.4683 |
| S1 |
1.4633 |
1.4655 |
|