CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4632 |
1.4627 |
-0.0005 |
0.0% |
1.4736 |
| High |
1.4642 |
1.4646 |
0.0004 |
0.0% |
1.4818 |
| Low |
1.4534 |
1.4505 |
-0.0029 |
-0.2% |
1.4505 |
| Close |
1.4616 |
1.4517 |
-0.0099 |
-0.7% |
1.4517 |
| Range |
0.0108 |
0.0141 |
0.0033 |
30.6% |
0.0313 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
2.5% |
0.0000 |
| Volume |
105,462 |
98,018 |
-7,444 |
-7.1% |
447,032 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4979 |
1.4889 |
1.4595 |
|
| R3 |
1.4838 |
1.4748 |
1.4556 |
|
| R2 |
1.4697 |
1.4697 |
1.4543 |
|
| R1 |
1.4607 |
1.4607 |
1.4530 |
1.4582 |
| PP |
1.4556 |
1.4556 |
1.4556 |
1.4543 |
| S1 |
1.4466 |
1.4466 |
1.4504 |
1.4441 |
| S2 |
1.4415 |
1.4415 |
1.4491 |
|
| S3 |
1.4274 |
1.4325 |
1.4478 |
|
| S4 |
1.4133 |
1.4184 |
1.4439 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5552 |
1.5348 |
1.4689 |
|
| R3 |
1.5239 |
1.5035 |
1.4603 |
|
| R2 |
1.4926 |
1.4926 |
1.4574 |
|
| R1 |
1.4722 |
1.4722 |
1.4546 |
1.4668 |
| PP |
1.4613 |
1.4613 |
1.4613 |
1.4586 |
| S1 |
1.4409 |
1.4409 |
1.4488 |
1.4355 |
| S2 |
1.4300 |
1.4300 |
1.4460 |
|
| S3 |
1.3987 |
1.4096 |
1.4431 |
|
| S4 |
1.3674 |
1.3783 |
1.4345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4818 |
1.4505 |
0.0313 |
2.2% |
0.0114 |
0.8% |
4% |
False |
True |
89,406 |
| 10 |
1.4949 |
1.4505 |
0.0444 |
3.1% |
0.0101 |
0.7% |
3% |
False |
True |
65,437 |
| 20 |
1.5242 |
1.4505 |
0.0737 |
5.1% |
0.0103 |
0.7% |
2% |
False |
True |
70,119 |
| 40 |
1.5337 |
1.4505 |
0.0832 |
5.7% |
0.0101 |
0.7% |
1% |
False |
True |
39,258 |
| 60 |
1.5496 |
1.4505 |
0.0991 |
6.8% |
0.0101 |
0.7% |
1% |
False |
True |
26,253 |
| 80 |
1.5640 |
1.4505 |
0.1135 |
7.8% |
0.0103 |
0.7% |
1% |
False |
True |
19,696 |
| 100 |
1.5789 |
1.4505 |
0.1284 |
8.8% |
0.0097 |
0.7% |
1% |
False |
True |
15,759 |
| 120 |
1.5789 |
1.4505 |
0.1284 |
8.8% |
0.0091 |
0.6% |
1% |
False |
True |
13,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5245 |
|
2.618 |
1.5015 |
|
1.618 |
1.4874 |
|
1.000 |
1.4787 |
|
0.618 |
1.4733 |
|
HIGH |
1.4646 |
|
0.618 |
1.4592 |
|
0.500 |
1.4576 |
|
0.382 |
1.4559 |
|
LOW |
1.4505 |
|
0.618 |
1.4418 |
|
1.000 |
1.4364 |
|
1.618 |
1.4277 |
|
2.618 |
1.4136 |
|
4.250 |
1.3906 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4576 |
1.4594 |
| PP |
1.4556 |
1.4568 |
| S1 |
1.4537 |
1.4543 |
|