CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4678 |
1.4632 |
-0.0046 |
-0.3% |
1.4925 |
| High |
1.4682 |
1.4642 |
-0.0040 |
-0.3% |
1.4938 |
| Low |
1.4602 |
1.4534 |
-0.0068 |
-0.5% |
1.4726 |
| Close |
1.4628 |
1.4616 |
-0.0012 |
-0.1% |
1.4734 |
| Range |
0.0080 |
0.0108 |
0.0028 |
35.0% |
0.0212 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.3% |
0.0000 |
| Volume |
72,463 |
105,462 |
32,999 |
45.5% |
179,750 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4877 |
1.4675 |
|
| R3 |
1.4813 |
1.4769 |
1.4646 |
|
| R2 |
1.4705 |
1.4705 |
1.4636 |
|
| R1 |
1.4661 |
1.4661 |
1.4626 |
1.4629 |
| PP |
1.4597 |
1.4597 |
1.4597 |
1.4582 |
| S1 |
1.4553 |
1.4553 |
1.4606 |
1.4521 |
| S2 |
1.4489 |
1.4489 |
1.4596 |
|
| S3 |
1.4381 |
1.4445 |
1.4586 |
|
| S4 |
1.4273 |
1.4337 |
1.4557 |
|
|
| 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 |
1.4845 |
1.4534 |
0.0311 |
2.1% |
0.0110 |
0.8% |
26% |
False |
True |
80,961 |
| 10 |
1.4949 |
1.4534 |
0.0415 |
2.8% |
0.0095 |
0.6% |
20% |
False |
True |
60,492 |
| 20 |
1.5242 |
1.4534 |
0.0708 |
4.8% |
0.0106 |
0.7% |
12% |
False |
True |
69,393 |
| 40 |
1.5337 |
1.4534 |
0.0803 |
5.5% |
0.0099 |
0.7% |
10% |
False |
True |
36,810 |
| 60 |
1.5496 |
1.4534 |
0.0962 |
6.6% |
0.0102 |
0.7% |
9% |
False |
True |
24,619 |
| 80 |
1.5640 |
1.4534 |
0.1106 |
7.6% |
0.0103 |
0.7% |
7% |
False |
True |
18,471 |
| 100 |
1.5789 |
1.4534 |
0.1255 |
8.6% |
0.0097 |
0.7% |
7% |
False |
True |
14,779 |
| 120 |
1.5789 |
1.4534 |
0.1255 |
8.6% |
0.0089 |
0.6% |
7% |
False |
True |
12,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5101 |
|
2.618 |
1.4925 |
|
1.618 |
1.4817 |
|
1.000 |
1.4750 |
|
0.618 |
1.4709 |
|
HIGH |
1.4642 |
|
0.618 |
1.4601 |
|
0.500 |
1.4588 |
|
0.382 |
1.4575 |
|
LOW |
1.4534 |
|
0.618 |
1.4467 |
|
1.000 |
1.4426 |
|
1.618 |
1.4359 |
|
2.618 |
1.4251 |
|
4.250 |
1.4075 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4607 |
1.4631 |
| PP |
1.4597 |
1.4626 |
| S1 |
1.4588 |
1.4621 |
|